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Robust Inference for Causal Mediation Analysis of Recurrent Event Data

重复事件数据因果中介分析的稳健推断

Recurrent events, including cardiovascular events, are commonly observed in biomedical studies. Researchers must understand the effects of various treatments on recurrent events and investigate the underlying mediation mechanisms by which treatments may reduce the frequency of recurrent events are crucial. Although causal inference methods for recurrent event data have been proposed, they cannot be used to assess mediation. This study proposed a novel methodology of causal…

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Treatment Effect Quantiles in Stratified Randomized Experiments and Matched Observational Studies

分层随机实验与匹配观测研究中的个体处理效应分位数

Evaluating the treatment effects has become an important topic for many applications. However, most existing literature focuses mainly on the average treatment effects. When the individual effects are heavy-tailed or have outlier values, not only may the average effect not be appropriate for summarizing the treatment effects, but also the conventional inference for it can be sensitive and possibly invalid due to poor large-sample approximations. In this paper we focus on…

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Proximal Causal Learning of Conditional Average Treatment Effects

条件平均处理效应的近端因果学习

Efficiently and flexibly estimating treatment effect heterogeneity is an important task in a wide variety of settings ranging from medicine to marketing, and there are a considerable number of promising conditional average treatment effect estimators currently available. These, however, typically rely on the assumption that the measured covariates are enough to justify conditional exchangeability. We propose the P-learner, motivated by the R- and DR-learner, a tailored…

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A tutorial for using propensity score weighting for moderation analysis: an application to smoking disparities among sexual minority adults

利用倾向得分加权进行调节效应分析:性少数成年人吸烟差异的应用教程

Objective. To provide step-by-step guidance and STATA and R code for using propensity score (PS) weighting to estimate moderation effects. Research Design. Tutorial illustrating the key steps for estimating and testing moderation using observational data. Steps include (1) examining covariate overlap across treatment groups within levels of the moderator, (2) estimating the PS weights, (3) evaluating whether PS weights improved covariate balance, (4) estimating moderated…

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Off-Policy Evaluation in Partially Observed Markov Decision Processes under Sequential Ignorability

序贯可忽略性下部分可观测马尔可夫决策过程的离策略评估

We consider off-policy evaluation of dynamic treatment rules under sequential ignorability, given an assumption that the underlying system can be modeled as a partially observed Markov decision process (POMDP). We propose an estimator, partial history importance weighting, and show that it can consistently estimate the stationary mean rewards of a target policy given long enough draws from the behavior policy. We provide an upper bound on its error that decays polynomially…

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SECRETS: Subject-Efficient Clinical Randomized Controlled Trials using Synthetic Intervention

SECRETS:利用合成干预提高随机临床试验的受试者效率

The randomized controlled trial (RCT) is the gold standard for estimating the average treatment effect (ATE) of a medical intervention but requires 100s-1000s of subjects, making it expensive and difficult to implement. While a cross-over trial can reduce sample size requirements by measuring the treatment effect per individual, it is only applicable to chronic conditions and interventions whose effects dissipate rapidly. Another approach is to replace or augment data…

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Treatment Effect Estimation with Efficient Data Aggregation

通过高效数据聚合估计处理效应

Data aggregation, also known as meta analysis, is widely used to combine knowledge on parameters shared in common (e.g., average treatment effect) between multiple studies. In this paper, we introduce an attractive data aggregation scheme that pools summary statistics from various existing studies. Our scheme informs the design of new validation studies and yields us unbiased estimators for the shared parameters. In our setup, each existing study applies a LASSO regression…

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A Bayesian Non-parametric Approach for Causal Mediation with a Post-treatment Confounder

存在处理后混杂变量时因果中介分析的贝叶斯非参数方法

We propose a new Bayesian non-parametric (BNP) method for estimating the causal effects of mediation in the presence of a post-treatment confounder. We specify an enriched Dirichlet process mixture (EDPM) to model the joint distribution of the observed data (outcome, mediator, post-treatment confounders, treatment, and baseline confounders). The proposed BNP model allows more confounder-based clusters than clusters for the outcome and mediator. For identifiability, we use…

