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Setting the duration of online A/B experiments

如何设定在线 A/B 实验的持续时间

In designing an online A/B experiment, it is crucial to select a sample size and duration that ensure the resulting confidence interval (CI) for the treatment effect is the right width to detect an effect of meaningful magnitude with sufficient statistical power without wasting resources. While the relationship between sample size and CI width is well understood, the effect of experiment duration on CI width remains less clear. This paper provides an analytical formula for…

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Priming bias versus post-treatment bias in experimental designs

实验设计中的启动偏误与处理后偏误

Conditioning on variables affected by treatment can induce post-treatment bias when estimating causal effects. Although this suggests that researchers should measure potential moderators before administering the treatment in an experiment, doing so may also bias causal effect estimation if the covariate measurement primes respondents to react differently to the treatment. This paper formally analyzes this trade-off between post-treatment and priming biases in three…

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Adaptive Principal Component Regression with Applications to Panel Data

自适应主成分回归及其面板数据应用

Principal component regression (PCR) is a popular technique for fixed-design error-in-variables regression, a generalization of the linear regression setting in which the observed covariates are corrupted with random noise. We provide the first time-uniform finite sample guarantees for (regularized) PCR whenever data is collected adaptively. Since the proof techniques for analyzing PCR in the fixed design setting do not readily extend to the online setting, our results rely…

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Conformal Diffusion Models for Individual Treatment Effect Estimation and Inference

用于个体处理效应估计与推断的共形扩散模型

Estimating treatment effects from observational data is of central interest across numerous application domains. Individual treatment effect offers the most granular measure of treatment effect on an individual level, and is the most useful to facilitate personalized care. However, its estimation and inference remain underdeveloped due to several challenges. In this article, we propose a novel conformal diffusion model-based approach that addresses those intricate…

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Mixed moving average field guided learning for spatio-temporal data

混合移动平均场引导的时空数据学习

Influenced mixed moving average fields are a versatile modeling class for spatio-temporal data. However, their predictive distribution is not generally known. Under this modeling assumption, we define a novel spatio-temporal embedding and a theory-guided machine learning approach that employs a generalized Bayesian algorithm to make ensemble forecasts. We use Lipschitz predictors and determine fixed-time and any-time PAC Bayesian bounds in the batch learning setting.…

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Distilling interpretable causal trees from causal forests

从因果森林中蒸馏可解释的因果树

Machine learning methods for estimating treatment effect heterogeneity promise greater flexibility than existing methods that test a few pre-specified hypotheses. However, one problem these methods can have is that it can be challenging to extract insights from complicated machine learning models. A high-dimensional distribution of conditional average treatment effects may give accurate, individual-level estimates, but it can be hard to understand the underlying patterns;…

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A marginalized three-part interrupted time series regression model for proportional data

比例数据的边际化三部分中断时间序列回归模型

Interrupted time series (ITS) is often used to evaluate the effectiveness of a health policy intervention that accounts for the temporal dependence of outcomes. When the outcome of interest is a percentage or percentile, the data can be highly skewed, bounded in $[0, 1]$, and have many zeros or ones. A three-part Beta regression model is commonly used to separate zeros, ones, and positive values explicitly by three submodels. However, incorporating temporal dependence into…

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More power to you: Using machine learning to augment human coding for more efficient inference in text-based randomized trials

用机器学习辅助人工编码,提高文本随机试验的推断效率

For randomized trials that use text as an outcome, traditional approaches for assessing treatment impact require that each document first be manually coded for constructs of interest by trained human raters. This process, the current standard, is both time-consuming and limiting: even the largest human coding efforts are typically constrained to measure only a small set of dimensions across a subsample of available texts. In this work, we present an inferential framework…

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Conditional Independence in Stationary Diffusions

平稳扩散过程中的条件独立性

Stationary distributions of multivariate diffusion processes have recently been proposed as probabilistic models of causal systems in statistics and machine learning. Motivated by these developments, we study stationary multivariate diffusion processes with a sparsely structured drift. Our main result gives a characterization of the conditional independence relations that hold in a stationary distribution. The result draws on a graphical representation of the drift structure…

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How should parallel cluster randomized trials with a baseline period be analyzed? A survey of estimands and common estimators

带基线期的平行整群随机试验:估计目标与常用估计量

The parallel cluster randomized trial with baseline (PB-CRT) is a common variant of the standard parallel cluster randomized trial (P-CRT). We define two natural estimands in the context of PB-CRTs with informative cluster sizes, the participant-average treatment effect (pATE) and cluster-average treatment effect (cATE), to address participant and cluster-level hypotheses. In this work, we theoretically derive the convergence of the unweighted and inverse cluster-period size…

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Unsupervised Pairwise Causal Discovery on Heterogeneous Data using Mutual Information Measures

利用互信息度量对异质数据进行无监督成对因果发现

A fundamental task in science is to determine the underlying causal relations because it is the knowledge of this functional structure what leads to the correct interpretation of an effect given the apparent associations in the observed data. In this sense, Causal Discovery is a technique that tackles this challenge by analyzing the statistical properties of the constituent variables. In this work, we target the generalizability of the discovery method by following a…

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COKE: Causal Discovery with Chronological Order and Expert Knowledge in High Proportion of Missing Manufacturing Data

COKE:结合时间顺序与专家知识的高缺失制造数据因果发现

Understanding causal relationships between machines is crucial for fault diagnosis and optimization in manufacturing processes. Real-world datasets frequently exhibit up to 90% missing data and high dimensionality from hundreds of sensors. These datasets also include domain-specific expert knowledge and chronological order information, reflecting the recording order across different machines, which is pivotal for discerning causal relationships within the manufacturing data.…

