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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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6111722 · Mar 202019922001200920172026
48 results for spatio-temporal interference

A new causal deepset framework improves off-policy evaluation under complex interference.

problem Handling spatio-temporal interference in off-policy evaluation.
method Permutation invariance assumption and novel algorithms incorporating it.
result Significantly more precise estimations than existing methods.

New measure of interference helps understand and mitigate learning issues in reinforcement learning.

problem Understanding and mitigating interference in reinforcement learning.
method Defined a new measure of interference, evaluated it, and identified key factors contributing to interference.
result Target network frequency and updates on the last layer are significant factors in interference.

New method removes interference bias in causal models.

problem Interference bias impedes causal effect identification in real-world settings.
method Novel definition of causal models with local interference, semi-parametric assumptions.
result True Average Causal Effect can be identified in certain semi-parametric models with local interference.

Study finds reinforcement learning performance plateaus due to environmental interference.

problem Catastrophic interference hinders sample efficiency in reinforcement learning.
method Empirical study in ALE, controlled experiments, analysis of prediction errors.
result Interference causes performance plateaus and degrades policies used to reach them.

Estimates causal effects in networks with varying interference.

problem Estimating causal effects in settings with network interference.
method Proposes neighborhood adaptive estimators for average direct treatment effect on the treated.
result Establishes rates of convergence and distributional results for proposed estimators.

TD learning reduces interference, leading to better generalization.

problem Understanding and reducing interference in TD learning for better generalization.
method Analyzing the inner product of gradients as interference, comparing TD and supervised learning, and examining the dynamics of interference and bootstrapping.
result TD learning leads to low-interference, under-generalizing parameters, while supervised learning does the opposite.

The paper addresses Qini curve estimation under clustered network interference.

problem Qini curves can be biased when interference is ignored in clustered network settings.
method Proposes three estimation strategies for clustered network interference.
result Identifies the most appropriate approach based on bias-variance trade-offs.

This work addresses causal inference challenges in networked interference and proposes GNN-based estimators for individual treatment effects.

problem Estimating individual treatment effects in randomized experiments with networked interference.
method Uses Graph Neural Networks (GNNs) to capture network dependencies and derive causal effect estimators.
result Provides policy regret bounds and heuristic error bounds for GNN-based causal estimators under network interference and treatment capacity constraints.

Study efficient inference for network quantile causal effects with partial interference.

problem Estimating network causal effects on outcome quantiles with partial interference.
method Developed a nonparametric efficiency theory and a nonparametrically efficient estimator using a three-way cross-fitting procedure.
result Proposed estimator is consistent, asymptotically normal, and allows flexible estimation of nuisance functions.

Spatial Deconfounder tackles interference and confounding in spatial data.

problem Interference and unmeasured spatial factors confound causal inference in spatial domains.
method Two-stage method using CVAE with spatial prior to reconstruct confounder, then estimate causal effects.
result Nonparametric identification of direct and spillover effects under weak assumptions.

Algorithm learns interference network and optimizes treatment allocation for unknown network effects.

problem Adaptive experimentation under unknown network interference.
method Thompson sampling algorithm with Gibbs sampler for joint learning of interference network and treatment allocation.
result Proves a Bayesian regret bound and achieves sublinear regret in real-world applications.

Bayesian method estimates causal effects with proxy networks.

problem Estimating causal effects with only proxy measurements of a latent interference network.
method Structural causal model with Block Gibbs sampler and Locally Informed Proposals.
result Accurately estimates causal effects even with noisy proxy networks.

FRONT optimizes decisions with interference, reducing regret over time.

problem Short-sighted policies in online decision-making due to ignoring interference.
method FRONT considers long-term impacts of decisions, using exploratory and exploitative strategies.
result FRONT achieves sublinear regret in both immediate and consequential impacts.

The paper tackles adaptive targeting in networks with interference effects.

problem Adaptive targeting under network interference in a bandit setting.
method Linear model in a sparse regime, analyzing different levels of knowledge of the interference structure.
result Unified view of how knowledge of the interference structure affects online learning efficiency.

STACI uses neural nets to estimate spatio-temporal fields with valid uncertainty quantification.

problem Scalable spatio-temporal deep learning models fail to capture underlying correlation structure.
method Variational Bayesian neural network approximation of non-stationary spatio-temporal Gaussian Process (GP) with conformal inference.
result STACI provides accurate prediction intervals for spatio-temporal processes, outperforming competing methods.

New algorithm optimizes interventions under network interference, scaling to large networks.

problem Optimal policy learning under network interference where one individual's treatment affects others.
method Developed a scalable Thompson sampling algorithm for dynamic networks.
result Proved a Bayesian regret bound that is sublinear in network size and rounds.

New method improves causal inference by estimating complex treatment effects with active learning.

problem Traditional causal inference frameworks ignore interference and assume independent treatment effects.
method Active Learning in Causal Inference with Interference (ACI) using Gaussian process and genetic algorithms.
result ACI achieves accurate effects estimation with reduced data requirements in complex interference scenarios.

