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A Kernel Test for Causal Association via Noise Contrastive Backdoor Adjustment

通过噪声对比后门调整检验因果关联的核方法

Causal inference grows increasingly complex as the number of confounders increases. Given treatments $X$, confounders $Z$ and outcomes $Y$, we develop a non-parametric method to test the \textit{do-null} hypothesis $H_0:\; p(y|\text{\it do}(X=x))=p(y)$ against the general alternative. Building on the Hilbert Schmidt Independence Criterion (HSIC) for marginal independence testing, we propose backdoor-HSIC (bd-HSIC) and demonstrate that it is calibrated and has power for both…

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DISCRET: Synthesizing Faithful Explanations For Treatment Effect Estimation

DISCRET:为治疗效应估计生成忠实解释

Designing faithful yet accurate AI models is challenging, particularly in the field of individual treatment effect estimation (ITE). ITE prediction models deployed in critical settings such as healthcare should ideally be (i) accurate, and (ii) provide faithful explanations. However, current solutions are inadequate: state-of-the-art black-box models do not supply explanations, post-hoc explainers for black-box models lack faithfulness guarantees, and self-interpretable…

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Learning Causal Abstractions of Linear Structural Causal Models

学习线性结构因果模型的因果抽象

The need for modelling causal knowledge at different levels of granularity arises in several settings. Causal Abstraction provides a framework for formalizing this problem by relating two Structural Causal Models at different levels of detail. Despite increasing interest in applying causal abstraction, e.g. in the interpretability of large machine learning models, the graphical and parametrical conditions under which a causal model can abstract another are not known.…

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Local Discovery by Partitioning: Polynomial-Time Causal Discovery Around Exposure-Outcome Pairs

通过分割实现暴露—结果对的多项式时间局部因果发现

Causal discovery is crucial for causal inference in observational studies, as it can enable the identification of valid adjustment sets (VAS) for unbiased effect estimation. However, global causal discovery is notoriously hard in the nonparametric setting, with exponential time and sample complexity in the worst case. To address this, we propose local discovery by partitioning (LDP): a local causal discovery method that is tailored for downstream inference tasks without…

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Differentiable Pareto-Smoothed Weighting for High-Dimensional Heterogeneous Treatment Effect Estimation

高维异质性治疗效应估计的可微帕累托平滑加权

There is a growing interest in estimating heterogeneous treatment effects across individuals using their high-dimensional feature attributes. Achieving high performance in such high-dimensional heterogeneous treatment effect estimation is challenging because in this setup, it is usual that some features induce sample selection bias while others do not but are predictive of potential outcomes. To avoid losing such predictive feature information, existing methods learn…

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Machine Learning Who to Nudge: Causal vs Predictive Targeting in a Field Experiment on Student Financial Aid Renewal

用机器学习选择助推对象:学生助学金续申请实验中的因果与预测定向

In many settings, interventions may be more effective for some individuals than others, so that targeting interventions may be beneficial. We analyze the value of targeting in the context of a large-scale field experiment with over 53,000 college students, where the goal was to use "nudges" to encourage students to renew their financial-aid applications before a non-binding deadline. We begin with baseline approaches to targeting. First, we target based on a causal forest…

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Synthesis estimators for positivity violations with a continuous covariate

连续协变量下应对正值性违反的综合估计量

Studies intended to estimate the effect of a treatment, like randomized trials, may not be sampled from the desired target population. To correct for this discrepancy, estimates can be transported to the target population. Methods for transporting between populations are often premised on a positivity assumption, such that all relevant covariate patterns in one population are also present in the other. However, eligibility criteria, particularly in the case of trials, can…

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Euclidean mirrors and dynamics in network time series

网络时间序列中的欧氏镜像与动态演化

Analyzing changes in network evolution is central to statistical network inference, as underscored by recent challenges of predicting and distinguishing pandemic-induced transformations in organizational and communication networks. We consider a joint network model in which each node has an associated time-varying low-dimensional latent vector of feature data, and connection probabilities are functions of these vectors. Under mild assumptions, the time-varying evolution of…

