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MXMap: A Multivariate Cross Mapping Framework for Causal Discovery in Dynamical Systems

MXMap:动力系统因果发现的多变量交叉映射框架

Convergent Cross Mapping (CCM) is a powerful method for detecting causality in coupled nonlinear dynamical systems, providing a model-free approach to capture dynamic causal interactions. Partial Cross Mapping (PCM) was introduced as an extension of CCM to address indirect causality in three-variable systems by comparing cross-mapping quality between direct cause-effect mapping and indirect mapping through an intermediate conditioning variable. However, PCM remains limited…

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Distribution learning via neural differential equations: minimal energy regularization and approximation theory

神经微分方程分布学习:最小能量正则化与逼近理论

Neural ordinary differential equations (ODEs) provide expressive representations of invertible transport maps that can be used to approximate complex probability distributions, e.g., for generative modeling, density estimation, and Bayesian inference. We show that for a large class of transport maps $T$, there exists a time-dependent ODE velocity field realizing a straight-line interpolation $(1-t)x + tT(x)$, $t \in [0,1]$, of the displacement induced by the map. Moreover,…

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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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Dealing with multiple intercurrent events using hypothetical and treatment policy strategies simultaneously

同时采用假想策略与治疗策略处理多个伴发事件

To precisely define the treatment effect of interest in a clinical trial, the ICH E9 estimand addendum describes that relevant so-called intercurrent events should be identified and strategies specified to deal with them. Handling intercurrent events with different strategies leads to different estimands. In this paper, we focus on estimands that involve addressing one intercurrent event with the treatment policy strategy and another with the hypothetical strategy. We define…

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Horowitz-Manski-Lee Bounds with Multilayered Sample Selection

多层样本选择下的 Horowitz–Manski–Lee 界限

This paper investigates the causal effect of job training on wage rates in the presence of firm heterogeneity. When training affects the sorting of workers to firms, sample selection is no longer binary but is ``multilayered". This paper extends the canonical Heckman (1979) sample selection model -- which assumes selection is binary -- to a setting where it is multilayered. In this setting Lee bounds set identifies a total effect that combines a weighted-average of the…

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RieszBoost: Gradient Boosting for Riesz Regression

RieszBoost:用于 Riesz 回归的梯度提升

Answering causal questions often involves estimating linear functionals of conditional expectations, such as the average treatment effect or the effect of a longitudinal modified treatment policy. By the Riesz representation theorem, these functionals can be expressed as the expected product of the conditional expectation of the outcome and the Riesz representer, a key component in doubly robust estimation methods. Traditionally, the Riesz representer is estimated indirectly…

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Data-adaptive exposure thresholds for the Horvitz-Thompson estimator of the Average Treatment Effect in experiments with network interference

网络干扰实验中平均处理效应 Horvitz–Thompson 估计的自适应暴露阈值

Randomized controlled trials often suffer from interference, a violation of the Stable Unit Treatment Values Assumption (SUTVA) in which a unit's treatment assignment affects the outcomes of its neighbors. This interference causes bias in naive estimators of the average treatment effect (ATE). A popular method to achieve unbiasedness is to pair the Horvitz-Thompson estimator of the ATE with a known exposure mapping: a function that identifies which units in a given…

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Practically Effective Adjustment Variable Selection in Causal Inference

因果推断中具有实际效果的调整变量选择

In the estimation of causal effects, one common method for removing the influence of confounders is to adjust the variables that satisfy the back-door criterion. However, it is not always possible to uniquely determine sets of such variables. Moreover, real-world data is almost always limited, which means it may be insufficient for statistical estimation. Therefore, we propose criteria for selecting variables from a list of candidate adjustment variables along with an…

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Multi-Study Causal Forest (MCF): A flexible framework for data borrowing in the presence of varying treatment effect heterogeneity

多研究因果森林:处理效应异质性变化下的数据借用框架

Tailoring treatment assignment to specific individuals can improve the health outcomes, but a single study may offer inadequate information for this purpose. The ability to leverage information from an auxiliary data source deemed to be `most similar' to a primary data source has been shown to improve estimates of treatment effects. In this paper, we introduce a framework, the Multi-Study Causal Forest (MCF), to borrow individual patient-level data from an auxiliary data…

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Estimating Network Models using Neural Networks

利用神经网络估计网络模型

Exponential random graph models (ERGMs) are very flexible for modeling network formation but pose difficult estimation challenges due to their intractable normalizing constant. Existing methods, such as MCMC-MLE, rely on sequential simulation at every optimization step. We propose a neural network approach that trains on a single, large set of parameter-simulation pairs to learn the mapping from parameters to average network statistics. Once trained, this map can be…

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Inference for multiple treatment effects using confounder importance learning

利用混杂变量重要性学习推断多个处理效应

We address modelling and computational issues for multiple treatment effect inference under many potential confounders. Our main contribution is providing a trade-off between preventing the omission of relevant confounders, while not running into an over-selection of instruments that significantly inflates variance. We propose a novel empirical Bayes framework for Bayesian model averaging that learns from data the prior inclusion probabilities of key covariates. Our…

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Higher-Order Causal Message Passing for Experimentation with Complex Interference

复杂干扰实验中的高阶因果消息传递

Accurate estimation of treatment effects is essential for decision-making across various scientific fields. This task, however, becomes challenging in areas like social sciences and online marketplaces, where treating one experimental unit can influence outcomes for others through direct or indirect interactions. Such interference can lead to biased treatment effect estimates, particularly when the structure of these interactions is unknown. We address this challenge by…

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Treatment Effects in Market Equilibrium

