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On the use of cross-fitting in causal machine learning with correlated units

相关观测单位下因果机器学习的交叉拟合

In causal machine learning, the fitting and evaluation of nuisance models are often performed on separate partitions, or folds, of the observed data. This technique, called cross-fitting, eliminates bias introduced by the use of black-box predictive algorithms. When study units may be correlated, such as in spatial, clustered, or time-series data, investigators often design bespoke forms of cross-fitting to minimize correlation between folds. We prove that, perhaps contrary…

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Evaluating causal indirect effects when mediators are left-censored by assay limit of quantification

中介变量受检测定量下限左删失时的因果间接效应评估

Causal mediation analysis is essential for disentangling the mechanisms by which investigational therapeutic and preventive agents impact clinical outcomes. However, the measurement of biological mediators is often subject to left-censoring by technical measurement limitations, most commonly an assay's limit of quantification. This form of censoring can pose severe challenges for both identification and estimation of causal mediation estimands, particularly when the…

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A Riesz Representer Perspective on Targeted Learning

从 Riesz 表示元视角理解目标学习

As research in causal inference has sought to address more complex scientific questions, the number of specialized estimands in the field has proliferated. Recognition that many of these estimands share a common linear form has generated interest in simplifying estimation procedures using Riesz representers. In this work, we construct a targeted minimum loss-based estimation procedure for nested linear functionals, leveraging Riesz representers of a general recursive form.…

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Identifying and Estimating Causal Direct Effects Under Unmeasured Confounding

未测量混杂下因果直接效应的识别与估计

Causal mediation analysis provides techniques for defining and estimating effects that may be endowed with mechanistic interpretations. With many scientific investigations seeking to address mechanistic questions, causal direct and indirect effects have garnered much attention. The natural direct and indirect effects, the most widely used among such causal mediation estimands, are limited in their practical utility due to stringent identification requirements. Accordingly,…

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The causal effects of modified treatment policies under network interference

网络干扰下修正处理政策的因果效应

Modified treatment policies are a widely applicable class of interventions useful for studying the causal effects of continuous exposures. Approaches to evaluating their causal effects assume no interference, meaning that such effects cannot be learned from data in settings where the exposure of one unit affects the outcomes of others, as is common in spatial or network data. We introduce a new class of intervention, induced modified treatment policies, which we show…

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Efficient Estimation of Causal Effects Under Two-Phase Sampling with Error-Prone Outcome and Treatment Measurements

两阶段抽样下结局与处理均有测量误差的高效因果效应估计

Measurement error is a common challenge for causal inference studies using electronic health record (EHR) data, where clinical outcomes and treatments are frequently mismeasured. Researchers often address measurement error by conducting manual chart reviews to validate measurements in a subset of the full EHR data -- a form of two-phase sampling. To improve efficiency, phase-two samples are often collected in a biased manner dependent on the patients' initial, error-prone…

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Causal survival analysis under competing risks using longitudinal modified treatment policies

利用纵向修正治疗策略开展竞争风险下的因果生存分析

Longitudinal modified treatment policies (LMTP) have been recently developed as a novel method to define and estimate causal parameters that depend on the natural value of treatment. LMTPs represent an important advancement in causal inference for longitudinal studies as they allow the non-parametric definition and estimation of the joint effect of multiple categorical, numerical, or continuous exposures measured at several time points. We extend the LMTP methodology to…

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Revisiting the propensity score's central role: Towards bridging balance and efficiency in the era of causal machine learning

重审倾向得分的核心作用:连接因果机器学习中的平衡与效率

About forty years ago, in a now--seminal contribution, Rosenbaum & Rubin (1983) introduced a critical characterization of the propensity score as a central quantity for drawing causal inferences in observational study settings. In the decades since, much progress has been made across several research fronts in causal inference, notably including the re-weighting and matching paradigms. Focusing on the former and specifically on its intersection with machine learning and…

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Efficient estimation of modified treatment policy effects based on the generalized propensity score

基于广义倾向得分的修正处理政策效应有效估计

Continuous treatments have posed a significant challenge for causal inference, both in the formulation and identification of scientifically meaningful effects and in their robust estimation. Traditionally, focus has been placed on techniques applicable to binary or categorical treatments with few levels, allowing for the application of propensity score-based methodology with relative ease. Efforts to accommodate continuous treatments introduced the generalized propensity…

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A framework for causal segmentation analysis with machine learning in large-scale digital experiments

大型数字实验中基于机器学习的因果分群分析框架

We present an end-to-end methodological framework for causal segment discovery that aims to uncover differential impacts of treatments across subgroups of users in large-scale digital experiments. Building on recent developments in causal inference and non/semi-parametric statistics, our approach unifies two objectives: (1) the discovery of user segments that stand to benefit from a candidate treatment based on subgroup-specific treatment effects, and (2) the evaluation of…

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Evaluating the Robustness of Targeted Maximum Likelihood Estimators via Realistic Simulations in Nutrition Intervention Trials

通过营养干预试验的现实模拟评估目标最大似然估计的稳健性

Several recently developed methods have the potential to harness machine learning in the pursuit of target quantities inspired by causal inference, including inverse weighting, doubly robust estimating equations and substitution estimators like targeted maximum likelihood estimation. There are even more recent augmentations of these procedures that can increase robustness, by adding a layer of cross-validation (cross-validated targeted maximum likelihood estimation and…

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