每日简报

通过逆协方差矩阵的稀疏分解学习大型因果结构AI 解读

Learning causal structures from observational data is a fundamental problem facing important computational challenges when the number of variables is large. In the context of linear structural equation models (SEMs), this paper focuses on learning causal structures from the inverse covariance matrix. The proposed method, called ICID for Independence-preserving Decomposition from Inverse Covariance matrix, is based on continuous optimization of a matrix decomposition model…

相信你的梯度：面向因果发现的梯度式干预目标选择AI 解读

Inferring causal structure from data is a challenging task of fundamental importance in science. Observational data are often insufficient to identify a system's causal structure uniquely. While conducting interventions (i.e., experiments) can improve the identifiability, such samples are usually challenging and expensive to obtain. Hence, experimental design approaches for causal discovery aim to minimize the number of interventions by estimating the most informative…

异质因果效应估计中模型选择的实证分析AI 解读

We study the problem of model selection in causal inference, specifically for conditional average treatment effect (CATE) estimation. Unlike machine learning, there is no perfect analogue of cross-validation for model selection as we do not observe the counterfactual potential outcomes. Towards this, a variety of surrogate metrics have been proposed for CATE model selection that use only observed data. However, we do not have a good understanding regarding their…

平均处理效应的双重稳健贝叶斯推断AI 解读

We propose a double robust Bayesian inference procedure on the average treatment effect (ATE) under unconfoundedness. For our new Bayesian approach, we first adjust the prior distributions of the conditional mean functions, and then correct the posterior distribution of the resulting ATE. Both adjustments make use of pilot estimators motivated by the semiparametric influence function for ATE estimation. We prove asymptotic equivalence of our Bayesian procedure and efficient…

未知干预下高斯结构因果模型的刻画与贪心学习AI 解读

We consider the problem of recovering the causal structure underlying observations from different experimental conditions when the targets of the interventions in each experiment are unknown. We assume a linear structural causal model with additive Gaussian noise and consider interventions that perturb their targets while maintaining the causal relationships in the system. Different models may entail the same distributions, offering competing causal explanations for the…

配对簇随机试验中的推断AI 解读

This paper studies inference in cluster randomized trials where treatment status is determined according to a "matched pairs" design. Here, by a cluster randomized experiment, we mean one in which treatment is assigned at the level of the cluster; by a "matched pairs" design, we mean that a sample of clusters is paired according to baseline, cluster-level covariates and, within each pair, one cluster is selected at random for treatment. We study the large-sample behavior of…

动态面板门槛模型的自助推断AI 解读

This paper develops valid bootstrap inference methods for the dynamic short panel threshold regression. We show that the standard nonparametric bootstrap is inconsistent for the first-differenced generalized method of moments (GMM) estimator. The inconsistency arises from an $n^{1/4}$-consistent non-normal asymptotic distribution of the threshold estimator when the true parameter lies in the continuity region of the parameter space, which stems from the rank deficiency of…

自适应试验设计的点估计（二）：实践考量与指南AI 解读

In adaptive clinical trials, the conventional end-of-trial point estimate of a treatment effect is prone to bias, that is, a systematic tendency to deviate from its true value. As stated in recent FDA guidance on adaptive designs, it is desirable to report estimates of treatment effects that reduce or remove this bias. However, it may be unclear which of the available estimators are preferable, and their use remains rare in practice. This paper is the second in a two-part…

调整生存曲线混杂因素的不同方法比较AI 解读

Treatment specific survival curves are an important tool to illustrate the treatment effect in studies with time-to-event outcomes. In non-randomized studies, unadjusted estimates can lead to biased depictions due to confounding. Multiple methods to adjust survival curves for confounders exist. However, it is currently unclear which method is the most appropriate in which situation. Our goal is to compare forms of Inverse Probability of Treatment Weighting, the G-Formula,…

作为在线线性回归的合成控制AI 解读

This paper notes a simple connection between synthetic control and online learning. Specifically, we recognize synthetic control as an instance of Follow-The-Leader (FTL). Standard results in online convex optimization then imply that, even when outcomes are chosen by an adversary, synthetic control predictions of counterfactual outcomes for the treated unit perform almost as well as an oracle weighted average of control units' outcomes. Synthetic control on differenced data…

连续暴露测量有误时的因果暴露—反应函数估计：细颗粒物与全因死亡AI 解读

Numerous studies have examined the associations between long-term exposure to fine particulate matter (PM2.5) and adverse health outcomes. Recently, many of these studies have begun to employ high-resolution predicted PM2.5 concentrations, which are subject to measurement error. Previous approaches for exposure measurement error correction have either been applied in non-causal settings or have only considered a categorical exposure. Moreover, most procedures have failed to…

利用逆概率加权回归调整双重稳健估计局部平均处理效应AI 解读

We revisit the problem of estimating the local average treatment effect (LATE) and the local average treatment effect on the treated (LATT) when control variables are available, either to render the instrumental variable (IV) suitably exogenous or to improve precision. Unlike previous approaches, our doubly robust (DR) estimation procedures use quasi-likelihood methods weighted by the inverse of the IV propensity score - so-called inverse probability weighted regression…

