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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.

168,657 papers · 148 categories

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3774111148 · Jun 202019922001200920172026
48 results for unobserved context

Paper tackles transfer RL under unobserved context, developing methods to reduce bias.

problem Transfer RL with unobserved contextual information leading to biased models.
method Develops causal bounds on transition and reward functions using demonstrator's data.
result Proposes Q learning and UCB-Q learning algorithms that converge to true value function without bias.

Study finds users mostly use recent market and decision information to guess market direction.

problem Limited ability to model and predict human decision-making in stock markets.
method Used networks inference with stochastic block models (SBM) to find most predictive model of unobserved decisions.
result Users mostly use recent information to guess market direction, and their decision-making strategies are analogous to behaviors in other contexts.

Framework tests CATE homogeneity across trials and evaluates confounding.

problem Assessing treatment effect consistency across randomized and observational studies.
method Leverages multiple randomized trials to test CATE homogeneity and compares with observational data.
result Identifies potential confounding and effect heterogeneity in treatment effects.

Greedy policies perform poorly in imperfectly observed contextual bandits.

problem Performance of Greedy policies in bandits with partially observed contexts.
method Analysis of Greedy reinforcement learning policies under imperfectly observed contextual bandits.
result Worst-case regret grows poly-logarithmically with the time horizon and the failure probability.

Estimates long-term effects from short-term experiments and observational data with unobserved confounders.

problem Estimating long-term causal effects from short-term experiments and long-term observational data with unobserved confounding.
method Combining regression residuals with short-term experimental outcomes to create an instrumental variable for estimating long-term causal effects.
result The estimator is unbiased and its variance is analytically studied.

A federated learning algorithm tackles unknown contexts in multi-arm bandits.

problem Learning optimal actions in federated multi-arm bandits with unobserved contexts.
method Elimination-based algorithm for linearly parametrized reward functions.
result Proved regret bound for linearly parametrized reward functions.

We consider a reinforcement learning (RL) setting in which the agent interacts with a sequence of episodic MDPs. At the start of each episode the agent has access to some side-information or context that determines the dynamics of the MDP for that episode. Our setting is motivated by applications in healthcare where ba…

2017-11-15abs ↗pdf ↗

KRCD detects unobserved confounders in nonlinear observational data.

problem Detecting unobserved confounders in nonlinear observational studies.
method Kernel Regression Confounder Detection (KRCD) using reproducing kernel Hilbert spaces.
result KRCD outperforms existing methods and achieves superior computational efficiency.

Valid causal inference with unobserved confounding in high-dimensional settings.

problem Estimating causal effects with unobserved confounders in high-dimensional data.
method Proposes methods to estimate causal effects with valid confidence intervals in the presence of unobserved confounders and high-dimensional nuisance models.
result Valid semiparametric inference can be obtained with unobserved confounding, and uncertainty intervals are proposed.

Framework improves CATE estimation by aligning active learning with causal objectives.

problem High cost of outcome measurements limits CATE estimation.
method Causal-EPIG framework, targeting unobservable causal quantities.
result Strategies outperform standard baselines, revealing context-dependent optimal approaches.

A new method uses randomized trials to estimate the strength of unobserved confounding.

problem Unobserved confounding compromises causal conclusions from non-randomized studies.
method Designs a statistical test to detect unobserved confounding strength and estimates a lower bound.
result Estimates an asymptotically valid lower bound on unobserved confounding strength.

The paper tackles extrapolation in generative models by enforcing independence of mechanisms.

problem How to make generative models extrapolate to new, unseen environments?
method Developed a theoretical framework for independence of mechanisms, demonstrated on toy examples and real-world data.
result Extrapolation capabilities of generative models can be improved by enforcing independence of mechanisms explicitly during training.

New method estimates treatment effects over time with unobserved confounders.

problem Estimating treatment effects from observational data with unobserved confounders.
method Sequential Deconfounder using Gaussian process latent variable model.
result Unbiased estimates of individualized treatment responses over time.

New method recovers predictions from unobservable source subpopulation in binary classification.

problem Challenging binary classification with unobservable subpopulation in source domain.
method Distribution matching method to estimate subpopulation proportions, rigorous derivation of prediction models.
result Our method outperforms naive benchmarks in synthetic and real-world datasets.

MDCN improves treatment effect estimation in multicenter observational studies.

problem Incongruities in multicenter observational studies due to center-specific protocols and treatment reactions.
method MDCN learns a new feature embedding to address selection bias and strengthen information sharing between similar centers.
result MDCN provides more accurate treatment insights for new, unobserved centers compared to existing methods.

New method estimates policy performance under unobserved confounding.

problem Estimating policy performance when decisions depend on unobserved variables.
method Developed worst-case bounds for robust OPE under unobserved confounding.
result Efficient procedure for computing worst-case bounds, proving statistical consistency.

CDVAE estimates treatment effects over time by accounting for unobserved variables.

problem Estimating treatment effects over time in the presence of unobserved confounders.
method Causal Dynamic Variational Autoencoder (CDVAE) that addresses unconfoundedness and unobserved heterogeneity.
result CDVAE outperforms existing methods in estimating Conditional Average Treatment Effects (CATEs).

