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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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Bayesian Time-Varying Tensor Vector Autoregressive Models for Dynamic Effective Connectivity

用于动态有效连接的贝叶斯时变张量向量自回归模型

In contemporary neuroscience, a key area of interest is dynamic effective connectivity, which is crucial for understanding the dynamic interactions and causal relationships between different brain regions. Dynamic effective connectivity can provide insights into how brain network interactions are altered in neurological disorders such as dyslexia. Time-varying vector autoregressive (TV-VAR) models have been employed to draw inferences for this purpose. However, their…

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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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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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Stability via resampling: statistical problems beyond the real line

通过重采样实现稳定性:超越实数输出的统计问题

Model averaging techniques based on resampling methods (such as bootstrapping or subsampling) have been utilized across many areas of statistics, often with the explicit goal of promoting stability in the resulting output. We provide a general, finite-sample theoretical result guaranteeing the stability of bagging when applied to algorithms that return outputs in a general space, so that the output is not necessarily a real-valued -- for example, an algorithm that estimates…

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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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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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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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