Related papers: Spectral Rank, Feedback, Causality and the Indirec…
In this work we provide explicit conditions on the existence of optimal feedback controls for stochastic processes with regime-switching. We use the compactification method which needs less regularity conditions on the coefficients of the…
We study Granger causality in the context of wide-sense stationary time series, where our focus is on the topological aspects of the underlying causality graph. We establish sufficient conditions (in particular, we develop the notion of a…
Retrieval-Augmented Generation (RAG) depends on document ranking to provide useful evidence for generation, but conventional reranking methods mainly optimize query-document relevance rather than generation usefulness. A relevant document…
We describe a new method that is both physically explicable and quantitatively accurate in describing the multifractal characteristics of intermittent events based on groupings of rank-ordered fluctuations. The generic nature of such…
Recent developments enable the quantification of causal control given a structural causal model (SCM). This has been accomplished by introducing quantities which encode changes in the entropy of one variable when intervening on another.…
Rank-Ordered Multifractal Analysis (ROMA), a recently developed technique that combines the ideas of parametric rank ordering and one parameter scaling of monofractals, has the capabilities of deciphering the multifractal characteristics of…
The problem of frequent pattern mining has been studied quite extensively for various types of data, including sets, sequences, and graphs. Somewhat surprisingly, another important type of data, namely rank data, has received very little…
This paper considers sparse spiked covariance matrix models in the high-dimensional setting and studies the minimax estimation of the covariance matrix and the principal subspace as well as the minimax rank detection. The optimal rate of…
The Granger framework is useful for discovering causal relations in time-varying signals. However, most Granger causality (GC) methods are developed for densely sampled timeseries data. A substantially different setting, particularly common…
Any collection can be ranked. Sports and games are common examples of ranked systems: players and teams are constantly ranked using different methods. The statistical properties of rankings have been studied for almost a century in a…
Comprehensive evaluation of machine learning models is the key to make sure that they perform as robustly and consistently as desired. In order to summarize the experimental results and pick a winner, Critical Difference (CD) diagrams are…
Artificial intelligence models and methods commonly lack causal interpretability. Despite the advancements in interpretable machine learning (IML) methods, they frequently assign importance to features which lack causal influence on the…
Understanding causal relationships in time series is fundamental to many domains, including neuroscience, economics, and behavioral science. Granger causality is one of the well-known techniques for inferring causality in time series.…
Most of the metrics used for detecting a causal relationship among multiple time series ignore the effects of practical measurement impairments, such as finite sample effects, undersampling and measurement noise. It has been shown that…
We consider the problem of inferring the causal structure from observational data, especially when the structure is sparse. This type of problem is usually formulated as an inference of a directed acyclic graph (DAG) model. The linear…
Feedback is a most important concept in control systems, its main purpose is to deal with internal and/or external uncertainties in dynamical systems, by using the on-line observed information. Thus, a fundamental problem in control theory…
Models specified by low-rank matrices are ubiquitous in contemporary applications. In many of these problem domains, the row/column space structure of a low-rank matrix carries information about some underlying phenomenon, and it is of…
Identifying co-varying causal elements in very high dimensional feature space with internal structures, e.g., a space with as many as millions of linearly ordered features, as one typically encounters in problems such as whole genome…
This paper introduces a novel concept of impulse response decomposition to disentangle the dynamic contributions of the mediator variables in the transmission of structural shocks. We justify our decomposition by drawing on causal mediation…
Presentation bias is one of the key challenges when learning from implicit feedback in search engines, as it confounds the relevance signal with uninformative signals due to position in the ranking, saliency, and other presentation factors.…