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Pigeonhole Design: Balancing Sequential Experiments from an Online Matching Perspective

鸽巢设计:从在线匹配视角平衡序贯实验

Practitioners and academics have long appreciated the benefits of covariate balancing when they conduct randomized experiments. For web-facing firms running online A/B tests, however, it still remains challenging in balancing covariate information when experimental subjects arrive sequentially. In this paper, we study an online experimental design problem, which we refer to as the "Online Blocking Problem." In this problem, experimental subjects with heterogeneous covariate…

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2SLS with Multiple Treatments

多重处理下的两阶段最小二乘法

We study what two-stage least squares (2SLS) identifies in models with multiple treatments under treatment effect heterogeneity. Two conditions are shown to be necessary and sufficient for the 2SLS to identify positively weighted sums of agent-specific effects of each treatment: average conditional monotonicity and no cross effects. Our identification analysis allows for any number of treatments, any number of continuous or discrete instruments, and the inclusion of…

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A marginal structural model for normal tissue complication probability

正常组织并发症概率的边际结构模型

The goal of radiation therapy for cancer is to deliver prescribed radiation dose to the tumor while minimizing dose to the surrounding healthy tissues. To evaluate treatment plans, the dose distribution to healthy organs is commonly summarized as dose-volume histograms (DVHs). Normal tissue complication probability (NTCP) modelling has centered around making patient-level risk predictions with features extracted from the DVHs, but few have considered adapting a causal…

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Causal Discovery in Multivariate Extremes with a Hydrological Analysis of Swiss River Discharges

多元极端事件中的因果发现:瑞士河流流量分析

Causal asymmetry is based on the principle that an event is a cause only if its absence would not have been a cause. From there, uncovering causal effects becomes a matter of comparing a well-defined score in both directions. Motivated by studying causal effects at extreme levels of a multivariate random vector, we propose to construct a model-agnostic causal score relying solely on the assumption of the existence of a max-domain of attraction. Based on a representation of a…

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Treatment Effects in Extreme Regimes

极端情形下的处理效应

Understanding treatment effects in extreme regimes is important for characterizing risks associated with different interventions. This is hindered by the unavailability of counterfactual outcomes and the rarity and difficulty of collecting extreme data in practice. To address this issue, we propose a new framework based on extreme value theory for estimating treatment effects in extreme regimes. We quantify these effects using variations in tail decay rates of potential…

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Continuous Treatment Effects with Surrogate Outcomes

利用替代结局估计连续处理效应

In many real-world causal inference applications, the primary outcomes (labels) are often partially missing, especially if they are expensive or difficult to collect. If the missingness depends on covariates (i.e., missingness is not completely at random), analyses based on fully observed samples alone may be biased. Incorporating surrogates, which are fully observed post-treatment variables related to the primary outcome, can improve estimation in this case. In this paper,…

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Better Simulations for Validating Causal Discovery with the DAG-Adaptation of the Onion Method

用 Onion 方法的 DAG 改编设计验证因果发现的模拟

The number of artificial intelligence algorithms for learning causal models from data is growing rapidly. Most ``causal discovery'' or ``causal structure learning'' algorithms are primarily validated through simulation studies. However, no widely accepted simulation standards exist and publications often report conflicting performance statistics -- even when only considering publications that simulate data from linear models. In response, several manuscripts have criticized…

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Conditional Choice Probability Estimation of Dynamic Discrete Choice Models with 2-period Finite Dependence

具有两期有限依赖的动态离散选择模型的条件选择概率估计

This paper extends the work of Arcidiacono and Miller (2011, 2019) by introducing a novel characterization of finite dependence within dynamic discrete choice models, demonstrating that numerous models display 2-period finite dependence. We recast finite dependence as a problem of sequentially searching for weights and introduce a computationally efficient method for determining these weights by utilizing the Kronecker product structure embedded in state transitions. With…

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Leveraging text data for causal inference using electronic health records

