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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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8162331 · Jun 202019922001200920172026
48 results for unconfoundedness violations

Paper extends causal inference methods beyond unconfoundedness and overlap assumptions.

problem Treatment effect identification in studies violating unconfoundedness and overlap.
method Statistical learning theory approach to identify ATE and ATT.
result General conditions for identifying ATE and ATT, including scenarios like Regression Discontinuity designs.

Proposes methods for learning optimal dynamic treatment regimes robust to unconfoundedness violations.

problem Estimating optimal dynamic treatment regimes using historical observational data when unconfoundedness is violated.
method Utilizes proximal causal inference framework to propose three nonparametric identification methods, a (K+1)-robust method, and establish a semiparametric efficiency bound.
result Establishes the (K+1)-robust method for learning optimal dynamic treatment regimes, validating its efficiency and multiple robustness through numerical experiments.

DONUT improves treatment effect estimation by enforcing orthogonality constraints.

problem Estimating treatment effects from observational data is challenging due to unobserved outcomes.
method DONUT uses a regularization framework that formalizes unconfoundedness as orthogonality, leading to deep orthogonal networks.
result DONUT outperforms state-of-the-art methods in estimating average treatment effects.

This work highlights problems with off-policy estimation in recommender systems due to unobserved confounders.

problem Evaluation of recommender systems under unobserved confounders.
method Policy-based estimators and characterisation of statistical bias due to confounding.
result Naive propensity estimation under confounding leads to severely biased metric estimates.

VTD uses deep embeddings to estimate treatment effects from longitudinal data without unconfoundedness assumption.

problem Challenges in estimating individualized treatment effects from longitudinal observational data due to confounding bias.
method Leverages deep variational embeddings and observed proxies to learn hidden confounders.
result Effective in estimating treatment effects when hidden confounding is the leading bias.

Algorithm detects unmeasured confounding in observational data.

problem Estimating treatment effects in observational studies with untestable conditions.
method Two-stage procedure that detects dependencies between causal mechanisms.
result Algorithm efficiently detects confounding on simulated and semi-synthetic data.

Meta-learners estimate CATE from multiple environments with partial identification.

problem Estimating CATE from observational data across multiple environments with violations of causal assumptions.
method Adapt IV literature for partial identification, propose model-agnostic meta-learners.
result Meta-learners effectively estimate CATE bounds across various experiments.

Proposes a method to estimate treatment effects using instruments.

problem Estimating treatment effects from observational data is challenging when unconfoundedness is violated.
method Leverages instruments to estimate bounds on conditional average treatment effect (CATE) through a mapping to a discrete representation space and a two-step procedure.
result Demonstrates theoretical validity and reduced estimation variance in finite-sample settings.

DEBIAS learns causal effects from psychiatric longitudinal data by optimizing outcome weights.

problem Causal inference challenges in psychiatric longitudinal data due to symptom heterogeneity and latent confounding.
method DEBIAS algorithm that optimizes outcome weights to maximize durable treatment effects and minimize confounding.
result DEBIAS consistently outperforms state-of-the-art methods in recovering causal effects for clinically interpretable composite outcomes.

SVM used for estimating treatment effects without confounding.

problem Estimating average treatment effects in the presence of confounding variables.
method Adapts SVM classifier as a kernel-based weighting procedure to balance covariates and estimate causal effects.
result SVM provides a continuous relaxation of the quadratic integer program for balancing covariates and maximizing effective sample size.

New methods for estimating causal effects with limited overlap, using Stable Probability Weighting.

problem Estimating causal effects with limited overlap in multivalued treatments.
method Stable Probability Weighting (SPW) and Finite-Sample Stable Probability Weighting (FPW) methods.
result SPW and FPW provide practical solutions for estimating and inferring causal effects with limited overlap.

Bayesian methods detect significant IIA violations in similarity choice data.

problem Detecting IIA violations in similarity choice data complicates classical models.
method Proposed two statistical methods: classical goodness-of-fit test and Bayesian PPC.
result Significant IIA violations confirmed in both datasets, driven by context effects.

The correspondence between Riemann-Finsler geometries and effective field theories with spin-independent Lorentz violation is explored. We obtain the general quadratic action for effective scalar field theories in any spacetime dimension with Lorentz-violating operators of arbitrary mass dimension. Classical relativist…

2018-09-14abs ↗pdf ↗

Proposes a new VAE model to estimate treatment effects from confounded data.

problem Estimating treatment effects in the presence of confounding variables.
method Intact-VAE, a variant of variational autoencoder (VAE), using a latent variable for confounders.
result Proves identification of treatment effects under unconfoundedness and shows state-of-the-art performance.

Detecting faults and SLA violations in a timely manner is critical for telecom providers, in order to avoid loss in business, revenue and reputation. At the same time predicting SLA violations for user services in telecom environments is difficult, due to time-varying user demands and infrastructure load conditions. In…

2015-09-04abs ↗pdf ↗

We present a new approach to assessing the robustness of neural networks based on estimating the proportion of inputs for which a property is violated. Specifically, we estimate the probability of the event that the property is violated under an input model. Our approach critically varies from the formal verification f…

2018-11-17abs ↗pdf ↗

CVTMLE improves statistical inference in settings of positivity or Donsker class violations.

problem Inference issues in causal inference due to data sparsity or near-positivity violations.
method Cross-validation of TMLE (CVTMLE) to improve performance in settings of positivity or Donsker class violations.
result CVTMLE vastly improves confidence interval coverage without affecting bias, especially in small sample sizes and near-positivity violations.

The study proves strong cosmic censorship violation for spherically symmetric dust clouds.

problem Violation of strong cosmic censorship for spherically symmetric dust clouds.
method Derived an ordinary differential equation for light rays and used it to prove strong cosmic censorship violation.
result Generic violation of strong cosmic censorship for spherically symmetric dust clouds.

