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A sparsity test for multivariate Hawkes processes

多元 Hawkes 过程的稀疏性检验

Multivariate Hawkes processes (MHP) are a class of point processes in which events at different coordinates interact through mutual excitation. The weighted adjacency matrix of the MHP encodes the strength of the relations, and shares its support with the causal graph of interactions of the process. We consider the problem of testing for causal relationships across the dimensions of a marked MHP. The null hypothesis is that a joint group of adjacency coefficients are null,…

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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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Relative Counterfactual Contrastive Learning for Mitigating Pretrained Stance Bias in Stance Detection

通过相对反事实对比学习缓解立场检测中的预训练偏差

Stance detection classifies stance relations (namely, Favor, Against, or Neither) between comments and targets. Pretrained language models (PLMs) are widely used to mine the stance relation to improve the performance of stance detection through pretrained knowledge. However, PLMs also embed ``bad'' pretrained knowledge concerning stance into the extracted stance relation semantics, resulting in pretrained stance bias. It is not trivial to measure pretrained stance bias due…

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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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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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Interactive identification of individuals with positive treatment effect while controlling false discoveries

在控制错误发现率的同时交互式识别具有正向处理效应的个体

Out of the participants in a randomized experiment with anticipated heterogeneous treatment effects, is it possible to identify which subjects have a positive treatment effect? While subgroup analysis has received attention, claims about individual participants are much more challenging. We frame the problem in terms of multiple hypothesis testing: each individual has a null hypothesis (stating that the potential outcomes are equal, for example) and we aim to identify those…

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Bounding Causal Effects with Leaky Instruments

利用存在有限泄漏的工具变量界定因果效应

Instrumental variables (IVs) are a popular and powerful tool for estimating causal effects in the presence of unobserved confounding. However, classical approaches rely on strong assumptions such as the $\textit{exclusion criterion}$, which states that instrumental effects must be entirely mediated by treatments. This assumption often fails in practice. When IV methods are improperly applied to data that do not meet the exclusion criterion, estimated causal effects may be…

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Bayesian Causal Synthesis for Meta-Inference on Heterogeneous Treatment Effects

用于异质性处理效应元推断的贝叶斯因果综合

The estimation of heterogeneous treatment effects in the potential outcome setting is biased when there exists model misspecification or unobserved confounding. As these biases are unobservable, what model to use when remains a critical open question. In this paper, we propose a novel Bayesian methodology to mitigate misspecification and improve estimation via a synthesis of multiple causal estimates, which we call Bayesian causal synthesis. Our development is built upon…

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Causal Inference in the Multiverse of Hazard

风险率多重可能世界中的因果推断

Hazard serves as a pivotal estimand in both practical applications and methodological frameworks. However, its causal interpretation poses notable challenges, including inherent selection biases and ill-defined populations to be compared between different treatment groups. In response, we propose a novel definition of counterfactual hazard within the framework of possible worlds. Instead of conditioning on prior survival status as a conditional probability, our new…

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Extreme Treatment Effect: Extrapolating Dose-Response Function Into Extreme Treatment Domain

极端处理效应:向极端处理范围外推剂量反应函数

The potential outcomes framework serves as a fundamental tool for quantifying causal effects. The average dose-response function (also called the effect curve), denoted as (μ(t)), is typically of interest when dealing with a continuous treatment variable (exposure). The focus of this work is to determine the impact of an extreme level of treatment, potentially beyond the range of observed values--that is, estimating (μ(t)) for very large (t). Our approach is grounded in the…

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Some Statistical and Data Challenges When Building Early-Stage Digital Experimentation and Measurement Capabilities

构建早期数字实验与测量能力的统计及数据挑战

Digital experimentation and measurement (DEM) capabilities -- the knowledge and tools necessary to run experiments with digital products, services, or experiences and measure their impact -- are fast becoming part of the standard toolkit of digital/data-driven organisations in guiding business decisions. Many large technology companies report having mature DEM capabilities, and several businesses have been established purely to manage experiments for others. Given the…

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Doubly Robust Proximal Synthetic Controls

双重稳健的近端合成控制

To infer the treatment effect for a single treated unit using panel data, synthetic control methods construct a linear combination of control units' outcomes that mimics the treated unit's pre-treatment outcome trajectory. This linear combination is subsequently used to impute the counterfactual outcomes of the treated unit had it not been treated in the post-treatment period, and used to estimate the treatment effect. Existing synthetic control methods rely on correctly…

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Precision-based designs for sequential randomized experiments

基于精度的序贯随机实验设计

In this paper, we consider an experimental setting where units enter the experiment sequentially. Our goal is to form stopping rules which lead to estimators of treatment effects with a given precision. We propose a fixed-width confidence interval design (FWCID) where the experiment terminates once a pre-specified confidence interval width is achieved. We show that under this design, the difference-in-means estimator is a consistent estimator of the average treatment effect…

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Causal Discovery Under Local Privacy

局部隐私保护下的因果发现

Differential privacy is a widely adopted framework designed to safeguard the sensitive information of data providers within a data set. It is based on the application of controlled noise at the interface between the server that stores and processes the data, and the data consumers. Local differential privacy is a variant that allows data providers to apply the privatization mechanism themselves on their data individually. Therefore it provides protection also in contexts in…

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Handling missing data when estimating causal effects with Targeted Maximum Likelihood Estimation

使用目标最大似然估计因果效应时如何处理缺失数据

Targeted Maximum Likelihood Estimation (TMLE) is increasingly used for doubly robust causal inference, but how missing data should be handled when using TMLE with data-adaptive approaches is unclear. Based on the Victorian Adolescent Health Cohort Study, we conducted a simulation study to evaluate eight missing data methods in this context: complete-case analysis, extended TMLE incorporating outcome-missingness model, missing covariate missing indicator method, five multiple…

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