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Surrogate-powered Causal Inference with Censored Outcomes

利用辅助事件信息进行删失结局的因果推断

Clinical trials with survival endpoints lose information when participants are censored before death is observed. We develop target-preserving estimators that use posttreatment disease history, such as recurrence or progression, to recover information lost to censoring for marginal survival and restricted mean survival effects. The difficulty is that the intermediate event is downstream of treatment: naive adjustment can change the causal estimand, and the useful information…

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Multi-environment Invariance Learning with Missing Data

结果缺失下的多环境不变性学习

Learning models that can handle distribution shifts is a key challenge in domain generalization. Invariance learning, an approach that focuses on identifying features invariant across environments, improves model generalization by capturing stable relationships, which may represent causal effects when the data distribution is encoded within a structural equation model (SEM) and satisfies modularity conditions. This has led to a growing body of work that builds on invariance…

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Dynamic covariate balancing: estimating treatment effects over time with potential local projections

动态协变量平衡:用潜在结果局部投影估计跨期处理效应

This paper studies the estimation and inference of treatment effects in panel data settings when treatments change dynamically over time. We propose a balancing method that allows for (i) treatments to be assigned dynamically over time based on high-dimensional covariates, past outcomes, and treatments; (ii) outcomes and time-varying covariates to depend on the trajectory of all past treatments; (iii) heterogeneity of treatment effects. Our approach recursively projects…

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Minimax Semiparametric Learning With Approximate Sparsity

近似稀疏下的极小极大半参数学习

Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of exact model sparsity, meaning that only a small number of parameters are precisely non-zero. This excludes models where linear formulations only approximate the underlying data distribution, such as nonparametric regression methods that use basis expansion such as splines, kernel methods or…

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The Decaying Missing-at-Random Framework: Model Doubly Robust Causal Inference with Partially Labeled Data

衰减随机缺失框架:部分标注数据中的模型双重稳健因果推断

In modern large-scale observational studies, data collection constraints often result in partially labeled datasets, posing challenges for reliable causal inference, especially due to potential labeling bias and relatively small size of the labeled data. This paper introduces a decaying missing-at-random (decaying MAR) framework and associated approaches for doubly robust causal inference on treatment effects in such semi-supervised (SS) settings. This simultaneously…

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Dynamic treatment effects: high-dimensional inference under model misspecification

动态处理效应:模型误设下的高维推断

Estimating dynamic treatment effects is crucial across various disciplines, providing insights into the time-dependent causal impact of interventions. However, this estimation poses challenges due to time-varying confounding, leading to potentially biased estimates. Furthermore, accurately specifying the growing number of treatment assignments and outcome models with multiple exposures appears increasingly challenging to accomplish. Double robustness, which permits model…

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Adaptive Split Balancing for Optimal Random Forest

实现最优收敛率的自适应分裂平衡随机森林

In this paper, we propose a new random forest algorithm that constructs the trees using a novel adaptive split-balancing method. Rather than relying on the widely-used random feature selection, we propose a permutation-based balanced splitting criterion. The adaptive split balancing forest (ASBF), achieves minimax optimality under the Lipschitz class. Its localized version, which fits local regressions at the leaf level, attains the minimax rate under the broad Hölder class $\mathcal{H}^{q,β}$…

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Causal inference through multi-stage learning and doubly robust deep neural networks

多阶段学习与双重稳健深度神经网络的因果推断

Deep neural networks (DNNs) have demonstrated remarkable empirical performance in large-scale supervised learning problems, particularly in scenarios where both the sample size $n$ and the dimension of covariates $p$ are large. This study delves into the application of DNNs across a wide spectrum of intricate causal inference tasks, where direct estimation falls short and necessitates multi-stage learning. Examples include estimating the conditional average treatment effect…

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Doubly Robust Estimation under Possibly Misspecified Marginal Structural Cox Model

可能误设的边际结构 Cox 模型下的双重稳健估计

In this paper we address the challenges posed by non-proportional hazards and informative censoring, offering a path toward more meaningful causal inference conclusions. We start from the marginal structural Cox model, which has been widely used for analyzing observational studies with survival outcomes, and typically relies on the inverse probability weighting method. The latter hinges upon a propensity score model for the treatment assignment, and a censoring model which…

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Double Robust Semi-Supervised Inference for the Mean: Selection Bias under MAR Labeling with Decaying Overlap

重叠衰减与随机缺失标注选择偏差下的双重稳健半监督均值推断

Semi-supervised (SS) inference has received much attention in recent years. Apart from a moderate-sized labeled data, L, the SS setting is characterized by an additional, much larger sized, unlabeled data, U. The setting of |U| >> |L|, makes SS inference unique and different from the standard missing data problems, owing to natural violation of the so-called "positivity" or "overlap" assumption. However, most of the SS literature implicitly assumes L and U to be equally…

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High-dimensional Inference for Dynamic Treatment Effects

高维动态处理效应的统计推断

Estimating dynamic treatment effects is a crucial endeavor in causal inference, particularly when confronted with high-dimensional confounders. Doubly robust (DR) approaches have emerged as promising tools for estimating treatment effects due to their flexibility. However, we showcase that the traditional DR approaches that only focus on the DR representation of the expected outcomes may fall short of delivering optimal results. In this paper, we propose a novel DR…

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Testability of high-dimensional linear models with non-sparse structures

非稀疏结构高维线性模型的可检验性

Understanding statistical inference under possibly non-sparse high-dimensional models has gained much interest recently. For a given component of the regression coefficient, we show that the difficulty of the problem depends on the sparsity of the corresponding row of the precision matrix of the covariates, not the sparsity of the regression coefficients. We develop new concepts of uniform and essentially uniform non-testability that allow the study of limitations of tests…

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Sparsity Double Robust Inference of Average Treatment Effects

平均处理效应的稀疏性双重稳健推断

Many popular methods for building confidence intervals on causal effects under high-dimensional confounding require strong "ultra-sparsity" assumptions that may be difficult to validate in practice. To alleviate this difficulty, we here study a new method for average treatment effect estimation that yields asymptotically exact confidence intervals assuming that either the conditional response surface or the conditional probability of treatment allows for an ultra-sparse…

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Regularization for Cox's proportional hazards model with NP-dimensionality

非多项式维度下 Cox 比例风险模型的正则化

High throughput genetic sequencing arrays with thousands of measurements per sample and a great amount of related censored clinical data have increased demanding need for better measurement specific model selection. In this paper we establish strong oracle properties of nonconcave penalized methods for nonpolynomial (NP) dimensional data with censoring in the framework of Cox's proportional hazards model. A class of folded-concave penalties are employed and both LASSO and…

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Penalized Composite Quasi-Likelihood for Ultrahigh-Dimensional Variable Selection

用于超高维变量选择的惩罚复合准似然

In high-dimensional model selection problems, penalized simple least-square approaches have been extensively used. This paper addresses the question of both robustness and efficiency of penalized model selection methods, and proposes a data-driven weighted linear combination of convex loss functions, together with weighted $L_1$-penalty. It is completely data-adaptive and does not require prior knowledge of the error distribution. The weighted $L_1$-penalty is used both to…

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