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20242026
most citedScale adaptive and robust intrinsic dimension estimation via optimal neighbourhood identification

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q-fin.CP2025

Non-parametric Causal Discovery for EU Allowances Returns Through the Information Imbalance

Cristiano Salvagnin, Vittorio del Tatto, Maria Elena De Giuli +2

We propose to use a recently introduced non-parametric tool named Differentiable Information Imbalance (DII) to identify variables that are causally related -- potentially through…