Search Results for author: Kaiwen Hou

Found 5 papers, 3 papers with code

Geometry-Aware Normalizing Wasserstein Flows for Optimal Causal Inference

no code implementations30 Nov 2023 Kaiwen Hou

We leverage optimal transport and Wasserstein gradient flows to develop causal inference methodologies with minimal variance in finite-sample settings, outperforming traditional methods like TMLE and AIPW.

Causal Inference

Adaptive Bayesian Learning with Action and State-Dependent Signal Variance

no code implementations20 Nov 2023 Kaiwen Hou

This manuscript presents an advanced framework for Bayesian learning by incorporating action and state-dependent signal variances into decision-making models.

Decision Making

Inference for Model Misspecification in Interest Rate Term Structure using Functional Principal Component Analysis

1 code implementation21 Dec 2022 Kaiwen Hou

Level, slope, and curvature are three commonly-believed principal components in interest rate term structure and are thus widely used in modeling.

Crises Do Not Cause Lower Short-Term Growth

1 code implementation8 Nov 2022 Kaiwen Hou, David Hou, Yang Ouyang, Lulu Zhang, Aster Liu

It is commonly believed that financial crises "lead to" lower growth of a country during the two-year recession period, which can be reflected by their post-crisis GDP growth.

Spectral Regularization: an Inductive Bias for Sequence Modeling

1 code implementation4 Nov 2022 Kaiwen Hou, Guillaume Rabusseau

Various forms of regularization in learning tasks strive for different notions of simplicity.

Inductive Bias

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