New algorithm reduces sample complexity for safe reinforcement learning.

problem Safe reinforcement learning in constrained MDPs with performance and safety constraints.
method Model-based primal-dual algorithm balancing regret and bounded constraint violations.
result Proves near-optimal policies with bounded violations or zero violations in CMDPs.

This paper considers online convex optimization over a complicated constraint set, which typically consists of multiple functional constraints and a set constraint. The conventional online projection algorithm (Zinkevich, 2003) can be difficult to implement due to the potentially high computation complexity of the proj…

2016-04-08abs ↗pdf ↗

NucleusDiff models atomic nuclei interactions to prevent separation violations in drug design.

problem Maintaining minimum pairwise distance between atoms to avoid separation violations in drug design.
method Enforces distance constraint between atomic nuclei and manifolds in a diffusion model.
result Reduces separation violations by up to 100.00% and enhances binding affinity by up to 22.16%.

New algorithm reduces regret and constraint violation in online convex optimization with complex constraints.

problem Online convex optimization with multiple functional constraints and a simple constraint set.
method Instance-dependent bound using online primal-dual mirror-prox algorithm in general normed spaces.
result Achieves an O(√V*(T)) regret and O(1) constraint violation, improving over previous works.

Optimistic algorithm reduces regret and constraint violations in online convex optimization with adversarial constraints.

problem Online convex optimization with adversarial constraints.
method Improved algorithm using accurate predictions of loss and constraint functions.
result Improved bounds on regret and cumulative constraint violations.

Algorithm minimizes loss and constraint violations in online convex optimization with smooth penalties.

problem Minimizing loss and constraint violations in online convex optimization with smooth penalties.
method Projected gradient descent over a set around the current action.
result Both dynamic regret and constraint violation are bounded by the path-length.

CausalCompass evaluates TSCD robustness under violations of modeling assumptions.

problem Widespread adoption of TSCD is hindered by untestable causal assumptions and lack of robustness evaluation.
method CausalCompass is a flexible benchmark framework for assessing TSCD robustness under violations of modeling assumptions.
result No single method consistently attains optimal performance across all settings, but deep learning-based methods perform well.

Paper tackles constrained bandit problems with a new learning framework.

problem Optimizing a black-box reward function subject to a black-box constraint function over a continuous space.
method Rectified Pessimistic-Optimistic Learning (RPOL) framework, incorporating optimistic and pessimistic GP bandit learning.
result RPOL achieves sublinear regret and minimal cumulative constraint violation.

Causality violations are typically seen as unrealistic and undesirable features of a physical model. The following points out three reasons why causality violations, which Bonnor and Steadman identified even in solutions to the Einstein equation referring to ordinary laboratory situations, are not necessarily undesirab…

2006-09-15abs ↗pdf ↗

Measures policy-violating content prevalence with ML-assisted sampling and LLM labeling.

problem Accurate measurement of content violations that are often rare and costly to label.
method Design-based measurement system using ML-assisted probability sampling and LLM labeling.
result Produces unbiased prevalence estimates with confidence intervals and dashboard drilldowns.

This paper detects Markov violations in RL with noise, improving policy development.

problem Partial observability and sensor/actuator noise invalidate Markovian assumptions in RL.
method Combines PCMCI causal discovery with Markov Violation score (MVS).
result Even substantial noise doesn't always disrupt multi-step dependencies.

A new method tests Expected Shortfall by analyzing both duration and severity of VaR violations.

problem Lack of separate testing for frequency and severity in ES backtesting.
method Uses bivariate orthogonal polynomials to derive moment conditions for durations and severities.
result Proposes a Wald test for identifying mis-specified components in ES models.

Effective field theories with explicit Lorentz violation are intimately linked to Riemann-Finsler geometry. The quadratic single-fermion restriction of the Standard-Model Extension provides a rich source of pseudo-Riemann-Finsler spacetimes and Riemann-Finsler spaces. An example is presented that is constructed from a …

2011-04-28abs ↗pdf ↗

Quantum theory challenges traditional cause-effect relations, showing causal influences even without Bell inequality violations.

problem Challenging traditional concepts of cause-effect relations in quantum mechanics.
method Introducing a general framework to estimate causal influences without interventions or classical/quantum assumptions.
result Every pure bipartite entangled state violates classical bounds on causal influence, negating the idea that Bell inequalities are the only signature of incompatibility.

Certain momentum-dependent terms in the fermion sector of the Lorentz-violating Standard Model Extension (SME) yield solvable classical lagrangians of a type not mentioned in the literature. These cases yield new relatively simple examples of Finsler and pseudo-Finsler structures. One of the cases involves antisymmetri…

2012-01-18abs ↗pdf ↗

TMLE improves causal effect estimation in missing data scenarios with various positivity violations.

problem Estimating causal effects in studies with missing data and positivity violations.
method Targeted Maximum Likelihood Estimation (TMLE) with various missing data methods.
result Complete cases with TMLE incorporating an outcome-missingness model exhibit lower bias and greater robustness against positivity violations.

The physics of classical particles in a Lorentz-breaking spacetime has numerous features resembling the properties of Finsler geometry. In particular, the Lagrange function plays a role similar to that of a Finsler structure function. A summary is presented of recent results, including new calculable Finsler structures…

2013-08-15abs ↗pdf ↗

Differentiable causal discovery methods perform robustly under model violations.

problem Causal discovery algorithms struggle with real-world data due to unverifiable causal assumptions.
method Benchmarked differentiable causal discovery methods under eight model assumption violations.
result Differentiable causal discovery methods exhibit robust performance under Structural Hamming Distance and Structural Intervention Distance metrics.