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CaRiNG: Learning Temporal Causal Representation under Non-Invertible Generation Process

CaRiNG:非可逆生成过程下的时序因果表征学习

Identifying the underlying time-delayed latent causal processes in sequential data is vital for grasping temporal dynamics and making downstream reasoning. While some recent methods can robustly identify these latent causal variables, they rely on strict assumptions about the invertible generation process from latent variables to observed data. However, these assumptions are often hard to satisfy in real-world applications containing information loss. For instance, the…

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Federated Causal Inference from Observational Data

观察数据中的联邦因果推断

Decentralized data sources are prevalent in real-world applications, posing a formidable challenge for causal inference. These sources cannot be consolidated into a single entity owing to privacy constraints. The presence of dissimilar data distributions and missing values within them can potentially introduce bias to the causal estimands. In this article, we propose a framework to estimate causal effects from decentralized data sources. The proposed framework avoid…

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Stochastic Optimization Algorithms for Instrumental Variable Regression with Streaming Data

流式数据工具变量回归的随机优化算法

We develop and analyze algorithms for instrumental variable regression by viewing the problem as a conditional stochastic optimization problem. In the context of least-squares instrumental variable regression, our algorithms neither require matrix inversions nor mini-batches and provides a fully online approach for performing instrumental variable regression with streaming data. When the true model is linear, we derive rates of convergence in expectation, that are of order $\mathcal{O}(\log T/T)$…

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Do Finetti: On Causal Effects for Exchangeable Data

Do Finetti:可交换数据的因果效应

We study causal effect estimation in a setting where the data are not i.i.d. (independent and identically distributed). We focus on exchangeable data satisfying an assumption of independent causal mechanisms. Traditional causal effect estimation frameworks, e.g., relying on structural causal models and do-calculus, are typically limited to i.i.d. data and do not extend to more general exchangeable generative processes, which naturally arise in multi-environment data. To…

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The Causal Roadmap and Simulations to Improve the Rigor and Reproducibility of Real-Data Applications

以因果路线图和模拟提高真实数据应用的严谨性与可复现性

The Causal Roadmap outlines a systematic approach to asking and answering questions of cause-and-effect: define the quantity of interest, evaluate needed assumptions, conduct statistical estimation, and carefully interpret results. To protect research integrity, it is essential that the algorithm for statistical estimation and inference be pre-specified prior to conducting any effectiveness analyses. However, it is often unclear which algorithm will perform optimally for the…

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Sharp and Robust Estimation of Partially Identified Discrete Response Models

部分识别离散响应模型的锐性与稳健估计

Semiparametric discrete choice models are widely used in a variety of practical applications. While these models are point identified in the presence of continuous covariates, they can become partially identified when covariates are discrete. In this paper we find that classical estimators, including the maximum score estimator, (Manski (1975)), loose their attractive statistical properties without point identification. First of all, they are not sharp with the estimator…

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Localised Natural Causal Learning Algorithms for Weak Consistency Conditions

弱一致性条件下的局部自然因果学习算法

By relaxing conditions for natural structure learning algorithms, a family of constraint-based algorithms containing all exact structure learning algorithms under the faithfulness assumption, we define localised natural structure learning algorithms (LoNS). We also provide a set of necessary and sufficient assumptions for consistency of LoNS, which can be thought of as a strict relaxation of the restricted faithfulness assumption. We provide a practical LoNS algorithm that…

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RealTCD: Temporal Causal Discovery from Interventional Data with Large Language Model

RealTCD:结合大语言模型的干预数据时序因果发现

In the field of Artificial Intelligence for Information Technology Operations, causal discovery is pivotal for operation and maintenance of graph construction, facilitating downstream industrial tasks such as root cause analysis. Temporal causal discovery, as an emerging method, aims to identify temporal causal relationships between variables directly from observations by utilizing interventional data. However, existing methods mainly focus on synthetic datasets with heavy…

