Tag: iv
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An Information-Theoretic Framework for Credit Risk Modeling: Unifying Industry Practice with Statistical Theory for Fair and Interpretable Scorecards
An Information-Theoretic Framework for Credit Risk Modeling: Unifying Industry Practice with Statistical Theory for Fair and Interpretable Scorecards arXiv:2509.09855v1 Announce Type: new Abstract: Credit risk modeling relies extensively on Weight of Evidence (WoE) and Information Value (IV) for feature engineering, and Population Stability Index (PSI) for drift monitoring, yet their theoretical foundations remain disconnected. We…
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Flow IV: Counterfactual Inference In Nonseparable Outcome Models Using Instrumental Variables
Flow IV: Counterfactual Inference In Nonseparable Outcome Models Using Instrumental Variables arXiv:2508.01321v1 Announce Type: new Abstract: To reach human level intelligence, learning algorithms need to incorporate causal reasoning. But identifying causality, and particularly counterfactual reasoning, remains an elusive task. In this paper, we make progress on this task by utilizing instrumental variables (IVs). IVs are…
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Disentangled Representation Learning for Causal Inference with Instruments
Disentangled Representation Learning for Causal Inference with Instruments arXiv:2412.04641v1 Announce Type: cross Abstract: Latent confounders are a fundamental challenge for inferring causal effects from observational data. The instrumental variable (IV) approach is a practical way to address this challenge. Existing IV based estimators need a known IV or other strong assumptions, such as the existence…