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Causal inference via propensity scores for case-control studies

病例对照研究中基于倾向得分的因果推断

Propensity score methods for causal inference are increasingly being used in cohort and experimental designs, but their development and uptake in outcome-dependent sampling schemes, such as case-control studies, remains limited. Case-control studies involve the sampling of individuals with and without an outcome of interest with the goal of estimating the effects of past exposures. When the design is observational, statistical adjustment for confounding bias is necessary. In…

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An information criterion for detecting periodicities in functional time series

检测函数型时间序列周期成分的信息准则

We propose an information criterion for determining an unknown number of periodic components in functional time series. Identifying the number of frequencies in large-scale time series has been a central focus. To achieve this goal, we suggest an iterative procedure, utilizing the residual process obtained through least squares fitting. This iterative approach demonstrates broad applicability. We establish the consistency of the estimated number of periodic components by…

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Policy Learning under Endogeneity Using Instrumental Variables

利用工具变量在内生性下学习政策规则

I propose a framework for learning individualized policy rules in observational data settings characterized by endogenous treatment selection and the availability of an instrumental variable. I introduce encouragement rules that manipulate the instrument. By incorporating the marginal treatment effect (MTE) as a policy invariant parameter, I establish the identification of the social welfare criterion for the optimal encouragement rule. Focusing on binary encouragement…

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Higher-Order Causal Structure Learning with Additive Models

含高阶交互的加性模型因果结构学习

Causal structure learning has long been the central task of inferring causal insights from data. Despite the abundance of real-world processes exhibiting higher-order mechanisms, however, an explicit treatment of interactions in causal discovery has received little attention. In this work, we focus on extending the causal additive model (CAM) to additive models with higher-order interactions. This second level of modularity we introduce to the structure learning problem is…

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Adaptive sparsening and smoothing of the treatment model for longitudinal causal inference using outcome-adaptive LASSO and marginal fused LASSO

纵向因果推断中治疗模型的自适应稀疏化与平滑

Causal variable selection in time-varying treatment settings is challenging due to evolving confounding effects. Existing methods mainly focus on time-fixed exposures and are not directly applicable to time-varying scenarios. We propose a novel two-step procedure for variable selection when modeling the treatment probability at each time point. We first introduce a novel approach to longitudinal confounder selection using a Longitudinal Outcome Adaptive LASSO (LOAL) that…

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Measuring, Interpreting, and Improving Fairness of Algorithms using Causal Inference and Randomized Experiments

利用因果推断与随机实验衡量、解释和改善算法公平性

Algorithm fairness has become a central problem for the broad adoption of artificial intelligence. Although the past decade has witnessed an explosion of excellent work studying algorithm biases, achieving fairness in real-world AI production systems has remained a challenging task. Most existing works fail to excel in practical applications since either they have conflicting measurement techniques and/ or heavy assumptions, or require code-access of the production models,…

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Estimating Treatment Effects in Continuous Time with Hidden Confounders

存在隐藏混杂时的连续时间处理效应估计

Estimating treatment effects plays a crucial role in causal inference, having many real-world applications like policy analysis and decision making. Nevertheless, estimating treatment effects in the longitudinal setting in the presence of hidden confounders remains an extremely challenging problem. Recently, there is a growing body of work attempting to obtain unbiased ITE estimates from time-dynamic observational data by ignoring the possible existence of hidden…

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Sparse principal component analysis for high-dimensional stationary time series

高维平稳时间序列的稀疏主成分分析

We consider the sparse principal component analysis for high-dimensional stationary processes. The standard principal component analysis performs poorly when the dimension of the process is large. We establish the oracle inequalities for penalized principal component estimators for the processes including heavy-tailed time series. The rate of convergence of the estimators is established. We also elucidate the theoretical rate for choosing the tuning parameter in penalized…

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Statistical Inference for Local Granger Causality

局部格兰杰因果关系的统计推断

Granger causality has been employed to investigate causality relations between components of stationary multiple time series. We generalize this concept by developing statistical inference for local Granger causality for multivariate locally stationary processes. Our proposed local Granger causality approach captures time-evolving causality relationships in nonstationary processes. The proposed local Granger causality is well represented in the frequency domain and estimated…

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Modeling Treatment Effect Modification in Multidrug-Resistant Tuberculosis in an Individual Patient Data Meta-Analysis

耐多药结核病个体患者数据元分析中的治疗效应修饰建模

Effect modification occurs while the effect of the treatment is not homogeneous across the different strata of patient characteristics. When the effect of treatment may vary from individual to individual, precision medicine can be improved by identifying patient covariates to estimate the size and direction of the effect at the individual level. However, this task is statistically challenging and typically requires large amounts of data. Investigators may be interested in…

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