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Two-way fixed effects instrumental variable regressions in staggered DID-IV designs

交错 DID-IV 设计中的双向固定效应工具变量回归

Many studies run two-way fixed effects instrumental variable (TWFEIV) regressions, leveraging variation in the timing of policy adoption across units as an instrument for treatment. This paper studies the properties of the TWFEIV estimator in staggered instrumented difference-in-differences (DID-IV) designs. We show that in settings with the staggered adoption of the instrument across units, the TWFEIV estimator can be decomposed into a weighted average of all possible…

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Inference for Optimal Linear Treatment Regimes in Personalized Decision-making

个性化决策中最优线性治疗规则的推断

Personalized decision-making, tailored to individual characteristics, is gaining significant attention. The optimal treatment regime aims to provide the best-expected outcome in the entire population, known as the value function. One approach to determine this optimal regime is by maximizing the Augmented Inverse Probability Weighting (AIPW) estimator of the value function. However, the derived treatment regime can be intricate and nonlinear, limiting their use. For clarity…

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Automating the Selection of Proxy Variables of Unmeasured Confounders

自动选择未观测混杂因素的代理变量

Recently, interest has grown in the use of proxy variables of unobserved confounding for inferring the causal effect in the presence of unmeasured confounders from observational data. One difficulty inhibiting the practical use is finding valid proxy variables of unobserved confounding to a target causal effect of interest. These proxy variables are typically justified by background knowledge. In this paper, we investigate the estimation of causal effects among multiple…

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Towards Generalizing Inferences from Trials to Target Populations

将试验推断推广到目标总体

Randomized Controlled Trials (RCTs) are pivotal in generating internally valid estimates with minimal assumptions, serving as a cornerstone for researchers dedicated to advancing causal inference methods. However, extending these findings beyond the experimental cohort to achieve externally valid estimates is crucial for broader scientific inquiry. This paper delves into the forefront of addressing these external validity challenges, encapsulating the essence of a…

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On Flexible Inverse Probability of Treatment and Intensity Weighting: Informative Censoring, Variable Inclusion, and Weight Trimming

灵活逆处理概率与逆强度加权:信息性删失、变量纳入和权重截尾

Many observational studies feature irregular longitudinal data, where the observation times are not common across individuals in the study. Further, the observation times may be related to the longitudinal outcome. In this setting, failing to account for the informative observation process may result in biased causal estimates. This can be coupled with other sources of bias, including non-randomized treatment assignments and informative censoring. This paper provides an…

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Item-Level Heterogeneous Treatment Effects of Selective Serotonin Reuptake Inhibitors (SSRIs) on Depression: Implications for Inference, Generalizability, and Identification

SSRIs 对抑郁症的条目层面异质性治疗效应

In analysis of randomized controlled trials (RCTs) with patient-reported outcome measures (PROMs), Item Response Theory (IRT) models that allow for heterogeneity in the treatment effect at the item level merit consideration. These models for ``item-level heterogeneous treatment effects'' (IL-HTE) can provide more accurate statistical inference, allow researchers to better generalize their results, and resolve critical identification problems in the estimation of interaction…

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Causal de Finetti: On the Identification of Invariant Causal Structure in Exchangeable Data

因果 de Finetti:可交换数据中不变因果结构的识别

Constraint-based causal discovery methods leverage conditional independence tests to infer causal relationships in a wide variety of applications. Just as the majority of machine learning methods, existing work focuses on studying $\textit{independent and identically distributed}$ data. However, it is known that even with infinite i.i.d.$\ $ data, constraint-based methods can only identify causal structures up to broad Markov equivalence classes, posing a fundamental…

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Optimal Categorical Instrumental Variables

最优分类工具变量

This paper discusses estimation with a categorical instrumental variable in settings with potentially few observations per category. The proposed categorical instrumental variable estimator (CIV) leverages a regularization assumption that implies existence of a latent categorical variable with fixed finite support achieving the same first stage fit as the observed instrument. In asymptotic regimes that allow the number of observations per category to grow at arbitrary small…

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