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Higher-Order Interactions and Their Duals Reveal Synergy and Logical Dependence beyond Shannon-Information

高阶交互及其对偶:揭示超越香农信息的协同与逻辑依赖

Information-theoretic quantities reveal dependencies among variables in the structure of joint, marginal, and conditional entropies, but leave some fundamentally different systems indistinguishable. Furthermore, there is no consensus on how to construct and interpret a higher-order generalisation of mutual information (MI). In this manuscript, we show that a recently proposed model-free definition of higher-order interactions amongst binary variables (MFIs), like mutual…

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Wasserstein distance bounds on the normal approximation of empirical autocovariances and cross-covariances under non-stationarity and stationarity

非平稳与平稳情形下经验自协方差和互协方差正态近似的 Wasserstein 距离界

The autocovariance and cross-covariance functions naturally appear in many time series procedures (e.g., autoregression or prediction). Under assumptions, empirical versions of the autocovariance and cross-covariance are asymptotically normal with covariance structure depending on the second and fourth order spectra. Under non-restrictive assumptions, we derive a bound for the Wasserstein distance of the finite sample distribution of the estimator of the autocovariance and…

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Bayesian Nonparametric Common Atoms Regression for Generating Synthetic Controls in Clinical Trials

用于构建临床试验合成对照组的贝叶斯非参数共同原子回归

The availability of electronic health records (EHR) has opened opportunities to supplement increasingly expensive and difficult to carry out randomized controlled trials (RCT) with evidence from readily available real world data. In this paper, we use EHR data to construct synthetic control arms for treatment-only single arm trials. We propose a novel nonparametric Bayesian common atoms mixture model that allows us to find equivalent population strata in the EHR and the…

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Causal Discovery with Stage Variables for Health Time Series

利用阶段变量发现健康时间序列中的因果关系

Using observational data to learn causal relationships is essential when randomized experiments are not possible, such as in healthcare. Discovering causal relationships in time-series health data is even more challenging when relationships change over the course of a disease, such as medications that are most effective early on or for individuals with severe disease. Stage variables such as weeks of pregnancy, disease stages, or biomarkers like HbA1c, can influence what…

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Controlling for Latent Confounding with Triple Proxies

利用三重代理变量控制潜在混杂

We present new results for nonparametric identification of causal effects using noisy proxies for unobserved confounders. Our approach builds on the results of \citet{Hu2008} who tackle the problem of general measurement error. We call this the `triple proxy' approach because it requires three proxies that are jointly independent conditional on unobservables. We consider three different choices for the third proxy: it may be an outcome, a vector of treatments, or a…

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Correcting for Interference in Experiments: A Case Study at Douyin

校正实验中的干扰:抖音案例研究

Interference is a ubiquitous problem in experiments conducted on two-sided content marketplaces, such as Douyin (China's analog of TikTok). In many cases, creators are the natural unit of experimentation, but creators interfere with each other through competition for viewers' limited time and attention. "Naive" estimators currently used in practice simply ignore the interference, but in doing so incur bias on the order of the treatment effect. We formalize the problem of…

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Efficient estimation of weighted cumulative treatment effects by double/debiased machine learning

用双重/去偏机器学习有效估计加权累积治疗效应

In empirical studies with time-to-event outcomes, investigators often leverage observational data to conduct causal inference on the effect of exposure when randomized controlled trial data is unavailable. Model misspecification and lack of overlap are common issues in observational studies, and they often lead to inconsistent and inefficient estimators of the average treatment effect. Estimators targeting overlap weighted effects have been proposed to address the challenge…

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On the pitfalls of Gaussian likelihood scoring for causal discovery

高斯似然评分用于因果发现的陷阱

We consider likelihood score-based methods for causal discovery in structural causal models. In particular, we focus on Gaussian scoring and analyze the effect of model misspecification in terms of non-Gaussian error distribution. We present a surprising negative result for Gaussian likelihood scoring in combination with nonparametric regression methods.

