Targeted Deep Survival Contrasts: Valid Inference for Treatment-Specific Survival Benefit with Neural Networks
靶向深度生存对比:神经网络下处理特定生存收益的有效推断AI 解读 ↓
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靶向深度生存对比:神经网络下处理特定生存收益的有效推断AI 解读 ↓
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Neural survival models are increasingly asked to support counterfactual claims---how much a treatment would change survival in a population---rather than only prognostic risk scores. Answering such questions from observational data requires valid inference for treatment-specific survival contrasts under confounding and covariate-dependent censoring, targets for which standard deep survival estimators are biased and provide no honest uncertainty. We propose Targeted Deep Survival Contrasts (TDSC), which extends Targeted Deep Architectures (TDA)---targeted maximum likelihood estimation embedded in a network's weight space---to the full vector of treatment-specific survival curves over a time grid, and hence to the benefit curve and the restricted mean survival time (RMST) difference. A single universal targeting path, one ridge projection of the stacked efficient influence functions onto closed-form last-layer gradients per iteration, simultaneously solves the projected estimating equations for all coordinates; a one-step residual top-up converts the plug-in into a doubly robust estimator of the unrestricted target; and a multiplier bootstrap yields simultaneous confidence bands for the benefit curve. We prove joint asymptotic linearity, band validity, and double robustness of the top-up for a cross-fitted variant requiring no Donsker conditions. Across seven Monte Carlo banks with confounded treatment, sign-varying effect heterogeneity, and dependent censoring, the TDSC plug-in attains nominal pointwise and simultaneous coverage with 35% lower MSE than a per-timepoint one-step (AIPCW) built from the same nuisance fits. Under a badly wrong outcome model the plug-in tracks its working parameter and its intervals fail (44% coverage), while the top-up restores nominal inference for the unrestricted causal target (94-95%)---and in-sample diagnostics separate the two regimes.
竞争风险生存结局的亚组平均处理效应双重稳健目标估计
In recent years, precision treatment strategies have gained significant attention in medical research, particularly for patient care. We propose a novel framework for estimating subgroup average treatment effects (ATE) in time-to-event data with competing risks, using ICU patients with sepsis as an illustrative example. Our approach, based on cumulative incidence functions and targeted maximum likelihood estimation (TMLE), achieves both asymptotic efficiency and double…
通向同一答案的三条路径:协调 AIPW、TMLE 与双重机器学习
Augmented inverse-probability weighting (AIPW), targeted maximum likelihood estimation (TMLE), and double/debiased machine learning (DML) are three routes to the same efficient influence function for the average treatment effect --- settled theory we treat as background. This tutorial's contribution is its worked, shared-nuisance reconciliation on real data: what a practitioner must actually match for the routes, and the software packages, to agree. Working the effect of…
结合双重负向控制与图神经网络的双重差分:处理未观测网络混杂
Estimating causal effects from observational network data faces dual challenges of network interference and unmeasured confounding. To address this, we propose a general Difference-in-Differences framework that integrates double negative controls (DNC) and graph neural networks (GNNs). Based on the modified parallel trends assumption and DNC, semiparametric identification of direct and indirect causal effects is established. We then propose doubly robust estimators.…
构造目标最小损失/最大似然估计量:建立直觉的简单示例
Use of machine learning to estimate nuisance functions (e.g. outcomes models, propensity score models) in estimators used in causal inference is increasingly common, as it can mitigate bias due to model misspecification. However, it can be challenging to achieve valid inference (e.g., estimate valid confidence intervals). The efficient influence function (EIF) provides a recipe to go from a statistical estimand relevant to our causal question, to an estimator that can…
结果条件平均结构导数的识别与自动去偏机器学习
This study proposes a new class of heterogeneous causal quantities, referred to as outcome-conditioned average structural derivatives (OASDs), in a general nonseparable model. An OASD is the average partial effect of a marginal change in a continuous treatment on individuals located on different parts of an outcome distribution, irrespective of individuals’ characteristics. We show that OASDs extend the unconditional quantile partial effects (UQPE) proposed by Firpo, Fortin,…
马丁努森对《因果模型的参数化与模拟》的讨论
I congratulate the authors on an interesting and useful contribution to the literature on causal inference. The authors propose a nice way of generating data so that a given causal structure of interest is preserved. This is a handy tool to have when for instance one needs to generate data to investigate small sample performance of a new inference procedure. I find it less attractive to use the suggested procedure for estimation purposes as is also alluded to in the paper…