Proposes ρρ-GNF for sensitivity analysis of unobserved confounding.

problem Sensitivity analysis of unobserved confounding in observational studies.
method Copulas and normalizing flows to estimate average causal effect (ACE) as a function of unobserved confounding strength.
result Develops ρcurveρ_{curve} to provide bounds for ACE and identify confounding strength required to nullify ACE.

Paper adapts DML for panel data, addressing unobserved heterogeneity.

problem Estimating causal effects with panel data and unobserved heterogeneity.
method Adapting double/debiased machine learning (DML) for panel data with predictive models based on correlated random effects.
result Predictive models based on correlated random effects within DML lead to accurate coefficient estimates.

New method removes hidden confounders for unbiased treatment effect estimation.

problem Bias in treatment effect estimation due to unobserved confounders.
method Proposes a new debiased estimation approach via SVD to handle heterogeneous confounding.
result Established rate of convergence for the estimator under different noise conditions.

The paper tackles robust domain generalization by accounting for unobserved confounders.

problem Learning robust, generalizable models from multiple datasets in the presence of unobserved confounders.
method Defines a new invariance property for causal solutions, connects it to distributionally robust optimization, and incorporates regularization to encourage partial equality of error derivatives.
result Demonstrates the empirical effectiveness of the approach on healthcare data from various modalities.

Improved method for unbiased causal discovery in presence of unobserved confounding.

problem Unbiased data synthesis for causal discovery algorithms in the presence of unobserved confounding.
method Explicit block-hierarchical ancestral sampling to address limitations of implicit parameterization.
result Our approach fully covers the space of causal models, including those generated by implicit parameterization.

EnSF uses image inpainting to handle partial observations in data assimilation.

problem Data assimilation challenges with partial observations.
method EnSF integrates image inpainting with diffusion models to predict unobserved states.
result EnSF successfully tracks SQG dynamics with partial observations.

New framework for estimating treatment effects in observational studies.

problem Estimating average treatment effects in the presence of unobserved confounders.
method Distributionally robust optimization, sensitivity models.
result Sharp bounds on average treatment effects under distributional assumptions.

New method identifies causal effects with categorical unobserved confounders.

problem Estimating causal effects in the presence of unobserved confounders.
method Mixture learning and tensor decomposition for consistent estimation.
result Causal effects are identifiable with categorical unobserved confounders under suitable conditions.

The paper shows how to audit fairness in decisions with hidden risk factors.

problem Estimating fairness in decisions influenced by hidden, unobservable risk factors.
method Derives unbiased estimates of risk using historical data and audits existing decision-making systems.
result One can compute meaningful bounds on treatment rates for high-risk individuals, even with hidden confounders.

Develops Austen plots for assessing bias from unobserved confounding in observational studies.

problem Bias in causal estimates due to unobserved confounding.
method Formalizes confounding strength, uses Austen plots to visualize and quantify bias.
result Allows domain experts to assess the plausibility of strong confounders.

Causal discovery predicts unobserved joint statistics from observed data.

problem Inferring properties of unobserved joint distributions from observed data.
method Infer causal models from observed data to predict statistical properties of unobserved sets.
result Sparse causal graphs can be more useful than dense ones in predicting unobserved joint distributions.

New bounds assess policy evaluation under unobserved confounders, showing model-based methods are more effective.

problem Policy evaluation under unobserved confounders in uncertain causal environments.
method Developed worst-case bounds for sensitivity to unobserved confounders, demonstrating model-based methods are more effective.
result Model-based approaches with robust MDPs provide sharper lower bounds for policy evaluation.

Proposes a method to assess unobserved confounding effects in causal inference.

problem Assessing unobserved confounding in causal inference studies.
method Copula-based normalizing flows with sensitivity parameter ρρ.
result Estimates average causal effect (ACE) as a function of unobserved confounding strength.

Satellite imagery helps adjust for unobserved confounders in observational studies.

problem Adjusting for confounding factors in observational studies with non-tabular data like satellite imagery.
method Formalizing conditions for causal effect identification, estimation, and sensitivity analysis.
result Demonstrated the use of satellite imagery as a proxy for unobserved confounders in anti-poverty aid programs.

Incorporating feature selection into a classification or regression method often carries a number of advantages. In this paper we formalize feature selection specifically from a discriminative perspective of improving classification/regression accuracy. The feature selection method is developed as an extension to the r…

2013-01-16abs ↗pdf ↗

This work restricts hidden cardinality in causal models to infer causal relations.

problem Causal relations between variables with a common unobserved cause cannot be directly inferred.
method Derive inequality constraints from d-separation in causal models with known cardinalities of unobserved variables.
result Inference of causal relations is possible with additional assumptions about cardinalities.

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.

Proposes a new model for predicting future motion of road actors in autonomous vehicles.

problem Forecasting the long-term future motion of road actors for safe autonomous driving.
method Recurrent graph-based attentional approach with interpretable geometric and social relationships.
result Can produce diverse predictions conditioned on hypothetical or 'what-if' scenarios.

New framework estimates demand responses across multiple contexts with limited price variation.

problem Estimating heterogeneous linear price-response functions across multiple contexts with limited price variation and confounding.
method Meta-learning framework that identifies conditional mean of task-specific causal demand parameters given a subset of task-specific observables.
result Improved recovery of demand responses relative to standard transfer-learning baselines.

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.