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This paper develops an axiomatic framework for ranking metrics, a general class of functionals for evaluating and ordering financial or insurance positions. Unlike traditional risk-adjusted performance measures-such as the Sharpe ratio,…

Risk Management · Quantitative Finance 2026-04-21 Asmerilda Hitaj , Elisa Mastrogiacomo , Ilaria Peri , Marcelo Righi

A structural vector autoregressive (SVAR) process is a linear causal model for variables that evolve over a discrete set of time points and between which there may be lagged and instantaneous effects. The qualitative causal structure of an…

Statistics Theory · Mathematics 2024-08-19 Nicolas-Domenic Reiter , Jonas Wahl , Andreas Gerhardus , Jakob Runge

Position bias is a critical problem in information retrieval when dealing with implicit yet biased user feedback data. Unbiased ranking methods typically rely on causality models and debias the user feedback through inverse propensity…

Information Retrieval · Computer Science 2020-05-27 Jiarui Jin , Yuchen Fang , Weinan Zhang , Kan Ren , Guorui Zhou , Jian Xu , Yong Yu , Jun Wang , Xiaoqiang Zhu , Kun Gai

Preference-based data often appear complex and noisy but may conceal underlying homogeneous structures. This paper introduces a novel framework of ranking structure recognition for preference-based data. We first develop an approach to…

Machine Learning · Statistics 2025-11-11 Nan Lu , Jian Shi , Xin-Yu Tian

We explore and illustrate the concept of ranked sparsity, a phenomenon that often occurs naturally in modeling applications when an expected disparity exists in the quality of information between different feature sets. Its presence can…

Methodology · Statistics 2022-01-28 Ryan A. Peterson , Joseph E. Cavanaugh

The problem of reconstructing nonlinear and complex dynamical systems from measured data or time series is central to many scientific disciplines including physical, biological, computer, and social sciences, as well as engineering and…

Data Analysis, Statistics and Probability · Physics 2017-05-01 Wenxu Wang , Ying-Cheng Lai , Celso Grebogi

This paper introduces a new concept of stochastic dependence among many random variables which we call conditional neighborhood dependence (CND). Suppose that there are a set of random variables and a set of sigma algebras where both sets…

Statistics Theory · Mathematics 2018-06-06 Ji Hyung Lee , Kyungchul Song

Causality plays a central role in understanding interactions between variables in complex systems. These systems often exhibit state-dependent causal relationships, where both the strength and direction of causality vary with the value of…

Data Analysis, Statistics and Probability · Physics 2025-08-05 Álvaro Martínez-Sánchez , Adrián Lozano-Durán

In text classification tasks, models often rely on spurious correlations for predictions, incorrectly associating irrelevant features with the target labels. This issue limits the robustness and generalization of models, especially when…

Machine Learning · Computer Science 2025-02-04 Yuqing Zhou , Ziwei Zhu

We investigate the frequentist guarantees of the variational sparse Gaussian process regression model. In the theoretical analysis, we focus on the variational approach with spectral features as inducing variables. We derive guarantees and…

Statistics Theory · Mathematics 2023-09-29 Dennis Nieman , Botond Szabo , Harry van Zanten

Causal effect identification typically requires a fully specified causal graph, which can be difficult to obtain in practice. We provide a sufficient criterion for identifying causal effects from a candidate set of Markov equivalence…

Methodology · Statistics 2025-06-19 Kai Z. Teh , Kayvan Sadeghi , Terry Soo

We investigate a driven, one-dimensional system of colloidal particles in a periodically currogated narrow channel subject to a time-delayed feedback control. Our goal is to identify conditions under which the control induces oscillatory,…

Soft Condensed Matter · Physics 2015-06-11 Ken Lichtner , Andrey Pototsky , Sabine H. L. Klapp

Concepts of Granger causality (GC) and Granger autonomy (GA) are central to assess the dynamics of coupled physiologic processes. While causality measures have been already proposed and applied in time and frequency domains, measures…

Signal Processing · Electrical Eng. & Systems 2023-07-20 Laura Sparacino , Yuri Antonacci , Chiara Barà , Angela Valenti , Alberto Porta , Luca Faes

Causality in time series can be challenging to determine, especially in the presence of non-linear dependencies. Granger causality helps analyze potential relationships between variables, thereby offering a method to determine whether one…

Machine Learning · Computer Science 2025-10-13 Harsh Poonia , Felix Divo , Kristian Kersting , Devendra Singh Dhami

This paper develops a framework for identification, estimation, and inference on the causal mechanisms driving endogenous social network formation. Identification is challenging because of unobserved confounders and reverse causality;…

Econometrics · Economics 2026-04-21 Maximilian Kasy , Elizabeth Linos , Sanaz Mobasseri

Mathematical models are fundamental building blocks in the design of dynamical control systems. As control systems are becoming increasingly complex and networked, approaches for obtaining such models based on first principles reach their…

Machine Learning · Computer Science 2022-07-19 Dominik Baumann , Friedrich Solowjow , Karl H. Johansson , Sebastian Trimpe

Temporally evolving systems are typically modeled by dynamic equations. A key challenge in accurate modeling is understanding the causal relationships between subsystems, as well as identifying the presence and influence of unobserved…

Methodology · Statistics 2024-10-28 András Telcs , Marcell T. Kurbucz , Antal Jakovác

The purpose of this article is to introduce the original results which devoted with the nonlinear control system problems involves of nonlinear differential equations of fractional orders. Thus, this system is described with a mixed of…

Optimization and Control · Mathematics 2024-04-09 B. Hassoun , R. Al-Saphory , S. Hassan

Implicit feedback data, such as user clicks, is commonly used in learning-to-rank (LTR) systems because it is easy to collect and it often reflects user preferences. However, this data is prone to various biases, and training an LTR…

Information Retrieval · Computer Science 2026-01-30 Md Aminul Islam , Kathryn Vasilaky , Elena Zheleva

The stability properties of models of spontaneous mirror symmetry breaking in chemistry are characterized algebraically. The models considered here all derive either from the Frank model or from autocatalysis with limited…

Populations and Evolution · Quantitative Biology 2008-11-20 Josep M. Ribo , David Hochberg
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