利用电子健康记录文本支持因果推断

In studies that rely on data from electronic health records (EHRs), unstructured text data such as clinical progress notes offer a rich source of information about patient characteristics and care that may be missing from structured data. Despite the prevalence of text in clinical research, these data are often ignored for the purposes of quantitative analysis due their complexity. This paper presents a unified framework for leveraging text data to support causal inference…

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Estimations of the Local Conditional Tail Average Treatment Effect

局部条件尾部平均处理效应的估计

The conditional tail average treatment effect (CTATE) is defined as a difference between the conditional tail expectations of potential outcomes, which can capture heterogeneity and deliver aggregated local information on treatment effects over different quantile levels and is closely related to the notion of second-order stochastic dominance and the Lorenz curve. These properties render it a valuable tool for policy evaluation. In this paper, we study estimation of the…

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Average treatment effect on the treated, under lack of positivity

正值性不足时的已处理者平均治疗效应

The use of propensity score (PS) methods has become ubiquitous in causal inference. At the heart of these methods is the positivity assumption. Violation of the positivity assumption leads to the presence of extreme PS weights when estimating average causal effects of interest, such as the average treatment effect (ATE) or the average treatment effect on the treated (ATT), which renders invalid related statistical inference. To circumvent this issue, trimming or truncating…

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Causal Customer Churn Analysis with Low-rank Tensor Block Hazard Model

基于低秩张量块风险模型的客户流失因果分析

This study introduces an innovative method for analyzing the impact of various interventions on customer churn, using the potential outcomes framework. We present a new causal model, the tensorized latent factor block hazard model, which incorporates tensor completion methods for a principled causal analysis of customer churn. A crucial element of our approach is the formulation of a 1-bit tensor completion for the parameter tensor. This captures hidden customer…

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A pseudo-outcome-based framework to analyze treatment heterogeneity in survival data using electronic health records

利用电子健康记录分析生存治疗效应异质性的伪结果框架

An important aspect of precision medicine focuses on characterizing diverse responses to treatment due to unique patient characteristics, also known as heterogeneous treatment effects (HTE), and identifying beneficial subgroups with enhanced treatment effects. Estimating HTE with right-censored data in observational studies remains challenging. In this paper, we propose a pseudo-outcome-based framework for analyzing HTE in survival data, which includes a list of…

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High-dimensional multiple imputation (HDMI) for partially observed confounders including natural language processing-derived auxiliary covariates

部分缺失混杂变量的高维多重插补:纳入自然语言处理辅助变量

Multiple imputation (MI) models can be improved by including auxiliary covariates (AC), but their performance in high-dimensional data is not well understood. We aimed to develop and compare high-dimensional MI (HDMI) approaches using structured and natural language processing (NLP)-derived AC in studies with partially observed confounders. We conducted a plasmode simulation study using data from opioid vs. non-steroidal anti-inflammatory drug (NSAID) initiators (X) with…

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Imputation of Counterfactual Outcomes when the Errors are Predictable

误差可预测时的反事实结果插补

A crucial input into causal inference is the imputed counterfactual outcome. Imputation error can arise because of sampling uncertainty from estimating the prediction model using the untreated observations, or from out-of-sample information not captured by the model. While the literature has focused on sampling uncertainty, it vanishes with the sample size. Often overlooked is the possibility that the out-of-sample error can be informative about the missing counterfactual…

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Mediation Analysis with Mendelian Randomization and Efficient Multiple GWAS Integration

基于孟德尔随机化与多项 GWAS 高效整合的中介分析

Mediation analysis is a powerful tool for studying causal pathways between exposure, mediator, and outcome variables of interest. While classical mediation analysis using observational data often requires strong and sometimes unrealistic assumptions, such as unconfoundedness, Mendelian Randomization (MR) avoids unmeasured confounding bias by employing genetic variations as instrumental variables. We develop a novel MR framework for mediation analysis with genome-wide…

