Cover Image

Assimilative Causal Inference

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Andreou, Marios, Chen, Nan, Bollt, Erik
Format:	Preprint
Published:	2025
Subjects:	Machine Learning Statistics Theory Data Analysis, Statistics and Probability Methodology 62F15, 62D20, 62M20, 93E11, 93E14, 60H10
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Bridging Prediction and Attribution: Identifying Forward and Backward Causal Influence Ranges Using Assimilative Causal Inference
by: Andreou, Marios, et al.
Published: (2025)

An Adaptive Online Smoother with Closed-Form Solutions and Information-Theoretic Lag Selection for Conditional Gaussian Nonlinear Systems
by: Andreou, Marios, et al.
Published: (2024)

A Martingale-Free Introduction to Conditional Gaussian Nonlinear Systems
by: Andreou, Marios, et al.
Published: (2024)

Minimax-robust interpolation problem for periodically correlated isotropic on a sphere random field
by: Golichenko, Iryna, et al.
Published: (2025)

An Approximate Bayesian Approach to Optimal Input Signal Design for System Identification
by: Bania, Piotr, et al.
Published: (2025)

A Continuous-Time Ensemble Kalman-Bucy Smoother for Causal Inference and Model Discovery
by: Jiang, Zhang, et al.
Published: (2026)

Filtering of Continuous Time Periodically Correlated Isotropic Random Fields
by: Golichenko, Iryna, et al.
Published: (2016)

Reinforcement Learning, Optimal Control, and Bayesian Filtering in Data Assimilation
by: Hammoud, Abed
Published: (2026)

Prediction problem for continuous time stochastic processes with periodically correlated increments observed with noise
by: Luz, Maksym, et al.
Published: (2023)

Filtering of stochastic processes having periodically correlated increments
by: Luz, Maksym, et al.
Published: (2024)

An optimal experimental design approach to sensor placement in continuous stochastic filtering
by: Pathiraja, Sahani, et al.
Published: (2025)

Extrapolation Problem for Continuous Time Periodically Correlated Isotropic Random Fields
by: Golichenko, Iryna, et al.
Published: (2025)

Filtering Problem for Functionals of Stationary Processes with Missing Observations
by: Moklyachuk, Mikhail, et al.
Published: (2016)

Minimax-robust estimation problems for stationary stochastic sequences
by: Moklyachuk, Mikhail
Published: (2024)

A Novel Multiple Imputation Approach For Parameter Estimation in Observation-Driven Time Series Models With Missing Data
by: Pumi, Guilherme, et al.
Published: (2026)

A Matsuoka-Based GARMA Model for Hydrological Forecasting: Theory, Estimation, and Applications
by: Pumi, Guilherme, et al.
Published: (2025)

Unit-Weibull Autoregressive Moving Average Models
by: Pumi, Guilherme, et al.
Published: (2022)

Confidence intervals for causal effects in sequential decision making
by: Vovk, Vladimir, et al.
Published: (2026)

Interpolation Problem for Multidimensional Stationary Processes with Missing Observations
by: Masyutka, Oleksandr, et al.
Published: (2025)

Extrapolation Problem for Multidimensional Stationary Sequences with Missing Observations
by: Masyutka, Oleksandr, et al.
Published: (2025)

Filtering Problem for Functionals of Stationary Sequences
by: Luz, Maksym, et al.
Published: (2024)

Filtering Problem for Functionals of Stationary Processes with Missing Observations
by: Moklyachuk, Mykhailo, et al.
Published: (2025)

Filtering of Multidimensional Stationary Sequences with Missing Observations
by: Masyutka, Oleksandr, et al.
Published: (2018)

Deficiency bounds for the multivariate inverse hypergeometric distribution
by: Ouimet, Frédéric
Published: (2023)

Minimax Estimation Problem for Periodically Correlated Stochastic Processes
by: Dubovets'ka, Iryna, et al.
Published: (2025)

A geometric ensemble method for Bayesian inference
by: Popov, Andrey A
Published: (2025)

Consistency of MLE in partially observed diffusion models on a torus
by: Ekren, Ibrahim, et al.
Published: (2024)

Stein's method for the matrix normal distribution
by: Gaunt, Robert E., et al.
Published: (2026)

Learning Optimal Filters Using Variational Inference
by: Bach, Eviatar, et al.
Published: (2024)

Asymptotics for non-degenerate multivariate $U$-statistics with estimated nuisance parameters under the null and local alternative hypotheses
by: Desgagné, Alain, et al.
Published: (2024)

A note on the equivalence between the conditional uncorrelation and the independence of random variables
by: Jaworski, Piotr, et al.
Published: (2022)

Omnibus goodness-of-fit tests for univariate continuous distributions based on trigonometric moments
by: Desgagné, Alain, et al.
Published: (2025)

Remarks on stationary GARCH processes under heavy tail distributions
by: Taberner-Ortiz, Marc, et al.
Published: (2026)

A Sequential Testing Problem with Signal Control
by: Campbell, Steven, et al.
Published: (2025)

Estimation of Long-Range Dependent Models with Missing Data: to Impute or not to Impute?
by: Pumi, Guilherme, et al.
Published: (2023)

On interpolation problem for multidimensional harmonizable stable sequences with noise observations
by: Moklyachuk, Mikhail
Published: (2025)

Random Modulation with Spherical Symmetry
by: Bagyan, Armine, et al.
Published: (2025)

W-transforms: Uniformity-preserving transformations and induced dependence structures
by: Hofert, Marius, et al.
Published: (2025)

On noncentral Wishart mixtures of noncentral Wisharts and their use for testing random effects in factorial design models
by: Genest, Christian, et al.
Published: (2025)

Learning to reflect: A unifying approach for data-driven stochastic control strategies
by: Christensen, Sören, et al.
Published: (2021)