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Inference for max-linear Bayesian networks with noise

带噪声最大线性贝叶斯网络的推断

Max-Linear Bayesian Networks (MLBNs) provide a powerful framework for causal inference in extreme-value settings; we consider MLBNs with noise parameters with a given topology in terms of the max-plus algebra by taking its logarithm. Then, we show that an estimator of a parameter for each edge in a directed acyclic graph (DAG) is distributed normally. We end this paper with computational experiments with the expectation and maximization (EM) algorithm and quadratic…

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Identification and Inference on Treatment Effects under Covariate-Adaptive Randomization and Imperfect Compliance

协变量自适应随机化与不完全依从下处理效应的识别和推断

Randomized controlled trials (RCTs) frequently utilize covariate-adaptive randomization (CAR) (e.g., stratified block randomization) and commonly suffer from imperfect compliance. This paper studies the identification and inference for the average treatment effect (ATE) and the average treatment effect on the treated (ATT) in such RCTs with a binary treatment. We first develop characterizations of the identified sets for both estimands. Since data are generally not i.i.d.…

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Orthogonal Causal Calibration

正交因果校准

Estimates of heterogeneous treatment effects such as conditional average treatment effects (CATEs) and conditional quantile treatment effects (CQTEs) play an important role in real-world decision making. Given this importance, one should ensure these estimates are calibrated. While there is a rich literature on calibrating estimators of non-causal parameters, very few methods have been derived for calibrating estimators of causal parameters, or more generally estimators of…

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Nonlinear Causal Discovery with Confounders

存在混杂时的非线性因果发现

This article introduces a causal discovery method to learn nonlinear relationships in a directed acyclic graph with correlated Gaussian errors due to confounding. First, we derive model identifiability under the sublinear growth assumption. Then, we propose a novel method, named the Deconfounded Functional Structure Estimation (DeFuSE), consisting of a deconfounding adjustment to remove the confounding effects and a sequential procedure to estimate the causal order of…

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Convergence rate for Nearest Neighbour matching: geometry of the domain and higher-order regularity

最近邻匹配的收敛率:支持域几何与高阶正则性

Estimating some mathematical expectations from partially observed data and in particular missing outcomes is a central problem encountered in numerous fields such as transfer learning, counterfactual analysis or causal inference. Matching estimators, estimators based on k-nearest neighbours, are widely used in this context. It is known that the variance of such estimators can converge to zero at a parametric rate, but their bias can have a slower rate when the dimension of…

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Real-time Program Evaluation using Anytime-valid Rank Tests

利用随时有效秩检验开展实时项目评估

Counterfactual mean estimators such as difference-in-differences and synthetic control have grown into workhorse tools for program evaluation. Inference for these estimators is well-developed in settings where all post-treatment data is available at the time of analysis. However, in settings where data arrives sequentially, these tests do not permit real-time inference, as they require a pre-specified sample size T. We introduce real-time inference for program evaluation…

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Hurdle Network Model With Latent Dynamic Shrinkage For Enhanced Edge Prediction in Zero-Inflated Directed Network Time Series

潜在动态收缩障碍网络模型:零膨胀有向网络时间序列的边预测

This article aims to model international trade relationships among 29 countries in the apparel industry between 1994 and 2013. Bilateral trade flows can be represented as a directed network, where nodes correspond to countries and directed edges indicate trade flows (i.e., whether one country exported to another in a given year). Additionally, node (e.g., GDP) and edge-specific (e.g., labor provision) covariates are also available. The study focuses on two key challenges:…

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Multi-Domain Causal Discovery in Bijective Causal Models

双射因果模型中的多域因果发现

We consider the problem of causal discovery (a.k.a., causal structure learning) in a multi-domain setting. We assume that the causal functions are invariant across the domains, while the distribution of the exogenous noise may vary. Under causal sufficiency (i.e., no confounders exist), we show that the causal diagram can be discovered under less restrictive functional assumptions compared to previous work. What enables causal discovery in this setting is bijective…

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Assessing the replicability of RCTs in RWE emulations

评估真实世界证据模拟研究对随机试验的可重复性

Background: The standard regulatory approach to assess replication success is the two-trials rule, requiring both the original and the replication study to be significant with effect estimates in the same direction. The sceptical p-value was recently presented as an alternative method for the statistical assessment of the replicability of study results. Methods: We review the statistical properties of the sceptical p-value and compare those to the two-trials rule. We extend…

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Policy Learning with Distributional Welfare

面向分布福利的政策学习

In this paper, we explore optimal treatment allocation policies that target distributional welfare. Most literature on treatment choice has considered utilitarian welfare based on the conditional average treatment effect (ATE). While average welfare is intuitive, it may yield undesirable allocations especially when individuals are heterogeneous (e.g., with outliers) - the very reason individualized treatments were introduced in the first place. This observation motivates us…

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Community detection in multi-layer networks by regularized debiased spectral clustering

多层网络社区检测的正则化去偏谱聚类

Community detection is a crucial problem in the analysis of multi-layer networks. While regularized spectral clustering methods using the classical regularized Laplacian matrix have shown great potential in handling sparse single-layer networks, to our knowledge, their potential in multi-layer network community detection remains unexplored. To address this gap, in this work, we introduce a new method, called regularized debiased sum of squared adjacency matrices (RDSoS), to…

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Representation Learning Preserving Ignorability and Covariate Matching for Treatment Effects

保持可忽略性并实现协变量匹配的处理效应表示学习

Estimating treatment effects from observational data is challenging due to two main reasons: (a) hidden confounding, and (b) covariate mismatch (control and treatment groups not having identical distributions). Long lines of works exist that address only either of these issues. To address the former, conventional techniques that require detailed knowledge in the form of causal graphs have been proposed. For the latter, covariate matching and importance weighting methods have…

