Characteristic Function

The characteristic function (CF), the Fourier transform of a probability distribution, offers a powerful alternative to directly modeling probability density functions, particularly for complex or high-dimensional data. Current research focuses on leveraging CFs in various applications, including generative modeling (using CF networks and graph optimizers for improved sample generation), causal inference (estimating interventional distributions in hybrid domains via characteristic interventional sum-product networks), and explainable AI (improving the accuracy and reliability of SHAP scores by refining the underlying CFs). This renewed interest in CFs is driven by their ability to handle diverse data types and circumvent limitations of traditional methods, leading to advancements in areas like time-series generation, stochastic system identification, and probabilistic neural network verification.

Papers