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基于高阶累积量识别含隐变量的因果结构AI 解读

Causal discovery with latent variables is a crucial but challenging task. Despite the emergence of numerous methods aimed at addressing this challenge, they are not fully identified to the structure that two observed variables are influenced by one latent variable and there might be a directed edge in between. Interestingly, we notice that this structure can be identified through the utilization of higher-order cumulants. By leveraging the higher-order cumulants of…

连续处理效应估计的时空熵平衡AI 解读

In the field of intracity freight transportation, changes in order volume are significantly influenced by temporal and spatial factors. When building subsidy and pricing strategies, predicting the causal effects of these strategies on order volume is crucial. In the process of calculating causal effects, confounding variables can have an impact. Traditional methods to control confounding variables handle data from a holistic perspective, which cannot ensure the precision of…

一般非线性混合下利用干预学习线性因果表示AI 解读

We study the problem of learning causal representations from unknown, latent interventions in a general setting, where the latent distribution is Gaussian but the mixing function is completely general. We prove strong identifiability results given unknown single-node interventions, i.e., without having access to the intervention targets. This generalizes prior works which have focused on weaker classes, such as linear maps or paired counterfactual data. This is also the…

潜在随机缺失结果下依从者与非依从者平均因果效应的识别AI 解读

The study of treatment effects is often complicated by noncompliance and missing data. In the one-sided noncompliance setting where of interest are the complier and noncomplier average causal effects (CACE and NACE), we address outcome missingness of the \textit{latent missing at random} type (LMAR, also known as \textit{latent ignorability}). That is, conditional on covariates and treatment assigned, the missingness may depend on compliance type. Within the instrumental…

允许隐变量间因果关联的因果发现框架AI 解读

Most existing causal discovery methods rely on the assumption of no latent confounders, limiting their applicability in solving real-life problems. In this paper, we introduce a novel, versatile framework for causal discovery that accommodates the presence of causally-related hidden variables almost everywhere in the causal network (for instance, they can be effects of observed variables), based on rank information of covariance matrix over observed variables. We start by…

网络数据中多处理个体因果效应的估计AI 解读

We study the problem of estimation of Individual Treatment Effects (ITE) in the context of multiple treatments and networked observational data. Leveraging the network information, we aim to utilize hidden confounders that may not be directly accessible in the observed data, thereby enhancing the practical applicability of the strong ignorability assumption. To achieve this, we first employ Graph Convolutional Networks (GCN) to learn a shared representation of the…

孟德尔随机化因果效应的随机效应模型矩估计AI 解读

Recent advances in genotyping technology have delivered a wealth of genetic data, which is rapidly advancing our understanding of the underlying genetic architecture of complex diseases. Mendelian Randomization (MR) leverages such genetic data to estimate the causal effect of an exposure factor on an outcome from observational studies. In this paper, we utilize genetic correlations to summarize information on a large set of genetic variants associated with the exposure…

连续处理效应估计的对抗平衡表示AI 解读

Individual treatment effect (ITE) estimation requires adjusting for the covariate shift between populations with different treatments, and deep representation learning has shown great promise in learning a balanced representation of covariates. However the existing methods mostly consider the scenario of binary treatments. In this paper, we consider the more practical and challenging scenario in which the treatment is a continuous variable (e.g. dosage of a medication), and…

基于高斯过程部分线性模型的异质性处理效应不确定性量化AI 解读

Estimating heterogeneous treatment effects across individuals has attracted growing attention as a statistical tool for performing critical decision-making. We propose a Bayesian inference framework that quantifies the uncertainty in treatment effect estimation to support decision-making in a relatively small sample size setting. Our proposed model places Gaussian process priors on the nonparametric components of a semiparametric model called a partially linear model. This…

信贷额度对消费支出分布的因果影响AI 解读

Consumer credit services offered by e-commerce platforms provide customers with convenient loan access during shopping and have the potential to stimulate sales. To understand the causal impact of credit lines on spending, previous studies have employed causal estimators, based on direct regression (DR), inverse propensity weighting (IPW), and double machine learning (DML) to estimate the treatment effect. However, these estimators do not consider the notion that an…

因果中介分析的解耦表示AI 解读

Estimating direct and indirect causal effects from observational data is crucial to understanding the causal mechanisms and predicting the behaviour under different interventions. Causal mediation analysis is a method that is often used to reveal direct and indirect effects. Deep learning shows promise in mediation analysis, but the current methods only assume latent confounders that affect treatment, mediator and outcome simultaneously, and fail to identify different types…

协变量调整回归函数的去偏推断AI 解读

In this article, we study nonparametric inference for a covariate-adjusted regression function. This parameter captures the average association between a continuous exposure and an outcome after adjusting for other covariates. In particular, under certain causal conditions, this parameter corresponds to the average outcome had all units been assigned to a specific exposure level, known as the causal dose-response curve. We propose a debiased local linear estimator of the…