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Defining and Estimating Effects in Cluster Randomized Trials: A Methods Comparison

整群随机试验中的效应定义与估计:方法比较

Across research disciplines, cluster randomized trials (CRTs) are commonly implemented to evaluate interventions delivered to groups of participants, such as communities and clinics. Despite advances in the design and analysis of CRTs, several challenges remain. First, there are many possible ways to specify the causal effect of interest (e.g., at the individual-level or at the cluster-level). Second, the theoretical and practical performance of common methods for CRT…

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Validation of massively-parallel adaptive testing using dynamic control matching

利用动态对照匹配验证大规模并行自适应测试

A/B testing is a widely-used paradigm within marketing optimization because it promises identification of causal effects and because it is implemented out of the box in most messaging delivery software platforms. Modern businesses, however, often run many A/B/n tests at the same time and in parallel, and package many content variations into the same messages, not all of which are part of an explicit test. Whether as the result of many teams testing at the same time, or as…

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Propensity score regression for causal inference with treatment heterogeneity

用于异质性治疗效应因果推断的倾向得分回归

Understanding how treatment effects vary on individual characteristics is critical in the contexts of personalized medicine, personalized advertising and policy design. When the characteristics are of practical interest are only a subset of full covariate, non-parametric estimation is often desirable; but few methods are available due to the computational difficult. Existing non-parametric methods such as the inverse probability weighting methods have limitations that hinder…

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Leveraging covariate adjustments at scale in online A/B testing

大规模在线A/B测试中的协变量调整

Companies offering web services routinely run randomized online experiments to estimate the causal impact associated with the adoption of new features and policies on key performance metrics of interest. These experiments are used to estimate a variety of effects: the increase in click rate due to the repositioning of a banner, the impact on subscription rate as a consequence of a discount or special offer, etc. In these settings, even effects whose sizes are very small can…

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The Letter Pi : Bayesian interpretation of p-values, Reproducibility and Considerations for Replication in the Generalized Linear Model

Pi值:广义线性模型中p值的贝叶斯解释与研究复现

Significance testing based on p-values has been implicated in the reproducibility crisis in scientific research, with one of the proposals being to eliminate them in favor of Bayesian analyses. Defenders of the p-values have countered that it is the improper use and errors in interpretation, rather than the p-values themselves that are to blame. Similar exchanges about the role of p-values have occurred with some regularity every 10 to 15 years since their formal…

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Mixed-Response State-Space Model for Analyzing Multi-Dimensional Digital Phenotypes

分析多维数字表型的混合响应状态空间模型

Digital technologies (e.g., mobile phones) can be used to obtain objective, frequent, and real-world digital phenotypes from individuals. However, modeling these data poses substantial challenges since observational data are subject to confounding and various sources of variabilities. For example, signals on patients' underlying health status and treatment effects are mixed with variation due to the living environment and measurement noises. The digital phenotype data thus…

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Frameworks for Estimating Causal Effects in Observational Settings: Comparing Confounder Adjustment and Instrumental Variables

观察性研究中的因果效应估计框架:混杂调整与工具变量比较

To estimate causal effects, analysts performing observational studies in health settings utilize several strategies to mitigate bias due to confounding by indication. There are two broad classes of approaches for these purposes: use of confounders and instrumental variables (IVs). Because such approaches are largely characterized by untestable assumptions, analysts must operate under an indefinite paradigm that these methods will work imperfectly. In this tutorial, we…

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A Bayesian Joint Model for Compositional Mediation Effect Selection in Microbiome Data

微生物组数据中组成型中介效应选择的贝叶斯联合模型

Analyzing multivariate count data generated by high-throughput sequencing technology in microbiome research studies is challenging due to the high-dimensional and compositional structure of the data and overdispersion. In practice, researchers are often interested in investigating how the microbiome may mediate the relation between an assigned treatment and an observed phenotypic response. Existing approaches designed for compositional mediation analysis are unable to…

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