噪声信息下网络级联源头的最快推断AI 解读

We study the problem of estimating the source of a network cascade given a time series of noisy information about the spread. Initially, there is a single vertex affected by the cascade (the source) and the cascade spreads in discrete time steps across the network. The cascade evolution is hidden, but one can observe a time series of noisy signals from each vertex. The time series of a vertex is assumed to be a sequence of i.i.d. samples from a pre-change distribution $Q_0$ b…

高阶最小二乘：评估线性因果模型的局部拟合优度AI 解读

We introduce a simple diagnostic test for assessing the overall or partial goodness of fit of a linear causal model with errors being independent of the covariates. In particular, we consider situations where hidden confounding is potentially present. We develop a method and discuss its capability to distinguish between covariates that are confounded with the response by latent variables and those that are not. Thus, we provide a test and methodology for partial goodness of…

稳定估计器下无需样本分割的去偏机器学习AI 解读

Estimation and inference on causal parameters is typically reduced to a generalized method of moments problem, which involves auxiliary functions that correspond to solutions to a regression or classification problem. Recent line of work on debiased machine learning shows how one can use generic machine learning estimators for these auxiliary problems, while maintaining asymptotic normality and root-$n$ consistency of the target parameter of interest, while only requiring…

干预有何伤害？处理导致负面影响的人群比例的锐界AI 解读

The fundamental problem of causal inference -- that we never observe counterfactuals -- prevents us from identifying how many might be negatively affected by a proposed intervention. If, in an A/B test, half of users click (or buy, or watch, or renew, etc.), whether exposed to the standard experience A or a new one B, hypothetically it could be because the change affects no one, because the change positively affects half the user population to go from no-click to click while…

非实验数据中的数百万随机处理能揭示什么因果信息？AI 解读

We propose a new method to estimate causal effects from nonexperimental data. Each pair of sample units is first associated with a stochastic 'treatment' - differences in factors between units - and an effect - a resultant outcome difference. It is then proposed that all such pairs can be combined to provide more accurate estimates of causal effects in observational data, provided a statistical model connecting combinatorial properties of treatments to the accuracy and…

因果聚合：基于约束的数据融合与联合干预效应推断AI 解读

In causal inference, it is common to estimate the causal effect of a single treatment variable on an outcome. However, practitioners may also be interested in the effect of simultaneous interventions on multiple covariates of a fixed target variable. We propose a novel method that allows to estimate the effect of joint interventions using data from different experiments in which only very few variables are manipulated. If there is only little randomized data or no randomized…

利用基线协变量分析罕见二元结局的小型整群随机试验AI 解读

Cluster-randomized trials (CRTs) involve randomizing entire groups of participants -- called clusters -- to treatment arms but are often comprised of a limited or fixed number of available clusters. While covariate adjustment can account for chance imbalances between treatment arms and increase statistical efficiency in individually-randomized trials, analytical methods for individual-level covariate adjustment in small CRTs have received little attention to date. In this…

社会互动下的统计处理规则AI 解读

In this paper we study treatment assignment rules in the presence of social interaction. We construct an analytical framework under the anonymous interaction assumption, where the decision problem becomes choosing a treatment fraction. We propose a multinomial empirical success (MES) rule that includes the empirical success rule of Manski (2004) as a special case. We investigate the non-asymptotic bounds of the expected utility based on the MES rule. Finally, we prove that…

存在网络干扰时注射吸毒人群 HIV 预防干预的因果效应估计AI 解读

Evaluating causal effects in the presence of interference is challenging in network-based studies of hard-to-reach populations. Like many such populations, people who inject drugs (PWID) are embedded in social networks and often exert influence on others in their network. In our setting, the study design is observational with a non-randomized network-based HIV prevention intervention. Information is available on each participant and their connections that confer possible HIV…

利用 Knockoff 干预估计隐藏混杂下的时间序列因果联系AI 解读

Latent variables often mask cause-effect relationships in observational data which provokes spurious links that may be misinterpreted as causal. This problem sparks great interest in the fields such as climate science and economics. We propose to estimate confounded causal links of time series using Sequential Causal Effect Variational Autoencoder (SCEVAE) while applying Knockoff interventions. Knockoff variables have the same distribution as the originals and preserve the…

死亡截断与未测混杂下的因果推断AI 解读

Clinical studies sometimes encounter truncation by death, rendering outcomes undefined. Statistical analysis based solely on observed survivors may give biased results because the characteristics of survivors differ between treatment groups. By principal stratification, the survivor average causal effect was proposed as a causal estimand defined in always-survivors. However, this estimand is not identifiable when there is unmeasured confounding between the treatment…

随机治疗成本约束下的个体化治疗规则AI 解读

Estimation and evaluation of individualized treatment rules have been studied extensively, but real-world treatment resource constraints have received limited attention in existing methods. We investigate a setting in which treatment is intervened upon based on covariates to optimize the mean counterfactual outcome under treatment cost constraints when the treatment cost is random. In a particularly interesting special case, an instrumental variable corresponding to…