市场均衡中的处理效应

Policy-relevant treatment effect estimation in a marketplace setting requires taking into account both the direct benefit of the treatment and any spillovers induced by changes to the market equilibrium. The standard way to address these challenges is to evaluate interventions via cluster-randomized experiments, where each cluster corresponds to an isolated market. This approach, however, cannot be used when we only have access to a single market (or a small number of…

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Optimizing Feature Selection in Causal Inference: A Three-Stage Computational Framework for Unbiased Estimation

因果推断中的特征选择优化:无偏估计的三阶段计算框架

Feature selection is an important but challenging task in causal inference for obtaining unbiased estimates of causal quantities. Properly selected features in causal inference not only significantly reduce the time required to implement a matching algorithm but, more importantly, can also reduce the bias and variance when estimating causal quantities. When feature selection techniques are applied in causal inference, the crucial criterion is to select variables that, when…

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Uncertainty Quantification in Synthetic Controls with Staggered Treatment Adoption

错位处理采用下合成控制的不确定性量化

We propose principled prediction intervals to quantify the uncertainty of a large class of synthetic control predictions (or estimators) in settings with staggered treatment adoption, offering precise non-asymptotic coverage probability guarantees. From a methodological perspective, we provide a detailed discussion of different causal quantities to be predicted, which we call causal predictands, allowing for multiple treated units with treatment adoption at possibly…

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The Chained Difference-in-Differences

链式双重差分

This paper studies the identification, estimation, and inference of long-term (binary) treatment effect parameters when balanced panel data is not available, or consists of only a subset of the available data. We develop a new estimator: the chained difference-in-differences, which leverages the overlapping structure of many unbalanced panel data sets. This approach consists in aggregating a collection of short-term treatment effects estimated on multiple incomplete panels.…

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Causal effect on the number of life years lost due to a specific event: Average treatment effect and variable importance

特定事件导致寿命损失年数的因果效应:平均处理效应与变量重要性

Competing risk is a common phenomenon when dealing with time-to-event outcomes in biostatistical applications. An attractive estimand in this setting is the "number of life-years lost due to a specific cause of death", Andersen et al. (2013). It provides a direct interpretation on the time-scale on which the data is observed. In this paper, we introduce the causal effect on the number of life years lost due to a specific event, and we give assumptions under which the average…

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A Bivariate Transformation Model for Time-to-Event Data Affected by Unobserved Confounding: Revisiting the Illinois Reemployment Bonus Experiment

未观测混杂下事件时间数据的二元变换模型:重访伊利诺伊再就业奖励实验

Motivated by empirical studies investigating treatment effects in survival analysis, we propose a bivariate transformation model to quantify the impact of a binary treatment on a time-to-event outcome. The model equations are connected through a bivariate Gaussian distribution, with the dependence parameter capturing unobserved confounding, and are specified as functions of additive predictors to flexibly account for the impacts of observed confounders. Moreover, the…

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Recent advances in doubly-robust weighted ordinary least squares techniques for dynamic treatment regime estimation

动态治疗方案估计中双稳健加权最小二乘技术的最新进展

A dynamic treatment regime (DTR) is an approach to delivering precision medicine that uses patient characteristics to guide treatment decisions for optimal health outcomes. Numerous methods have been proposed for DTR estimation, including dynamic weighted ordinary least squares (dWOLS), a regression-based approach that affords double robustness to model misspecification within an easy to implement analytical framework. Initially, the dWOLS approach was developed under the…

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Interference Among First-Price Pacing Equilibria: A Bias and Variance Analysis

第一价格节奏均衡间的干扰:偏差与方差分析

Online A/B testing is widely used in the internet industry to inform decisions on new feature roll-outs. For online marketplaces (such as advertising markets), standard approaches to A/B testing may lead to biased results when buyers operate under a budget constraint, as budget consumption in one arm of the experiment impacts performance of the other arm. To counteract this interference, one can use a budget-split design where the budget constraint operates on a per-arm…

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Dynamic treatment effects: high-dimensional inference under model misspecification

动态处理效应:模型误设下的高维推断

Estimating dynamic treatment effects is crucial across various disciplines, providing insights into the time-dependent causal impact of interventions. However, this estimation poses challenges due to time-varying confounding, leading to potentially biased estimates. Furthermore, accurately specifying the growing number of treatment assignments and outcome models with multiple exposures appears increasingly challenging to accomplish. Double robustness, which permits model…

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Semiparametric Localized Principal Stratification Analysis with Continuous Strata

连续主分层的半参数局部化分析

Principal stratification is essential for revealing causal mechanisms involving post-treatment intermediate variables, in real-world applications like surrogate marker evaluation. Principal stratification analysis with continuous intermediate variables is increasingly common but challenging due to the infinite principal strata and the nonidentifiability and nonregularity of principal causal effects. Inspired by recent research, we resolve these challenges by first using a…

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Universal Inference for Incomplete Discrete Choice Models

不完备离散选择模型的通用推断

A growing number of empirical models exhibit set-valued predictions. This paper develops a tractable inference method with finite-sample validity for such models. The proposed procedure uses a robust version of the universal inference framework by Wasserman et al. (2020) and avoids using moment selection tuning parameters, resampling, or simulations. The method is designed for constructing confidence intervals for counterfactual objects and other functionals of the…

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Bayesian Variable Selection in Distributed Lag Models: A Focus on Binary Quantile and Count Data Regressions

分布滞后模型的贝叶斯变量选择:二元分位数与计数回归

Distributed Lag Models (DLMs) and similar regression approaches such as MIDAS have been used for many decades in econometrics and more recently to investigate how poor air quality adversely affects human health. In this paper we describe how to expand the utility of these models for Bayesian inference by leveraging latent variables. In particular we explain how to perform binary regression to better handle imbalanced data, how to incorporate negative binomial regression, and…

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