Causal Discovery with Stage Variables for Health Time Series
利用阶段变量发现健康时间序列中的因果关系AI 解读 ↓
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利用阶段变量发现健康时间序列中的因果关系AI 解读 ↓
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Using observational data to learn causal relationships is essential when randomized experiments are not possible, such as in healthcare. Discovering causal relationships in time-series health data is even more challenging when relationships change over the course of a disease, such as medications that are most effective early on or for individuals with severe disease. Stage variables such as weeks of pregnancy, disease stages, or biomarkers like HbA1c, can influence what causal relationships are true for a patient. However, causal inference within each stage is often not possible due to limited amounts of data, and combining all data risks incorrect or missed inferences. To address this, we propose Causal Discovery with Stage Variables (CDSV), which uses stage variables to reweight data from multiple time-series while accounting for different causal relationships in each stage. In simulated data, CDSV discovers more causes with fewer false discoveries compared to baselines, in eICU it has a lower FDR than baselines, and in MIMIC-III it discovers more clinically relevant causes of high blood pressure.
I study randomization inference for dynamic causal effects in panels with many units and few periods when treatment is endogenous and an instrument is as good as randomly assigned only through the innovations of a first-order autoregressive assignment mechanism with unknown persistence. The persistence is a nuisance parameter in two senses: it determines which weighted average of heterogeneous causal effects the instrumented local projection estimand measures, and it governs…
离散时间滞后鞅差阵列的稳定中心极限定理及动态因果应用
Recent work in dynamic causal inference introduced a class of discrete-time stochastic processes that generalize martingale difference sequences and arrays as follows: the random variates in each sequence have expectation zero given certain lagged filtrations but not given the natural filtration. We formalize this class of stochastic processes and prove stable central limit theorems (CLTs) via martingale-coboundary decomposition, leveraging the classical martingale CLT. We…
ARMA-Design:部分可观测实验中 A/B 测试的最优处理分配
Online experiments are frequently employed in technological companies to evaluate the performance of a newly developed policy, product, or treatment relative to a baseline control. In many applications, the experimental units receive a sequence of treatments over time. To handle these time-dependent settings, existing A/B testing solutions typically assume a fully observable experimental environment that satisfies the Markov condition. However, this assumption often does not…
线性模型中的最优检验及其因果推断含义
Despite its widespread use in practice, multiple regression suffers from two important limitations due to ignoring the structure between predictors. First, reported coefficients are, in fact, direct effects in a causal context. These are often less meaningful than total effects when accounting for a factor's contribution, however, estimating the latter typically requires a causal diagram to be specified among predictors. The second limitation is multicollinearity, which…
观察性时间序列动态因果效应的半参数推断
In observational time series, statistical inference for dynamic causal effects of a one-time intervention across horizons is complicated by high-dimensional observed pre-treatment information, unmeasured confounding, and serial dependence. To address these challenges, we develop a semiparametric framework for inference from a single serially dependent time series, integrating debiased machine learning with instrumental variables through buffered block cross-fitting. Under…
伪增量检验:利用自然发生的干预衡量广告增量效应
We develop a method for measuring the incremental effect of advertising when randomized exper- iments are unavailable. Firms generate abrupt interventions in their own marketing as a byproduct of operations: budgets are cut, channels launch, programs pause. We propose a two-stage proce- dure that treats these events as quasi-experiments. The first stage discovers and dates interventions by exact Bayesian run-length inference on marketing activity series. The second stage…