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Estimating heterogeneous treatment effects by W-MCM based on Robust reduced rank regression

基于稳健降秩回归的 W-MCM 异质性处理效应估计

Recently, from the personalized medicine perspective, there has been an increased demand to identify subgroups of subjects for whom treatment is effective. Consequently, the estimation of heterogeneous treatment effects (HTE) has been attracting attention. While various estimation methods have been developed for a single outcome, there are still limited approaches for estimating HTE for multiple outcomes. Accurately estimating HTE remains a challenge especially for datasets…

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Methodological Foundations of Modern Causal Inference in Social Science Research

社会科学现代因果推断的方法论基础

This paper serves as a literature review of methodology concerning the (modern) causal inference methods to address the causal estimand with observational/survey data that have been or will be used in social science research. Mainly, this paper is divided into two parts: inference from statistical estimand for the causal estimand, in which we reviewed the assumptions for causal identification and the methodological strategies addressing the problems if some of the…

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Learning the Covariance of Treatment Effects Across Many Weak Experiments

从大量弱效应实验中学习处理效应的协方差

When primary objectives are insensitive or delayed, experimenters may instead focus on proxy metrics derived from secondary outcomes. For example, technology companies often infer the long-term impacts of product interventions from their effects on short-term user engagement signals. We consider the meta-analysis of many historical experiments to learn the covariance of treatment effects on these outcomes, which can support the construction of such proxies. Even when…

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Industrial-Grade Smart Troubleshooting through Causal Technical Language Processing: a Proof of Concept

通过因果技术语言处理实现工业智能故障排查:概念验证

This paper describes the development of a causal diagnosis approach for troubleshooting an industrial environment on the basis of the technical language expressed in Return on Experience records. The proposed method leverages the vectorized linguistic knowledge contained in the distributed representation of a Large Language Model, and the causal associations entailed by the embedded failure modes and mechanisms of the industrial assets. The paper presents the elementary but…

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Optimizing Adaptive Experiments: A Unified Approach to Regret Minimization and Best-Arm Identification

优化自适应实验:统一遗憾最小化与最优臂识别

Practitioners conducting adaptive experiments often encounter two competing priorities: maximizing total welfare (or `reward') through effective treatment assignment and swiftly concluding experiments to implement population-wide treatments. Current literature addresses these priorities separately, with regret minimization studies focusing on the former and best-arm identification research on the latter. This paper bridges this divide by proposing a unified model that…

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DiffusionCounterfactuals: Inferring High-dimensional Counterfactuals with Guidance of Causal Representations

DiffusionCounterfactuals:因果表征引导的高维反事实推断

Accurate estimation of counterfactual outcomes in high-dimensional data is crucial for decision-making and understanding causal relationships and intervention outcomes in various domains, including healthcare, economics, and social sciences. However, existing methods often struggle to generate accurate and consistent counterfactuals, particularly when the causal relationships are complex. We propose a novel framework that incorporates causal mechanisms and diffusion models…

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Causal Effect Estimation after Propensity Score Trimming with Continuous Treatments

连续处理下倾向得分修剪后的因果效应估计

Propensity score trimming, which discards subjects with propensity scores below a threshold, is a common way to address positivity violations that complicate causal effect estimation. However, most works on trimming assume treatment is discrete and models for the outcome regression and propensity score are parametric. This work proposes nonparametric estimators for trimmed average causal effects in the case of continuous treatments based on efficient influence functions. For…

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Design-based inference for generalized network experiments with stochastic interventions

随机干预下广义网络实验的基于设计推断

A growing number of researchers are conducting randomized experiments to analyze causal relationships in network settings where units influence one another. A dominant methodology for analyzing these experiments is design-based, leveraging random treatment assignments as the basis for inference. In this paper, we generalize this design-based approach to accommodate complex experiments with a variety of causal estimands and different target populations. An important special…

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Causal Interventional Prediction System for Robust and Explainable Effect Forecasting

因果干预预测系统:稳健且可解释的效应预测

Although the widespread use of AI systems in today's world is growing, many current AI systems are found vulnerable due to hidden bias and missing information, especially in the most commonly used forecasting system. In this work, we explore the robustness and explainability of AI-based forecasting systems. We provide an in-depth analysis of the underlying causality involved in the effect prediction task and further establish a causal graph based on treatment, adjustment…

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Causal effect estimation under network interference with mean-field methods

利用平均场方法估计网络干扰下的因果效应

We study causal effect estimation from observational data under interference. The interference pattern is captured by an observed network. We adopt the chain graph framework of Tchetgen Tchetgen et. al. (2021), which allows (i) interaction among the outcomes of distinct study units connected along the graph and (ii) long range interference, whereby the outcome of an unit may depend on the treatments assigned to distant units connected along the interference network. For…

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Identification and Inference with Invalid Instruments

无效工具变量下的识别与推断

Instrumental variables (IVs) are widely used to study the causal effect of an exposure on an outcome in the presence of unmeasured confounding. IVs require an instrument, a variable that is (A1) associated with the exposure, (A2) has no direct effect on the outcome except through the exposure, and (A3) is not related to unmeasured confounders. Unfortunately, finding variables that satisfy conditions (A2) or (A3) can be challenging in practice. This paper reviews works where…

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Partial Identification of the Average Treatment Effect with Stochastic Counterfactuals and Discordant Twins

利用随机反事实与结局不一致双生子部分识别平均治疗效应

We develop a novel approach to partially identify causal estimands, such as the average treatment effect (ATE), from observational data. To better satisfy the stable unit treatment value assumption (SUTVA) we utilize stochastic counterfactuals within a propensity-prognosis model of the data generating process. For more precise identification we utilize knowledge of discordant twin outcomes as evidence for randomness in the data generating process. Our approach culminates…

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