Discovery and Inference of a Causal Network with Hidden Confounding
存在隐蔽混杂的因果网络发现与推断AI 解读 ↓
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存在隐蔽混杂的因果网络发现与推断AI 解读 ↓
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This article proposes a novel causal discovery and inference method called GrIVET for a Gaussian directed acyclic graph with unmeasured confounders. GrIVET consists of an order-based causal discovery method and a likelihood-based inferential procedure. For causal discovery, we generalize the existing peeling algorithm to estimate the ancestral relations and candidate instruments in the presence of hidden confounders. Based on this, we propose a new procedure for instrumental variable estimation of each direct effect by separating it from any mediation effects. For inference, we develop a new likelihood ratio test of multiple causal effects that is able to account for the unmeasured confounders. Theoretically, we prove that the proposed method has desirable guarantees, including robustness to invalid instruments and uncertain interventions, estimation consistency, low-order polynomial time complexity, and validity of asymptotic inference. Numerically, GrIVET performs well and compares favorably against state-of-the-art competitors. Furthermore, we demonstrate the utility and effectiveness of the proposed method through an application inferring regulatory pathways from Alzheimer's disease gene expression data.
基于大语言模型文本测量的再犯预测、同伴效应估计与预测辅助推断
We provide a new framework for estimating peer effects when outcomes are multivariate behavioral measures derived from written text using an LLM and the network formation is endogenous. We obtain LLM embeddings and zero shot classification of more than 200,000 written exchanges among residents of low-security correctional facilities. We find that LLM embeddings improve out-of-sample recidivism prediction by up to 30% over pre-entry covariates alone using LASSO and LoRA…
网络中的测量误差与同伴效应
In many practical applications, only noisy proxies for the true regressors are available, which is commonly believed to induce an attenuation bias. In the linear-in-means model, however, estimated peer effects might be inflated, potentially leading to false positives. This paper shows that the asymptotic bias depends on the interplay between individual characteristics and network links and demonstrates how the network structure can facilitate identification without the need…
溢出效应实验中的稳健信号最大化
We study the optimal design and analysis of experiments for estimating spillover effects. Assuming a known (e.g., linear) exposure mapping, we characterize the treatment-assignment distribution and regression-based estimator that minimize worst-case asymptotic variance against a broad class of distributions of unobservables. The design problem yields an intuitive solution in which the planner trades off spillover signal strength against diffusion of spillover variation. The…
利用网络结构的工具变量回归:因果节点发现与估计
Estimating causal effects from high-dimensional, structured exposures is a fundamental challenge in modern applications ranging from neuroscience and finance to environmental science. While the literature has addressed high-dimensional instrumental variable (IV) regression, and separately leveraged graph structure in penalized regression, the integration of both, especially for causal support recovery in the presence of latent confounding, remains unexplored. In this work,…
机器学习分布型工具变量估计中的模型风险
We study model risk in machine-learning estimation of the Distributional Instrumental Variable Local Average Treatment Effect (D-IV-LATE), the distributional IV effect for the subpopulation induced into treatment by the instrument. The contribution is not a new neural causal estimand. We implement a reduced-form orthogonal level-score DML estimator for the covariate-adjusted D-IV-LATE target and use it to ask how much the nuisance learner matters for distributional IV…
利用代理变量与工具变量处理 Perturb-seq 中的未观测混杂
Emerging single-cell technologies that combine CRISPR-based genetic perturbations with single-cell RNA sequencing, such as Perturb-seq, offer unprecedented opportunities to uncover cause-and-effect relationships among genes. Nonetheless, Perturb-seq experiments are subject to unobserved factors that, if not properly handled, can severely bias the inferred causal relationships between genes. These latent factors may arise not only from intrinsic molecular features of the…