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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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80160240320 · Jun 202019922001200920172026
48 results for stochastic intervention

This work tackles causal graph discovery with stochastic interventions to minimize the number of interventions.

problem Discovering the true causal graph from observational data with limited interventions.
method Proposes a stochastic intervention model and studies verification and search problems with approximation algorithms.
result Provides approximation algorithms with competitive ratios for verification and search problems.

New method estimates stochastic intervention effects in decision-making domains.

problem Current causal inference methods are limited to deterministic treatment, unable to handle stochastic policies.
method Developed a new stochastic propensity score and stochastic intervention effect estimator (SIE) with a customized genetic algorithm (Ge-SIO).
result Empirical study shows significant performance improvement over state-of-the-art baselines.

This paper tackles CRL for multi-node interventions, achieving identifiability guarantees.

problem CRL under unknown multi-node interventions, focusing on single-node assumptions.
method Establishes identifiability results for general latent causal models under stochastic interventions.
result Identifiability up to ancestors using soft interventions, perfect identifiability using hard interventions.

This paper tackles unknown causal graphs and soft interventions, establishing regret bounds and an efficient algorithm.

problem Designing causal bandit algorithms with unknown causal graphs and stochastic intervention models.
method Establishes novel regret bounds and presents a computationally efficient algorithm for unknown graph and soft interventions.
result Regret bounds for unknown graph and soft interventions, with a universal minimax lower bound.

New analysis shows surprising results on adaptation speed of causal models.

problem Investigate the adaptation speed of causal models under interventions.
method Use convergence rates from stochastic optimization to measure adaptation speed.
result Surprising findings: anticausal model can be faster than causal model under certain conditions.

New algorithms for efficient causal interventions with budget constraints and without constraints.

problem Efficiently learning best interventions in causal graphs with budget constraints.
method Developed algorithms for both budgeted and non-budgeted causal bandits, optimizing regret and side-information usage.
result Proposed algorithms minimize cumulative regret and perform better than standard methods.

Optimizes experiment design for causal structure learning in linear models with cycles.

problem Causal structure learning from combined observational and interventional data in linear non-Gaussian cyclic models.
method Combinatorial characterization of equivalence classes, adaptive stochastic optimization, greedy policy with near-optimal performance guarantee, sampling-based estimator for reward function.
result Optimal experiment design reduces the equivalence class of causal graphs to a single true graph with a small number of interventions.

Paper recovers latent causal structure and linear transformation from indirect observations.

problem Recovering latent causal structure and linear transformation from indirect observations.
method Established sufficient conditions for DAG recovery, leveraged score function properties, and used soft/hard interventions.
result Perfect recovery of latent DAG structure and linear transformation up to scaling using soft interventions, hard interventions with additional hypothesis testing.

This paper tackles causal representation learning with linear and general transformations.

problem Identify and recover latent causal variables and graphs under unknown transformations.
method Score-based algorithms that use gradients of log-density functions for identifiability and achievability.
result Two stochastic hard interventions per node are sufficient for identifiability of general transformations.

We study the problem of using causal models to improve the rate at which good interventions can be learned online in a stochastic environment. Our formalism combines multi-arm bandits and causal inference to model a novel type of bandit feedback that is not exploited by existing approaches. We propose a new algorithm t…

2016-06-10abs ↗pdf ↗

Estimates joint causal effects using single-variable interventions on nonlinear models.

problem Estimating joint causal effects from single-variable interventions.
method Identifiability result and practical estimator for decomposing causal effects.
result Joint effects can be inferred without joint interventional data for nonlinear additive models.

Causal diagrams based on do intervention are useful tools to formalize, process and understand causal relationship among variables. However, the do intervention has controversial interpretation of causal questions for non-manipulable variables, and it also lacks the power to check the conditions related to counterfactu…

2019-07-24abs ↗pdf ↗

Our goal is to identify beneficial interventions from observational data. We consider interventions that are narrowly focused (impacting few covariates) and may be tailored to each individual or globally enacted over a population. For applications where harmful intervention is drastically worse than proposing no change…

2016-06-16abs ↗pdf ↗

The gold standard for discovering causal relations is by means of experimentation. Over the last decades, alternative methods have been proposed that can infer causal relations between variables from certain statistical patterns in purely observational data. We introduce Joint Causal Inference (JCI), a novel approach t…

2016-11-30abs ↗pdf ↗

Paper proposes scalable algorithm to estimate intervention targets in linear models.

problem Estimating intervention targets in linear models from observational and interventional data.
method The paper proposes a scalable algorithm that estimates intervention sites from the difference between precision matrices of observational and interventional datasets.
result The algorithm consistently identifies all intervention targets and updates observational Markov equivalence classes to interventional ones.

New method disentangles mixed interventional and observational data in SEMs.

problem Learning causal relationships from mixed interventional and observational data.
method Developed a method to disentangle mixed interventional and observational data in linear SEMs with Gaussian noise.
result The method can identify causal graphs up to their interventional Markov Equivalence Class.

Consider the problem of a central bank that wants to manage the exchange rate between its domestic currency and a foreign one. The central bank can purchase and sell the foreign currency, and each intervention on the exchange market leads to a proportional cost whose instantaneous marginal value depends on the current …

2017-12-06abs ↗pdf ↗

The paper presents a method to estimate joint interventional distributions from marginal interventional data.

problem Estimating joint interventional distributions from marginal interventional data.
method The paper extends the Causal Maximum Entropy method to use interventional data and employs Lagrange duality to prove the solution lies in the exponential family.
result The method allows for causal feature selection and inference of joint interventional distributions.

