每日简报

VLUCI：用于反事实推断的未观测混杂因素变分学习AI 解读

Causal inference plays a vital role in diverse domains like epidemiology, healthcare, and economics. De-confounding and counterfactual prediction in observational data has emerged as a prominent concern in causal inference research. While existing models tackle observed confounders, the presence of unobserved confounders remains a significant challenge, distorting causal inference and impacting counterfactual outcome accuracy. To address this, we propose a novel variational…

统计因果性的潜在结果与决策理论基础AI 解读

In a recent paper published in the Journal of Causal Inference, Philip Dawid has described a graphical causal model based on decision diagrams. This article describes how single-world intervention graphs (SWIGs) relate to these diagrams. In this way, a correspondence is established between Dawid's approach and those based on potential outcomes such as Robins' Finest Fully Randomized Causally Interpreted Structured Tree Graphs. In more detail, a reformulation of Dawid's…

利用袋外后分层高效估计处理效应AI 解读

Post-stratification is often used to estimate treatment effects with higher efficiency. However, the majority of existing post-stratification frameworks depend on prior knowledge of the distributions of covariates and assume that the units are classified into post-strata without error. We propose a novel method to determine a proper stratification rule by mapping the covariates into a post-stratification factor (PSF) using predictive regression models. Inspired by the…

适用于任意结果变量的多处理异质效应子样本最小二乘估计AI 解读

For multiple treatments D=0,1,...,J, covariates X and outcome Y, the ordinary least squares estimator (OLS) of Y on (D1,...,DJ,X) is widely applied to a constant-effect linear model, where Dj is the dummy variable for D=j. However, the treatment effects are almost always X-heterogeneous in reality, or Y is noncontinuous, to invalidate such a linear model. The blind hope of practitioners is that the OLS "somehow" estimates a sensible average of the unknown X-heterogeneous…

二元结果处理选择中的带宽选择AI 解读

This study considers the treatment choice problem when outcome variables are binary. We focus on statistical treatment rules that plug in fitted values based on nonparametric kernel regression and show that optimizing two parameters enables the calculation of the maximum regret. Using this result, we propose a novel bandwidth selection method based on the minimax regret criterion. Finally, we perform a numerical analysis to compare the optimal bandwidth choices for the…

糖尿病试验中假设性目标量的因果推断与缺失数据估计AI 解读

The recently published ICH E9 addendum on estimands in clinical trials provides a framework for precisely defining the treatment effect that is to be estimated, but says little about estimation methods. Here we report analyses of a clinical trial in type 2 diabetes, targeting the effects of randomised treatment, handling rescue treatment and discontinuation of randomised treatment using the so-called hypothetical strategy. We show how this can be estimated using mixed models…

中介与结果非随机缺失时的中介分析AI 解读

Mediation analysis is widely used for investigating direct and indirect causal pathways through which an effect arises. However, many mediation analysis studies are challenged by missingness in the mediator and outcome. In general, when the mediator and outcome are missing not at random, the direct and indirect effects are not identifiable without further assumptions. In this work, we study the identifiability of the direct and indirect effects under some interpretable…

利用深度生存剂量反应函数推荐连续治疗AI 解读

We propose a general formulation for continuous treatment recommendation problems in settings with clinical survival data, which we call the Deep Survival Dose Response Function (DeepSDRF). That is, we consider the problem of learning the conditional average dose response (CADR) function solely from historical data in which observed factors (confounders) affect both observed treatment and time-to-event outcomes. The estimated treatment effect from DeepSDRF enables us to…

协变量漂移下基于加权共形p值的无模型选择性推断AI 解读

This paper introduces novel weighted conformal p-values and methods for model-free selective inference. The problem is as follows: given test units with covariates $X$ and missing responses $Y$, how do we select units for which the responses $Y$ are larger than user-specified values while controlling the proportion of false positives? Can we achieve this without any modeling assumptions on the data and without any restriction on the model for predicting the responses? Last,…

GNAR-edge：时变边权网络的自回归模型AI 解读

In economic and financial applications, there is often the need for analysing multivariate time series, comprising of time series for a range of quantities. In some applications such complex systems can be associated with some underlying network describing pairwise relationships among the quantities. Accounting for the underlying network structure for the analysis of this type of multivariate time series is required for assessing estimation error and can be particularly…

从自激与互激时间序列中发现因果图AI 解读

We present a generalized linear structural causal model, coupled with a novel data-adaptive linear regularization, to recover causal directed acyclic graphs (DAGs) from time series. By leveraging a recently developed stochastic monotone Variational Inequality (VI) formulation, we cast the causal discovery problem as a general convex optimization. Furthermore, we develop a non-asymptotic recovery guarantee and quantifiable uncertainty by solving a linear program to establish…

可微希尔伯特空间值参数的一步估计AI 解读

We present estimators for smooth Hilbert-valued parameters, where smoothness is characterized by a pathwise differentiability condition. When the parameter space is a reproducing kernel Hilbert space, we provide a means to obtain efficient, root-n rate estimators and corresponding confidence sets. These estimators correspond to generalizations of cross-fitted one-step estimators based on Hilbert-valued efficient influence functions. We give theoretical guarantees even when…

算法决策中的动态选择AI 解读

This paper identifies and addresses dynamic selection problems in online learning algorithms with endogenous data. In a contextual multi-armed bandit model, a novel bias (self-fulfilling bias) arises because the endogeneity of the data influences the choices of decisions, affecting the distribution of future data to be collected and analyzed. We propose an instrumental-variable-based algorithm to correct for the bias. It obtains true parameter values and attains low…

连续暴露测量误差下回归校准的因果协变量选择AI 解读

Regression calibration as developed by Rosner, Spiegelman and Willet is used to correct the bias in effect estimates due to measurement error in continuous exposures. The method involves two models: a measurement error model (MEM) relating the mismeasured exposure to the true exposure and an outcome model relating the mismeasured exposure to outcome. However, no comprehensive guidance exists for determining which covariates should be included in each model. In this paper, we…

以深度学习时间序列因果推断量化北极放大的成因AI 解读

The warming of the Arctic, also known as Arctic amplification, is led by several atmospheric and oceanic drivers. However, the details of its underlying thermodynamic causes are still unknown. Inferring the causal effects of atmospheric processes on sea ice melt using fixed treatment effect strategies leads to unrealistic counterfactual estimations. Such models are also prone to bias due to time-varying confoundedness. Further, the complex non-linearity in Earth science data…