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Estimating Pathway Treatment Effects in the Presence of Intermediate Events with Multi-State Data

存在中间事件时利用多状态数据估计路径处理效应

During clinical trials evaluating a drug's effect on a survival endpoint, intermediate events often occur in addition to the primary event. The treatment can exert its effect on the primary endpoint along multiple pathways through intermediate events. Assumptions for identifying mediation effects, such as sequential ignorability in natural effects or the dismissible components condition in separable effects, fail because intermediate events act as treatment-induced…

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Enhancing Causal Reasoning in Large Language Models: A Causal Attribution Model for Precision Fine-Tuning

增强大语言模型的因果推理:用于精准微调的因果归因模型

This paper introduces a causal attribution model to enhance the interpretability of large language models (LLMs) and improve their causal reasoning abilities via precise fine-tuning. Despite LLMs' proficiency in diverse tasks, their reasoning processes often remain black box, and thus restrict targeted enhancement. We propose a novel causal attribution model that utilizes "do-operators" for constructing interventional scenarios, allowing us to quantify the contribution of…

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Efficiently Learning Synthetic Control Models for High-dimensional Disaggregated Data

高维细分数据中合成控制模型的高效学习

The Synthetic Control method (SC) has become a valuable tool for estimating causal effects. Originally designed for single-treated unit scenarios, it has recently found applications in high-dimensional disaggregated settings with multiple treated units. However, challenges in practical implementation and computational efficiency arise in such scenarios. To tackle these challenges, we propose a novel approach that integrates the Multivariate Square-root Lasso method into the…

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Zero-Inflated Bandits

零膨胀多臂老虎机

Many real-world bandit applications are characterized by sparse rewards, which can significantly hinder learning efficiency. Leveraging problem-specific structures for careful distribution modeling is recognized as essential for improving estimation efficiency in statistics. However, this approach remains under-explored in the context of bandits. To address this gap, we initiate the study of zero-inflated bandits, where the reward is modeled using a classic semi-parametric…

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Linear Contextual Bandits with Interference

存在干扰的线性情境老虎机

Interference, a key concept in causal inference, extends the reward modeling process by accounting for the impact of one unit's actions on the rewards of others. In contextual bandit (CB) settings, where multiple units are present in the same round, potential interference can significantly affect the estimation of expected rewards for different arms, thereby influencing the decision-making process. Although some prior work has explored multi-agent and adversarial bandits in…

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On Efficient Inference of Causal Effects with Multiple Mediators

多个中介变量下因果效应的有效推断

This paper provides robust estimators and efficient inference of causal effects involving multiple interacting mediators. Most existing works either impose a linear model assumption among the mediators or are restricted to handle conditionally independent mediators given the exposure. To overcome these limitations, we define causal and individual mediation effects in a general setting, and employ a semiparametric framework to develop quadruply robust estimators for these…

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On Learning Necessary and Sufficient Causal Graphs

必要且充分因果图的学习

The causal revolution has stimulated interest in understanding complex relationships in various fields. Most of the existing methods aim to discover causal relationships among all variables within a complex large-scale graph. However, in practice, only a small subset of variables in the graph are relevant to the outcomes of interest. Consequently, causal estimation with the full causal graph -- particularly given limited data -- could lead to numerous falsely discovered,…

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A Reinforcement Learning Framework for Dynamic Mediation Analysis

动态中介分析的强化学习框架

Mediation analysis learns the causal effect transmitted via mediator variables between treatments and outcomes and receives increasing attention in various scientific domains to elucidate causal relations. Most existing works focus on point-exposure studies where each subject only receives one treatment at a single time point. However, there are a number of applications (e.g., mobile health) where the treatments are sequentially assigned over time and the dynamic mediation…

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On Heterogeneous Treatment Effects in Heterogeneous Causal Graphs

异质因果图中的异质性处理效应

Heterogeneity and comorbidity are two interwoven challenges associated with various healthcare problems that greatly hampered research on developing effective treatment and understanding of the underlying neurobiological mechanism. Very few studies have been conducted to investigate heterogeneous causal effects (HCEs) in graphical contexts due to the lack of statistical methods. To characterize this heterogeneity, we first conceptualize heterogeneous causal graphs (HCGs) by…

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An Instrumental Variable Approach to Confounded Off-Policy Evaluation

