相关论文: Towards Causal Market Simulators

Synthetic data generation becomes prevalent as a solution to privacy leakage and data shortage. Generative models are designed to generate a realistic synthetic dataset, which can precisely express the data distribution for the real…

We propose the Wasserstein Auto-Encoder (WAE)---a new algorithm for building a generative model of the data distribution. WAE minimizes a penalized form of the Wasserstein distance between the model distribution and the target distribution,…

We present a study for the generation of events from a physical process with deep generative models. The simulation of physical processes requires not only the production of physical events, but also to ensure these events occur with the…

Generating synthetic datasets that accurately reflect real-world observational data is critical for evaluating causal estimators, but it remains a challenging task. Existing generative methods offer a solution by producing synthetic…

As a representative of public transportation, the fundamental issue of managing bike-sharing systems is bike flow prediction. Recent methods overemphasize the spatio-temporal correlations in the data, ignoring the effects of contextual…

Diffusion probabilistic models (DPMs) have become the state-of-the-art in high-quality image generation. However, DPMs have an arbitrary noisy latent space with no interpretable or controllable semantics. Although there has been significant…

Estimating causal effects from observational data is challenging, especially in the presence of latent confounders. Much work has been done on addressing this challenge, but most of the existing research ignores the bias introduced by the…

Neural network based data-driven market simulation unveils a new and flexible way of modelling financial time series without imposing assumptions on the underlying stochastic dynamics. Though in this sense generative market simulation is…

This thesis develops methods for causal inference and causal representation learning (CRL) in high-dimensional, time-varying data. The first contribution introduces the Causal Dynamic Variational Autoencoder (CDVAE), a model for estimating…

Estimating an individual's counterfactual outcomes under interventions is a challenging task for traditional causal inference and supervised learning approaches when the outcome is high-dimensional (e.g. gene expressions, facial images) and…

Cardiac rehabilitation constitutes a structured clinical process involving multiple interdependent phases, individualized medical decisions, and the coordinated participation of diverse healthcare professionals. This sequential and adaptive…

In this paper, we present a novel approach to the generation of virtual scenarios of multivariate financial data of arbitrary length and composition of assets. With this approach, decades of realistic time-synchronized data can be simulated…

We introduce a novel framework to financial time series forecasting that leverages causality-inspired models to balance the trade-off between invariance to distributional changes and minimization of prediction errors. To the best of our…

Causal inference from observational data following the restricted structural causal model (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or nonlinearity.…

Although variational autoencoders (VAEs) represent a widely influential deep generative model, many aspects of the underlying energy function remain poorly understood. In particular, it is commonly believed that Gaussian encoder/decoder…

We address the problem of generating simulated, yet realistic, time-series data from a causal model with the same observational and interventional distributions as a given real dataset (probabilistic causal digital twin). While non-causal…

Time Series Generation (TSG) has emerged as a pivotal technique in synthesizing data that accurately mirrors real-world time series, becoming indispensable in numerous applications. Despite significant advancements in TSG, its efficacy…

While cloud-resolving models can explicitly simulate the details of small-scale storm formation and morphology, these details are often ignored by climate models for lack of computational resources. Here, we explore the potential of…

Recent language models can generate interesting and grammatically correct text in story generation but often lack plot development and long-term coherence. This paper experiments with a latent vector planning approach based on a TD-VAE…

Variational autoencoders (VAE) represent a popular, flexible form of deep generative model that can be stochastically fit to samples from a given random process using an information-theoretic variational bound on the true underlying…