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效应量指标的估计与解释AI 解读

Effect size estimates are thought to capture the collective, two-way response to an intervention or exposure in a three-way problem among the intervention/exposure, various confounders and the outcome. For meaningful causal inference from the estimated effect size, the joint distribution of observed confounders must be identical across all intervention/exposure groups. However, real-world observational studies and even randomized clinical trials often lack such structural…

改进在线 A/B 测试中的未来用户活动预测AI 解读

In online randomized experiments or A/B tests, accurate predictions of participant inclusion rates are of paramount importance. These predictions not only guide experimenters in optimizing the experiment's duration but also enhance the precision of treatment effect estimates. In this paper we present a novel, straightforward, and scalable Bayesian nonparametric approach for predicting the rate at which individuals will be exposed to interventions within the realm of online…

个体随机化设计下利用邻域干扰的低阶交互结构AI 解读

Network interference, where the outcome of an individual is affected by the treatment assignment of those in their social network, is pervasive in real-world settings. However, it poses a challenge to estimating causal effects. We consider the task of estimating the total treatment effect (TTE), or the difference between the average outcomes of the population when everyone is treated versus when no one is, under network interference. Under a Bernoulli randomized design, we…

保护隐私的自适应实验设计AI 解读

Adaptive experiment is widely adopted to estimate conditional average treatment effect (CATE) in clinical trials and many other scenarios. While the primary goal in experiment is to maximize estimation accuracy, due to the imperative of social welfare, it's also crucial to provide treatment with superior outcomes to patients, which is measured by regret in contextual bandit framework. These two objectives often lead to contrast optimal allocation mechanism. Furthermore,…

利用多来源数据高效估计亚组处理效应AI 解读

Investigators often use multi-source data (e.g., multi-center trials, meta-analyses of randomized trials, pooled analyses of observational cohorts) to learn about the effects of interventions in subgroups of some well-defined target population. Such a target population can correspond to one of the data sources of the multi-source data or an external population in which the treatment and outcome information may not be available. We develop and evaluate methods for using…

利用局部分布开展孟德尔随机化：不确定的意见无效AI 解读

Mendelian randomization (MR) considers using genetic variants as instrumental variables (IVs) to infer causal effects in observational studies. However, the validity of causal inference in MR can be compromised when the IVs are potentially invalid. In this work, we propose a new method, MR-Local, to infer the causal effect in the existence of possibly invalid IVs. By leveraging the distribution of ratio estimates around the true causal effect, MR-Local selects the cluster of…

从一般环境学习因果表征：可识别性与内在歧义AI 解读

We study causal representation learning, the task of recovering high-level latent variables and their causal relationships in the form of a causal graph from low-level observed data (such as text and images), assuming access to observations generated from multiple environments. Prior results on the identifiability of causal representations typically assume access to single-node interventions which is rather unrealistic in practice, since the latent variables are unknown in…

异质性处理效应估计中 R-Learning 与逆方差加权的联系AI 解读

Many methods for estimating conditional average treatment effects (CATEs) can be expressed as weighted pseudo-outcome regressions (PORs). Previous comparisons of POR techniques have paid careful attention to the choice of pseudo-outcome transformation. However, we argue that the dominant driver of performance is actually the choice of weights. For example, we point out that R-Learning implicitly performs a POR with inverse-variance weights (IVWs). In the CATE setting, IVWs…

因果面板模型矩阵补全方法中的数据驱动模型选择AI 解读

Matrix completion estimators are employed in causal panel data models to regulate the rank of the underlying factor model using nuclear norm minimization. This convex optimization problem enables concurrent regularization of a potentially high-dimensional set of covariates to shrink the model size. For valid finite sample inference, we adopt a permutation-based approach and prove its validity for any treatment assignment mechanism. Simulations illustrate the consistency of…

DoubleMLDeep：利用多模态数据估计因果效应AI 解读

This paper explores the use of unstructured, multimodal data, namely text and images, in causal inference and treatment effect estimation. We propose a neural network architecture that is adapted to the double machine learning (DML) framework, specifically the partially linear model. An additional contribution of our paper is a new method to generate a semi-synthetic dataset which can be used to evaluate the performance of causal effect estimation in the presence of text and…

重叠权重、匹配权重与熵权重：究竟在估计什么？AI 解读

There has been a recent surge in statistical methods for handling the lack of adequate positivity when using inverse probability weights (IPW). However, these nascent developments have raised a number of questions. Thus, we demonstrate the ability of equipoise estimators (overlap, matching, and entropy weights) to handle the lack of positivity. Compared to IPW, the equipoise estimators have been shown to be flexible and easy to interpret. However, promoting their wide use…

基于高斯过程网络的贝叶斯因果推断AI 解读

Causal discovery and inference from observational data is an essential problem in statistics posing both modeling and computational challenges. These are typically addressed by imposing strict assumptions on the joint distribution such as linearity. We consider the problem of the Bayesian estimation of the effects of hypothetical interventions in the Gaussian Process Network (GPN) model, a flexible causal framework which allows describing the causal relationships…