Bayesian method for causal discovery from unknown general interventions.

problem Learning causal DAGs from unknown interventions that modify parent sets.
method Bayesian approach with MCMC for approximating posterior DAGs and intervention targets.
result Bayesian method can identify DAGs and intervention targets up to equivalence classes.

Interventional data helps identify latent factors without distributional assumptions.

problem Identifying latent factors from interventional data without distributional assumptions.
method Leveraging geometric signatures of latent factors' support from interventional data.
result Latent causal factors can be identified up to permutation and scaling given data from perfect do-interventions.

Dynamical systems are widely used in science and engineering to model systems consisting of several interacting components. Often, they can be given a causal interpretation in the sense that they not only model the evolution of the states of the system's components over time, but also describe how their evolution is af…

2018-03-23abs ↗pdf ↗

IntDC framework uncovers causal relationships from non-interventional data.

problem Detecting causal relationships in non-interventional complex systems.
method Interventional Embedding Entropy (IEE) for causal strength measurement.
result IEE accurately finds causal edges and quantifies causal strength robustly.

Algorithm detects causal change points quickly with adaptive interventions.

problem Detecting changes in causal models with interventions.
method Centralization technique, Kullback-Leibler divergence for intervention selection, adaptive intervention policy.
result Theoretical first-order optimality and validation through simulations and real-world studies.

Method learns causal effects from multiple interventions in presence of unobserved confounders.

problem Disentangling causal effects from sets of interventions in the presence of unobserved confounders.
method Non-linear structural causal models with additive, multivariate Gaussian noise; algorithm that learns causal model parameters by pooling data from different regimes and maximizing combined likelihood.
result Identification proofs demonstrate that causal effects of single interventions can be learned from sets of interventions, even with unobserved confounders.

New algorithms improve causal graph discovery with adaptive interventions, even under worst-case interventional costs.

problem Discover causal relationships from data with adaptive interventions and node-dependent costs.
method Define new benchmarks and provide adaptive search algorithms for causal graph discovery.
result Logarithmic approximations achieved under various settings: atomic, bounded size interventions and generalized cost objectives.

In a wide variety of applications, humans interact with a complex environment by means of asynchronous stochastic discrete events in continuous time. Can we design online interventions that will help humans achieve certain goals in such asynchronous setting? In this paper, we address the above problem from the perspect…

2018-05-23abs ↗pdf ↗

GIT uses gradient estimators to target interventions for causal discovery.

problem Challenges in inferring causal structure from observational data.
method GIT uses gradient estimators to target interventions for causal discovery.
result GIT performs on par with competitive baselines, surpassing them in low-data regimes.

Paper relaxes faithfulness assumption for causal discovery using interventions.

problem Violation of faithfulness assumption in natural systems leads to incorrect causal structure identification.
method Use intervention-immediacy faithfulness assumption to identify causal structures with hard interventions.
result Interventions contain information about causal structure that can identify causal structures when faithfulness is violated.

FMI uses matching to mimic interventions for causal feature learning.

problem Challenges in causal discovery from observational data.
method Feature Matching Intervention (FMI) using matching to emulate perfect interventions.
result FMI outperforms in identifying causal features from observational data.

This paper introduces a new class of Dynkin games, where the two players are allowed to make their stopping decisions at a sequence of exogenous Poisson arrival times. The value function and the associated optimal stopping strategy are characterized by the solution of a backward stochastic differential equation. The pa…

2018-03-01abs ↗pdf ↗

Graph-coupled causal Bayesian optimization transfers information across related interventions.

problem Optimizing expensive systems where interventions are costly and causal effects are confounded.
method Ties intervention effects together through shared causal parameters, improving estimation.
result Information-gain and regret bounds show improved performance with shared mechanisms.

The paper tackles matching a desired mean in causal systems through shift interventions.

problem Matching a desired mean in causal systems.
method Defining Markov equivalence classes, proposing active learning strategies, deriving lower bounds.
result Proposed active learning strategies require fewer interventions than previous approaches, especially for certain graph classes.

Model identifies causal structure from paired observational and interventional data with unknown soft interventions.

problem Identifying causal structure from observational and interventional data with unknown soft interventions.
method Proposes a scalable causal discovery model that aggregates subset-level PDAGs and applies contrastive cross-regime orientation rules.
result The model asymptotically recovers the identifiable PDAG and can orient additional edges compared to non-contrastive subset-restricted methods.

Introduces CStrees for modeling context-specific causal models from observational and interventional data.

problem Modeling context-specific causal relationships from mixed data types.
method Introduces CStrees with a novel factorization criterion and graphical characterization for context-specific conditional independence models.
result Derives a graphical characterization of model equivalence for observational CStrees and extends it to CStree models under context-specific interventions.

New algorithm reduces interventional strategy complexity for causal graph discovery.

problem Designing efficient interventional strategies for causal graph discovery.
method Developed an r-adaptive algorithm for causal graph discovery that minimizes the number of interventions.
result Achieved an approximation of O(min{r, log n} * n^{1/min{r, log n}}) for the verification number.

PLIs improve classifier performance by fine-tuning latent representations.

problem Difficult interpretation of high-dimensional latent representations in neural networks.
method Back-propagation of manual changes to low-dimensional embeddings using t-distributed stochastic neighbourhood embeddings.
result Manual separation of class clusters in latent space enhances classifier performance.

We establish causal semantics for SDEs and develop methods to reason about them.

problem Understanding causal relationships in systems modeled by stochastic differential equations.
method We introduce a causal graph framework, Markov properties, and do-calculus for SDEs.
result We prove the σσ-separation Markov property and do-calculus for causal SDEs.