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The Estimation of Continual Causal Effect for Dataset Shifting Streams

数据分布变化流中的持续因果效应估计

Causal effect estimation has been widely used in marketing optimization. The framework of an uplift model followed by a constrained optimization algorithm is popular in practice. To enhance performance in the online environment, the framework needs to be improved to address the complexities caused by temporal dataset shift. This paper focuses on capturing the dataset shift from user behavior and domain distribution changing over time. We propose an Incremental Causal Effect…

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Transfer Learning Under High-Dimensional Network Convolutional Regression Model

高维网络卷积回归模型下的迁移学习

Transfer learning enhances model performance by utilizing knowledge from related domains, particularly when labeled data is scarce. While existing research addresses transfer learning under various distribution shifts in independent settings, handling dependencies in networked data remains challenging. To address this challenge, we propose a high-dimensional transfer learning framework based on network convolutional regression (NCR), inspired by the success of graph…

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Estimating treatment effects from observational data under truncation by death using survival-incorporated quantiles

死亡截断下利用纳入生存信息的分位数估计观测数据处理效应

The issue of "truncation by death" commonly arises in clinical research: subjects may die before their follow-up assessment, resulting in undefined clinical outcomes. To address this issue, we focus on survival-incorporated quantiles -- quantiles of a composite outcome combining death and clinical outcomes -- to summarize the effect of treatment. Using inverse probability of treatment weighting (IPTW), we propose an estimator for survival-incorporated quantiles from…

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Causal Identification in Time Series Models

时间序列模型中的因果识别

In this paper, we analyze the applicability of the Causal Identification algorithm to causal time series graphs with latent confounders. Since these graphs extend over infinitely many time steps, deciding whether causal effects across arbitrary time intervals are identifiable appears to require computation on graph segments of unbounded size. Even for deciding the identifiability of intervention effects on variables that are close in time, no bound is known on how many time…

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Debiased Estimating Equation Method for Robust and Efficient Mendelian Randomization Using a Large Number of Correlated Weak and Invalid Instruments

使用大量相关弱工具和无效工具的稳健有效孟德尔随机化:去偏估计方程法

Mendelian randomization (MR) is a widely used tool for causal inference in the presence of unmeasured confounders, which uses single nucleotide polymorphisms (SNPs) as instrumental variables to estimate causal effects. However, SNPs often have weak effects on complex traits, leading to bias in existing MR analysis when weak instruments are included. In addition, existing MR methods often restrict analysis to independent SNPs via linkage disequilibrium clumping and result in…

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Selective randomization inference for subgroup effects with continuous biomarkers

连续生物标志物亚组效应的选择性随机化推断

Randomization tests are a popular method for testing causal effects in clinical trials with finite-sample validity. In the presence of heterogeneous treatment effects, it is often of interest to select a subgroup that benefits from the treatment, frequently by choosing a cutoff for a continuous biomarker. However, selecting the cutoff and testing the effect on the same data may fail to control the type I error. To address this, we propose using "self-contained" methods for…

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Negative Control Falsification Tests for Instrumental Variable Designs

工具变量设计的负对照证伪检验

The validity of instrumental variable (IV) designs is typically tested using two types of falsification tests. We characterize these tests as conditional independence tests between negative control variables -- proxies for unobserved variables posing a threat to the identification -- and the IV or the outcome. We describe the conditions that variables must satisfy in order to serve as negative controls. We show that these falsification tests examine not only independence and…

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Causal Q-Aggregation for CATE Model Selection

用于条件平均处理效应模型选择的因果 Q 聚合

Accurate estimation of conditional average treatment effects (CATE) is at the core of personalized decision making. While there is a plethora of models for CATE estimation, model selection is a nontrivial task, due to the fundamental problem of causal inference. Recent empirical work provides evidence in favor of proxy loss metrics with double robust properties and in favor of model ensembling. However, theoretical understanding is lacking. Direct application of prior…

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Test-negative designs with various reasons for testing: statistical bias and solution

多种检测原因下的检测阴性设计:统计偏差与解决方法

Test-negative designs are widely used for post-market evaluation of vaccine effectiveness, particularly in cases when randomized trials are not feasible. Differing from classical test-negative designs where only healthcare-seekers with symptoms are included, recent test-negative designs have involved individuals with various reasons for testing, especially in an outbreak setting. While including these data can increase sample size and hence improve precision, concerns have…

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Identification and estimation of causal peer effects using instrumental variables

利用工具变量识别和估计因果同伴效应

In social science researches, causal inference regarding peer effects often faces significant challenges due to homophily bias and contextual confounding. For example, unmeasured health conditions (e.g., influenza) and psychological states (e.g., happiness, loneliness) can spread among closely connected individuals, such as couples or siblings. To address these issues, we define four effect estimands for dyadic data to characterize direct effects and spillover effects. We…

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ReLU integral probability metric and its applications

ReLU 积分概率度量及其应用

We propose a parametric integral probability metric (IPM) to measure the discrepancy between two probability measures. The proposed IPM leverages a specific parametric family of discriminators, such as single-node neural networks with ReLU activation, to effectively distinguish between distributions, making it applicable in high-dimensional settings. By optimizing over the parameters of the chosen discriminator class, the proposed IPM demonstrates that its estimators have…

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Stratifying on Treatment Status

按处理状态分层抽样下的处理效应估计

We study the estimation of treatment effects using samples stratified by treatment status. Standard estimators of the average treatment effect and the local average treatment effect are inconsistent in this setting. We propose consistent estimators and characterize their asymptotic distributions.

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