用于因果估计评估的随机对照试验拒绝采样AI 解读

Confounding is a significant obstacle to unbiased estimation of causal effects from observational data. For settings with high-dimensional covariates -- such as text data, genomics, or the behavioral social sciences -- researchers have proposed methods to adjust for confounding by adapting machine learning methods to the goal of causal estimation. However, empirical evaluation of these adjustment methods has been challenging and limited. In this work, we build on a promising…

用于可解释因果效应估计的分层偏差驱动分层方法AI 解读

Interpretability and transparency are essential for incorporating causal effect models from observational data into policy decision-making. They can provide trust for the model in the absence of ground truth labels to evaluate the accuracy of such models. To date, attempts at transparent causal effect estimation consist of applying post hoc explanation methods to black-box models, which are not interpretable. Here, we present BICauseTree: an interpretable balancing method…

因果推断中兼顾双重稳健与异方差的样本修剪AI 解读

A popular method for variance reduction in observational causal inference is propensity-based trimming, the practice of removing units with extreme propensities from the sample. This practice has theoretical grounding when the data are homoscedastic and the propensity model is parametric (Yang and Ding, 2018; Crump et al. 2009), but in modern settings where heteroscedastic data are analyzed with non-parametric models, existing theory fails to support current practice. In…

图神经网络估计理论及其网络异质性应用AI 解读

This paper presents a novel application of graph neural networks for modeling and estimating network heterogeneity. Network heterogeneity is characterized by variations in unit's decisions or outcomes that depend not only on its own attributes but also on the conditions of its surrounding neighborhood. We delineate the convergence rate of the graph neural networks estimator, as well as its applicability in semiparametric causal inference with heterogeneous treatment effects.…

关于因果、比较与回归的札记AI 解读

Comparison and contrast are the basic means to unveil causation and learn which treatments work. To build good comparison groups, randomized experimentation is key, yet often infeasible. In such non-experimental settings, we illustrate and discuss diagnostics to assess how well the common linear regression approach to causal inference approximates desirable features of randomized experiments, such as covariate balance, study representativeness, interpolated estimation, and…

用于脑电活动分析的分层随机效应状态空间模型AI 解读

Mental disorders present challenges in diagnosis and treatment due to their complex and heterogeneous nature. Electroencephalogram (EEG) has shown promise as a potential biomarker for these disorders. However, existing methods for analyzing EEG signals have limitations in addressing heterogeneity and capturing complex brain activity patterns between regions. This paper proposes a novel random effects state-space model (RESSM) for analyzing large-scale multi-channel…

利用 Copula 检验线性回归中工具变量与回归变量的外生性AI 解读

We provide a Copula-based approach to test the exogeneity of instrumental variables in linear regression models. We show that the exogeneity of instrumental variables is equivalent to the exogeneity of their standard normal transformations with the same CDF value. Then, we establish a Wald test for the exogeneity of the instrumental variables. We demonstrate the performance of our test using simulation studies. Our simulations show that if the instruments are actually…

重新审视母亲教育对青少年学业的影响：网络观察研究中的双重稳健估计AI 解读

In many contexts, particularly when study subjects are adolescents, peer effects can invalidate typical statistical requirements in the data. For instance, it is plausible that a student's academic performance is influenced both by their own mother's educational level as well as that of their peers. Since the underlying social network is measured, the Add Health study provides a unique opportunity to examine the impact of maternal college education on adolescent school…

因果图中前门调整的线性时间算法AI 解读

Causal effect estimation from observational data is a fundamental task in empirical sciences. It becomes particularly challenging when unobserved confounders are involved in a system. This paper focuses on front-door adjustment -- a classic technique which, using observed mediators allows to identify causal effects even in the presence of unobserved confounding. While the statistical properties of the front-door estimation are quite well understood, its algorithmic aspects…

高斯链图模型的可识别性与一致估计AI 解读

The chain graph model admits both undirected and directed edges in one graph, where symmetric conditional dependencies are encoded via undirected edges and asymmetric causal relations are encoded via directed edges. Though frequently encountered in practice, the chain graph model has been largely under investigated in literature, possibly due to the lack of identifiability conditions between undirected and directed edges. In this paper, we first establish a set of novel…

工具变量模型中的假设与界限AI 解读

In this note we give proofs for results relating to the Instrumental Variable (IV) model with binary response $Y$ and binary treatment $X$, but with an instrument $Z$ with $K$ states. These results were originally stated in Richardson & Robins (2014), "ACE Bounds; SEMS with Equilibrium Conditions," arXiv:1410.0470.

随机对照试验中保护隐私的分位数处理效应估计AI 解读

In accordance with the principle of "data minimization", many internet companies are opting to record less data. However, this is often at odds with A/B testing efficacy. For experiments with units with multiple observations, one popular data minimizing technique is to aggregate data for each unit. However, exact quantile estimation requires the full observation-level data. In this paper, we develop a method for approximate Quantile Treatment Effect (QTE) analysis using…