Bayesian Doubly Robust Causal Inference via Posterior Coupling
通过后验耦合实现贝叶斯双重稳健因果推断
Bayesian doubly robust (DR) causal inference faces a fundamental dilemma: joint modeling of outcome and propensity score suffers from the feedback problem where outcome information contaminates propensity score estimation, while two-step inference sacrifices valid posterior distributions for computational convenience. We resolve this dilemma through posterior coupling via entropic tilting. Our framework constructs independent posteriors for propensity score and outcome…