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cs.LG2026
Malliavin Calculus for Counterfactual Gradient Estimation in Adaptive Inverse Reinforcement Learning
Vikram Krishnamurthy, Luke Snow
Inverse reinforcement learning (IRL) recovers the loss function of a forward learner from its observed responses. Adaptive IRL aims to reconstruct the loss function of a forward le…
cs.CE2026
Efficient Counterfactual Estimation of Conditional Greeks via Malliavin-based Weak Derivatives
Vikram Krishnamurthy, Luke Snow
We study counterfactual gradient estimation of conditional loss functionals of diffusion processes. In quantitative finance, these gradients are known as conditional Greeks: the se…
physics.soc-ph2026
Emergence of Structural Disparities in the Web of Scientific Citations
Buddhika Nettasinghe, Nazanin Alipourfard, Vikram Krishnamurthy +1
Scientific attention is unevenly distributed, creating inequities in recognition and distorting access to opportunities. Using citations as a proxy, we quantify disparities in atte…