New framework for estimating treatment effects in experiments with network interference.

problem Network interference biases traditional treatment effect estimations in randomized experiments.
method Causal message-passing framework based on high-dimensional approximate message passing.
result Practical algorithm to estimate total treatment effect in multi-period experiments.

FreST Loss decorrelates spatio-temporal dependencies in graph signals.

problem Complex spatio-temporal dependencies in graph-structured signals are not well captured by standard forecasting models.
method FreST Loss extends supervision to the joint spatio-temporal spectrum using Joint Fourier Transform (JFT).
result FreST Loss reduces estimation bias and improves forecasting accuracy on real-world datasets.

New method HNCI for evaluating treatment effects in network interference.

problem Evaluating the effectiveness of treatments or policies under network interference.
method High-dimensional network causal inference (HNCI) using linear regression with latent homogeneity.
result Valid confidence intervals and sets for average direct treatment effect and neighborhood size.

An intervention may have an effect on units other than those to which it was administered. This phenomenon is called interference and it usually goes unmodeled. In this paper, we propose to combine Lauritzen-Wermuth-Frydenberg and Andersson-Madigan-Perlman chain graphs to create a new class of causal models that can re…

2018-11-11abs ↗pdf ↗

A framework uses deep learning for spatio-temporal data prediction.

problem Interpolation of continuous spatio-temporal fields on irregular points.
method Decomposes spatio-temporal processes into products of basis functions and spatial coefficients.
result Effectiveness in reconstructing coherent spatio-temporal fields.

Proposes a new model for complex multivariate event data.

problem Modeling complex multivariate event data with spatio-temporal dynamics.
method Integrates spatial information into latent state evolution through learned temporal and spatial decay dynamics.
result Successfully recovers sensible temporal and spatial intensity structure in multivariate spatio-temporal point patterns.

Estimates treatment effects in bipartite systems with partial eligibility and interference.

problem Randomized experiments in bipartite systems with partial treatment eligibility and interference.
method Formalizes eligibility-constrained bipartite experiments, defines PTTE and STTE, identifies conditions, develops ensemble estimators, introduces projection.
result Proposed estimators recover PTTE and STTE with low bias and variance, corrects interference bias in field experiments.

New neural networks model for spatio-temporal data.

problem Building a mapping from spatially encoded time series covariates to real-valued response data.
method Proposed two novel extensions of Functional Neural Network (FNN) for spatio-temporal regression.
result Demonstrated effectiveness in handling varying spatial correlations through comprehensive simulation studies.

New method predicts spatio-temporal data with short and long-range dependence.

problem Uncertainty in predicting the distribution of mixed moving average fields.
method Theory-guided machine learning approach using generalized Bayesian algorithm.
result Fixed-time and any-time PAC Bayesian bounds for ensemble forecasts.

New model infers causal relationships from spatio-temporal data, even with unobserved confounders.

problem Challenges in inferring causal relationships from spatio-temporal data due to unobserved confounders.
method Spatio-Temporal Hierarchical Causal Models (ST-HCMs) that extend hierarchical causal modeling to the spatio-temporal domain, using the Spatio-Temporal Collapse Theorem.
result Validated the effectiveness of ST-HCMs on both synthetic and real-world datasets, demonstrating robust causal inference in complex dynamic systems.

FNOs improve spatio-temporal forecasting without needing PDE details.

problem Complex spatio-temporal dynamics in physical and biological phenomena.
method Fourier Neural Operators (FNOs) for dynamic spatio-temporal modeling.
result FNO forecasts are accurate and capture complex real-world dependencies.

Model improves mortgage credit risk prediction with spatio-temporal machine learning.

problem Improving accuracy of default probabilities and loan portfolio loss distributions in mortgage credit risk.
method Combines tree-boosting with a latent spatio-temporal Gaussian process model.
result Predictive models outperform conventional methods due to non-linear and spatio-temporal effects.

The paper proposes an evolution-based approach to estimate causal effects in interference networks without fully observing the network structure.

problem Estimating causal effects in complex systems with unobserved interaction pathways.
method An evolution-based approach that characterizes how outcomes change across observation rounds in response to interventions, using an exposure-mapping perspective.
result The approach identifies minimal structural conditions under which evolution mappings exist, enabling consistent learning about heterogeneous spillover effects.

U-Net trained to recover acoustic interference striations from distorted data.

problem Recovering acoustic interference striations from distorted signals.
method Training a U-Net using a random mode-coupling matrix model to generate training data.
result U-Net successfully recovers AISs under various conditions.

New framework minimizes interference and selection bias in network A/B testing.

problem Interference and selection bias in network A/B testing.
method Proposes a principled framework that jointly minimizes interference and selection bias using edge spillover probability and cluster matching.
result Significantly lower error in causal effect estimation compared to existing solutions.