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Overcoming Medical Overuse with AI Assistance: An Experimental Investigation

人工智能辅助能否减少医疗过度使用:一项实验研究

This study evaluates the effectiveness of Artificial Intelligence (AI) in mitigating medical overtreatment, a significant issue characterized by unnecessary interventions that inflate healthcare costs and pose risks to patients. We conducted a lab-in-the-field experiment at a medical school, utilizing a novel medical prescription task, manipulating monetary incentives and the availability of AI assistance among medical students using a three-by-two factorial design. We…

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A Stable and Efficient Covariate-Balancing Estimator for Causal Survival Effects

用于生存因果效应的稳定高效协变量平衡估计量

We propose an empirically stable and asymptotically efficient covariate-balancing approach to the problem of estimating survival causal effects in data with conditionally-independent censoring. This addresses a challenge often encountered in state-of-the-art nonparametric methods: the use of inverses of small estimated probabilities and the resulting amplification of estimation error. We validate our theoretical results in experiments on synthetic and semi-synthetic data.

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Fully Latent Principal Stratification With Measurement Models

结合测量模型的完全潜在主层化

There is wide agreement on the importance of implementation data from randomized effectiveness studies in behavioral science; however, there are few methods available to incorporate these data into causal models, especially when they are multivariate or longitudinal, and interest is in low-dimensional summaries. We introduce a framework for studying how treatment effects vary between subjects who implement an intervention differently, combining principal stratification with…

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Enhancing Airline Customer Satisfaction: A Machine Learning and Causal Analysis Approach

提升航空客户满意度:机器学习与因果分析方法

This study explores the enhancement of customer satisfaction in the airline industry, a critical factor for retaining customers and building brand reputation, which are vital for revenue growth. Utilizing a combination of machine learning and causal inference methods, we examine the specific impact of service improvements on customer satisfaction, with a focus on the online boarding pass experience. Through detailed data analysis involving several predictive and causal…

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Latent group structure in linear panel data models with endogenous regressors

含内生解释变量的线性面板模型中的潜在群组结构

This paper concerns the estimation of linear panel data models with endogenous regressors and a latent group structure in the coefficients. We consider instrumental variables estimation of the group-specific coefficient vector. We show that direct application of the Kmeans algorithm to the generalized method of moments objective function does not yield unique estimates. We newly develop and theoretically justify two-stage estimation methods that apply the Kmeans algorithm to…

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Studying continuous, time-varying, and/or complex exposures using longitudinal modified treatment policies

用纵向修正处理政策研究连续、时变及复杂暴露

This tutorial discusses methodology for causal inference using longitudinal modified treatment policies. This method facilitates the mathematical formalization, identification, and estimation of many novel parameters, and mathematically generalizes many commonly used parameters, such as the average treatment effect. Longitudinal modified treatment policies apply to a wide variety of exposures, including binary, multivariate, and continuous, and can accommodate time-varying…

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Causal health impacts of power plant emission controls under modeled and uncertain physical process interference

物理过程干扰存在建模不确定性时的电厂排放控制健康效应

Causal inference with spatial environmental data is often challenging due to the presence of interference: outcomes for observational units depend on some combination of local and non-local treatment. This is especially relevant when estimating the effect of power plant emissions controls on population health, as pollution exposure is dictated by (i) the location of point-source emissions, as well as (ii) the transport of pollutants across space via dynamic physical-chemical…

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An adaptive enrichment design using Bayesian model averaging for selection and threshold-identification of tailoring variables

用贝叶斯模型平均选择个体化变量及识别阈值的自适应富集设计

Precision medicine stands as a transformative approach in healthcare, offering tailored treatments that can enhance patient outcomes and reduce healthcare costs. As understanding of complex disease improves, clinical trials are being designed to detect subgroups of patients with enhanced treatment effects. Biomarker-driven adaptive enrichment designs, which enroll a general population initially and later restrict accrual to treatment-sensitive patients, are gaining…

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