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This article investigates the causality structure of financial time series. We concentrate on three main approaches to measuring causality: linear Granger causality, kernel generalisations of Granger causality (based on ridge regression and…

Computational Finance · Quantitative Finance 2014-06-17 Anna Zaremba , Tomaso Aste

We study the problem of empirical coordination subject to a fidelity criterion for a general set-up. We prove a result which indicates a strong connection between our framework and the framework of empirical coordination developed in [1].…

Information Theory · Computer Science 2019-07-16 Michail Mylonakis , Photios A. Stavrou , Mikael Skoglund

Traditional statistical inference in cluster randomized trials typically invokes the asymptotic theory that requires the number of clusters to approach infinity. In this article, we propose an alternative conformal causal inference…

Methodology · Statistics 2024-10-03 Bingkai Wang , Fan Li , Mengxin Yu

We propose yet another solution to the initial condition problem of inflation associated with homogeneity beyond the horizon at the onset of inflation, in cases where inflation is preceded by a radiation era. One may argue that causality…

Cosmology and Nongalactic Astrophysics · Physics 2019-12-23 Suratna Das , Raghavan Rangarajan

Causal discovery, the task of inferring causal structure from data, has the potential to uncover mechanistic insights from biological experiments, especially those involving perturbations. However, causal discovery algorithms over larger…

Machine Learning · Computer Science 2025-04-01 Menghua Wu , Yujia Bao , Regina Barzilay , Tommi Jaakkola

Distributionally robust optimization tackles out-of-sample issues like overfitting and distribution shifts by adopting an adversarial approach over a range of possible data distributions, known as the ambiguity set. To balance conservatism…

Machine Learning · Computer Science 2025-10-02 Ahmad-Reza Ehyaei , Golnoosh Farnadi , Samira Samadi

In this paper we consider a general theory of k-inlation and find out, that it may be in strong coupling regime. We derive accurate conditions of classical description validity using unitarity bounds for this model. Next, we choose simple…

High Energy Physics - Theory · Physics 2024-10-04 Y. Ageeva , P. Petrov

Causal learning is a beneficial approach to analyze the cause and effect relationships among variables in a dataset. A causal graph can be generated from a dataset using a particular causal algorithm, for instance, the PC algorithm or Fast…

Machine Learning · Computer Science 2019-10-09 Teny Handhayani , James Cussens

The paper addresses the problem of finding the causal direction between two associated variables. The proposed solution is to build an autoencoder of their joint distribution and to maximize its estimation capacity relative to both the…

Machine Learning · Statistics 2022-12-09 Matthias Feiler

On the one hand, inflation is an extremely convincing scenario: it solves most cosmological paradoxes and generates fluctuations that became the seeds for the growth of structures. It, however, suffers from a "naturalness" problem:…

General Relativity and Quantum Cosmology · Physics 2011-08-04 Aurelien Barrau

The leading account of several salient observable features of our universe today is provided by the theory of cosmic inflation. But an important and thus far intractable question is whether inflation is generic, or whether it is finely…

History and Philosophy of Physics · Physics 2019-11-14 Feraz Azhar

We present a technique, {\em the uniform asymptotic approximation}, to construct accurate analytical solutions of the linear perturbations of inflation after quantum effects of the early universe are taken into account, for which the…

Cosmology and Nongalactic Astrophysics · Physics 2014-02-19 Tao Zhu , Anzhong Wang , Gerald Cleaver , Klaus Kirsten , Qin Sheng

Distribution testing can be described as follows: $q$ samples are being drawn from some unknown distribution $P$ over a known domain $[n]$. After the sampling process, a decision must be made about whether $P$ holds some property, or is far…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-12-04 Uri Meir

The concept of causal abstraction got recently popularised to demystify the opaque decision-making processes of machine learning models; in short, a neural network can be abstracted as a higher-level algorithm if there exists a function…

Machine Learning · Computer Science 2025-11-13 Denis Sutter , Julian Minder , Thomas Hofmann , Tiago Pimentel

Inferring causal relationships from observational data is rarely straightforward, but the problem is especially difficult in high dimensions. For these applications, causal discovery algorithms typically require parametric restrictions or…

Methodology · Statistics 2022-06-29 David S. Watson , Ricardo Silva

We investigate models in which inflation is driven by an ultraviolet safe and interacting scalar sector stemming from a new class of nonsupersymmetric gauge field theories. These new theories, differently from generic scalar models, are…

High Energy Physics - Phenomenology · Physics 2015-05-22 Niklas Grønlund Nielsen , Francesco Sannino , Ole Svendsen

Many questions in science center around the fundamental problem of understanding causal relationships. However, most constraint-based causal discovery algorithms, including the well-celebrated PC algorithm, often incur an exponential number…

Machine Learning · Computer Science 2024-06-05 Kirankumar Shiragur , Jiaqi Zhang , Caroline Uhler

Causality testing, the act of determining cause and effect from measurements, is widely used in physics, climatology, neuroscience, econometrics and other disciplines. As a result, a large number of causality testing methods based on…

Data Analysis, Statistics and Probability · Physics 2018-02-20 Aditi Kathpalia , Nithin Nagaraj

Causal discovery methods based on the PC algorithm are proven to be sound if all structural assumptions are fulfilled and all conditional independence tests are correct. This idealized setting is rarely given in real data. In this work, we…

Machine Learning · Statistics 2026-03-19 Sofia Faltenbacher , Jonas Wahl , Rebecca Herman , Jakob Runge

Learning the dependence structure among variables in complex systems is a central problem across medical, natural, and social sciences. These structures can be naturally represented by graphs, and the task of inferring such graphs from data…

Methodology · Statistics 2026-04-02 Lucas Kook , Søren Wengel Mogensen