混杂情形下离策略评估的工具变量方法

Off-policy evaluation (OPE) is a method for estimating the return of a target policy using some pre-collected observational data generated by a potentially different behavior policy. In some cases, there may be unmeasured variables that can confound the action-reward or action-next-state relationships, rendering many existing OPE approaches ineffective. This paper develops an instrumental variable (IV)-based method for consistent OPE in confounded Markov decision processes…

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Heterogeneous Synthetic Learner for Panel Data

面板数据的异质性合成学习器

In the new era of personalization, learning the heterogeneous treatment effect (HTE) becomes an inevitable trend with numerous applications. Yet, most existing HTE estimation methods focus on independently and identically distributed observations and cannot handle the non-stationarity and temporal dependency in the common panel data setting. The treatment evaluators developed for panel data, on the other hand, typically ignore the individualized information. To fill the gap,…

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Mining the Factor Zoo: Estimation of Latent Factor Models with Sufficient Proxies

挖掘因子动物园:利用充分代理变量估计潜在因子模型

Latent factor model estimation typically relies on either using domain knowledge to manually pick several observed covariates as factor proxies, or purely conducting multivariate analysis such as principal component analysis. However, the former approach may suffer from the bias while the latter can not incorporate additional information. We propose to bridge these two approaches while allowing the number of factor proxies to diverge, and hence make the latent factor model…

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Flexible Inference of Optimal Individualized Treatment Strategy in Covariate Adjusted Randomization with Multiple Covariates

多协变量调整随机化下最优个体化治疗策略的灵活推断

To maximize clinical benefit, clinicians routinely tailor treatment to the individual characteristics of each patient, where individualized treatment rules are needed and are of significant research interest to statisticians. In the covariate-adjusted randomization clinical trial with many covariates, we model the treatment effect with an unspecified function of a single index of the covariates and leave the baseline response completely arbitrary. We devise a class of…

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An Online Sequential Test for Qualitative Treatment Effects

定性处理效应的在线序贯检验

Tech companies (e.g., Google or Facebook) often use randomized online experiments and/or A/B testing primarily based on the average treatment effects to compare their new product with an old one. However, it is also critically important to detect qualitative treatment effects such that the new one may significantly outperform the existing one only under some specific circumstances. The aim of this paper is to develop a powerful testing procedure to efficiently detect such…

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Online Testing of Subgroup Treatment Effects Based on Value Difference

基于价值差异的子群处理效应在线检验

Online A/B testing plays a critical role in the high-tech industry to guide product development and accelerate innovation. It performs a null hypothesis statistical test to determine which variant is better. However, a typical A/B test presents two problems: (i) a fixed-horizon framework inflates the false-positive errors under continuous monitoring; (ii) the homogeneous effects assumption fails to identify a subgroup with a beneficial treatment effect. In this paper, we…

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GEAR: On Optimal Decision Making with Auxiliary Data

GEAR:利用辅助数据进行最优个性化决策

Personalized optimal decision making, finding the optimal decision rule (ODR) based on individual characteristics, has attracted increasing attention recently in many fields, such as education, economics, and medicine. Current ODR methods usually require the primary outcome of interest in samples for assessing treatment effects, namely the experimental sample. However, in many studies, treatments may have a long-term effect, and as such the primary outcome of interest cannot…

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Sure independence screening in generalized linear models with NP-dimensionality

非多项式维数广义线性模型中的确定独立筛选

Ultrahigh-dimensional variable selection plays an increasingly important role in contemporary scientific discoveries and statistical research. Among others, Fan and Lv [J. R. Stat. Soc. Ser. B Stat. Methodol. 70 (2008) 849-911] propose an independent screening framework by ranking the marginal correlations. They showed that the correlation ranking procedure possesses a sure independence screening property within the context of the linear model with Gaussian covariates and…

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Nonparametric Independence Screening in Sparse Ultra-High Dimensional Additive Models

稀疏超高维加性模型中的非参数独立筛选

A variable screening procedure via correlation learning was proposed Fan and Lv (2008) to reduce dimensionality in sparse ultra-high dimensional models. Even when the true model is linear, the marginal regression can be highly nonlinear. To address this issue, we further extend the correlation learning to marginal nonparametric learning. Our nonparametric independence screening is called NIS, a specific member of the sure independence screening. Several closely related…

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