基于结构因果模型的时间序列因果推断及其神经连接组应用AI 解读

Inferring causation from time series data is of scientific interest in different disciplines, particularly in neural connectomics. While different approaches exist in the literature with parametric modeling assumptions, we focus on a non-parametric model for time series satisfying a Markovian structural causal model with stationary distribution and without concurrent effects. We show that the model structure can be used to its advantage to obtain an elegant algorithm for…

亚稳态金融市场AI 解读

Metastability is a phenomenon observed in stochastic systems which stay in a false-equilibrium within a region of its state space until the occurrence of a sequence of rare events that leads to an abrupt transition to a different region. This paper presents financial markets as metastable systems and shows that, under this assumption, financial time series evolve as hidden Markov models. In special, we propose a theory that outlines an explicit causal relation between a…

通过 Softmax 近似对最优动态政策进行推断AI 解读

Estimating optimal dynamic policies from offline data is a fundamental problem in dynamic decision making. In the context of causal inference, the problem is known as estimating the optimal dynamic treatment regime. Even though there exists a plethora of methods for estimation, constructing confidence intervals for the value of the optimal regime and structural parameters associated with it is inherently harder, as it involves non-linear and non-differentiable functionals of…

个体主观凶杀受害概率的更新：风险沟通的“自然实验”AI 解读

We investigate the dynamics of the update of subjective homicide victimization risk after an informational shock by developing two econometric models able to accommodate both optimal decisions of changing prior expectations which enable us to rationalize skeptical Bayesian agents with their disregard to new information. We apply our models to a unique household data (N = 4,030) that consists of socioeconomic and victimization expectation variables in Brazil, coupled with an…

加权平均处理效应中稳健三明治方差估计的保守性评估AI 解读

In causal inference, the Inverse Probability Weighting (IPW) estimator is commonly used to estimate causal effects for estimands within the class of Weighted Average Treatment Effect (WATE). When constructing confidence intervals (CIs), robust sandwich variance estimators are frequently used for practical reasons. Although these estimators are easy to calculate using widely-used statistical software, they often yield narrow CIs for commonly applied estimands, such as the…

减少三期临床试验设计中选择偏差的一类计算方法AI 解读

When designing confirmatory Phase 3 studies, one usually evaluates one or more efficacious and safe treatment option(s) based on data from previous studies. However, several retrospective research articles reported the phenomenon of ``diminished treatment effect in Phase 3'' based on many case studies. Even under basic assumptions, it was shown that the commonly used estimator could substantially overestimate the efficacy of selected group(s). As alternatives, we propose a…

含时变潜在混杂的纵向数据因果推断：工具变量估计AI 解读

Causal inference from longitudinal observational data is a challenging problem due to the difficulty in correctly identifying the time-dependent confounders, especially in the presence of latent time-dependent confounders. Instrumental variable (IV) is a powerful tool for addressing the latent confounders issue, but the traditional IV technique cannot deal with latent time-dependent confounders in longitudinal studies. In this work, we propose a novel Time-dependent…

自愿参与政策干预扩展实施的因果效应估计AI 解读

Evaluations often inform future program implementation decisions. However, the implementation context may differ, sometimes substantially, from the evaluation study context. This difference leads to uncertainty regarding the relevance of evaluation findings to future decisions. Voluntary interventions pose another challenge to generalizability, as we do not know precisely who will volunteer for the intervention in the future. We present a novel approach for estimating target…

统计因果推断中的解释性错误AI 解读

We formalize an interpretational error that is common in statistical causal inference, termed identity slippage. This formalism is used to describe historically-recognized fallacies, and analyse a fast-growing literature in statistics and applied fields. We conducted a systematic review of natural language claims in the literature on stochastic mediation parameters, and documented extensive evidence of identity slippage in applications. This framework for error detection is…

最优因果滤波器有限截段的渐近行为AI 解读

We establish an $L_1$-bound between the coefficients of the optimal causal filter applied to the data-generating process and its finite sample approximation. Here, we assume that the data-generating process is a second-order stationary time series with either short or long memory autocovariances. To derive the $L_1$-bound, we first provide an exact expression for the coefficients of the causal filter and their approximations in terms of the absolute convergent series of the…

函数型工具变量回归及移民对本地工资影响的估计AI 解读

Functional linear regression gets its popularity as a statistical tool to study the relationship between function-valued response and exogenous explanatory variables. However, in practice, it is hard to expect that the explanatory variables of interest are perfectly exogenous, due to, for example, the presence of omitted variables and measurement error. Despite its empirical relevance, it was not until recently that this issue of endogeneity was studied in the literature on…

迈向类人感知：在异构图中学习结构因果模型AI 解读

Heterogeneous graph neural networks have become popular in various domains. However, their generalizability and interpretability are limited due to the discrepancy between their inherent inference flows and human reasoning logic or underlying causal relationships for the learning problem. This study introduces a novel solution, HG-SCM (Heterogeneous Graph as Structural Causal Model). It can mimic the human perception and decision process through two key steps: constructing…