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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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69137206274 · Jun 202019922001200920172026
48 results for unobserved unit types

Study causal effects on humans in mixed human-AI systems with unobserved unit types.

problem Estimating causal effects on humans in systems with unobserved unit types and interaction networks.
method Assumed human-AI prior, causal message passing (CMP) framework, subpopulation analysis.
result Consistently recover human-specific causal effects using subpopulations with varying expected human composition and treatment exposure.

The paper addresses misspecification in econometric models of discrete unobserved heterogeneity.

problem Misspecification in econometric models of discrete unobserved heterogeneity.
method Generalizing previous approaches to allow multiple latent variables, developing inference results for a k-means style estimator, and proposing information criteria for model selection.
result Over-fitting can be severe in k-means style estimators when the number of clusters is over-specified.

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.

Model trains passing events on a bridge using multilevel Gaussian process.

problem Represent aggregate train-passing events from a bridge monitoring system.
method Formulate a combined model with low-rank approximation hierarchical Gaussian process, incorporating domain expertise as constraints.
result Allow for simulation of previously unobserved train types.

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.

We consider causal inference in the presence of unobserved confounding. We study the case where a proxy is available for the unobserved confounding in the form of a network connecting the units. For example, the link structure of a social network carries information about its members. We show how to effectively use the…

2019-02-11abs ↗pdf ↗

A new method detects unknown classes and adapts to extra dimensions in high-dimensional classification.

problem Handling unknown classes and extra variables in high-dimensional classification.
method Dimension-Adaptive Mixture Discriminant Analysis (D-AMDA) using an EM algorithm for model estimation.
result The method can adapt to unknown classes and extra dimensions in high-dimensional data.

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.

CLOUD method detects causal relationships in various data types without latent variable assumptions.

problem Detecting causal relationships in the presence of unobserved common causes.
method CLOUD method using Normalized Maximum Likelihood (NML) Code for various data types (discrete, mixed, continuous).
result CLOUD method is more effective than existing methods in inferring causal relationships.

Optimal insurance contracts are designed to screen risk preferences and risk types under asymmetric information.

problem Designing optimal insurance contracts under asymmetric information and risk types.
method Constructing a menu of contracts that maximizes mean-variance utilities, subject to truth-telling constraints.
result Equilibrium contracts exhibit nonlinear pricing with decreasing risk loadings, inducing self-selection.

Estimates missing distributions using nearest neighbors with kernel methods.

problem Missing data and unobserved confounding in multivariate distributions.
method Distributional matrix completion framework with kernel nearest neighbors.
result Consistent recovery of underlying distributions with missing data.

Complete gradient Einstein-type Sasakian manifolds with α=0 are trivial or isometric to the unit sphere.

problem Characterizing complete gradient Einstein-type Sasakian manifolds with α=0.
method Unified framework of Einstein-type manifolds characterized by four constants α, β, μ, and ρ.
result Complete gradient Einstein-type Sasakian manifolds with α=0 are trivial or isometric to the unit sphere.

Study tackles causal structure learning in linear models with unobserved variables and measurement error.

problem Challenges of unobserved common causes and measurement error in causal structure learning.
method Introduces LV-SEM-ME model with four types of variables and characterizes identifiability under separability condition.
result Establishes form of identification robustness for target effect in broader LV-SEM-ME model.

NeuralCSA uses neural networks to analyze causal effects under unobserved confounding.

problem Challenges in causal inference from observational data due to unobserved confounding.
method Proposes a neural framework (NeuralCSA) for generalized causal sensitivity analysis.
result Demonstrates theoretical and empirical validity of NeuralCSA for causal inference.

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.

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.

Geodesics of the same type on curved surfaces are randomly distributed.

problem Distribution of geodesics of the same type on negatively curved surfaces.
method Asymptotic equidistribution with respect to a measure on the unit tangent bundle.
result Geodesics of the same type are asymptotically equidistributed with respect to a measure mS\mathfrak{m}^S.

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.

It is known that for each combinatorial type of convex 3-dimensional polyhedra, there is a representative with edges tangent to the unit sphere. This representative is unique up to projective transformations that fix the unit sphere. We show that there is a unique representative (up to congruence) with edges tangent to…

2004-01-02abs ↗pdf ↗

Two-dimensional domains with Kähler-Einstein Bergman metrics are biholomorphic to the unit ball.

problem Characterizing domains with Kähler-Einstein Bergman metrics.
method Asymptotics of derivatives of the Bergman kernel along critically tangent paths.
result Two-dimensional pseudoconvex domains with Kähler-Einstein Bergman metrics are biholomorphic to the unit ball.

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.

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.

Synthetic Combinations learns unit-specific causal outcomes for combinatorial interventions.

problem Estimating unit-specific causal outcomes for all combinations of pp interventions in a heterogeneous setting.
method Latent factor model with Fourier expansion sparsity, imposing structure across units and interventions.
result Synthetic Combinations provides consistent estimation with poly(r) * (N + s^2p) observations, outperforming previous methods.

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.

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.

Events in the world may be caused by other, unobserved events. We consider sequences of events in continuous time. Given a probability model of complete sequences, we propose particle smoothing---a form of sequential importance sampling---to impute the missing events in an incomplete sequence. We develop a trainable fa…

2019-05-14abs ↗pdf ↗