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Discrete Exponential-Family Models for Multivariate Binary Outcomes

多元二元结果的离散指数族模型

Studies that collect multi-outcome data such as tobacco and alcohol use are becoming increasingly common. In principle, multi-outcomes studies investigate the correlations between outcomes, including, causal links and/or joint distributions. Although there are many methods for studying multivariate outcomes, significant limitations regarding scale and interpretation persist. Here we introduce a model based on the exponential-family for discrete binary outcomes that provides…

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Robust Direct Learning for Causal Data Fusion

因果数据融合的稳健直接学习

In the era of big data, the explosive growth of multi-source heterogeneous data offers many exciting challenges and opportunities for improving the inference of conditional average treatment effects. In this paper, we investigate homogeneous and heterogeneous causal data fusion problems under a general setting that allows for the presence of source-specific covariates. We provide a direct learning framework for integrating multi-source data that separates the treatment…

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Can the potential benefit of individualizing treatment be assessed using trial summary statistics alone?

仅凭试验汇总统计能否评估个体化治疗的潜在收益?

Individualizing treatment assignment can improve outcomes for diseases with patient-to-patient variability in comparative treatment effects. When a clinical trial demonstrates that some patients improve on treatment while others do not, it is tempting to assume that treatment effect heterogeneity exists. However, if variability in response is mainly driven by factors other than treatment, investigating the extent to which covariate data can predict differential treatment…

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SBI: A Simulation-Based Test of Identifiability for Bayesian Causal Inference

SBI:贝叶斯因果推断的基于模拟的可识别性检验

A growing family of approaches to causal inference rely on Bayesian formulations of assumptions that go beyond causal graph structure. For example, Bayesian approaches have been developed for analyzing instrumental variable designs, regression discontinuity designs, and within-subjects designs. This paper introduces simulation-based identifiability (SBI), a procedure for testing the identifiability of queries in Bayesian causal inference approaches that are implemented as…

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Nonlinear Causal Discovery via Kernel Anchor Regression

基于核锚回归的非线性因果发现

Learning causal relationships is a fundamental problem in science. Anchor regression has been developed to address this problem for a large class of causal graphical models, though the relationships between the variables are assumed to be linear. In this work, we tackle the nonlinear setting by proposing kernel anchor regression (KAR). Beyond the natural formulation using a classic two-stage least square estimator, we also study an improved variant that involves…

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A comparison of priors for variance parameters in Bayesian basket trials

贝叶斯篮式试验中方差参数先验的比较

Phase II basket trials are popular tools to evaluate efficacy of a new treatment targeting genetic alteration common to a set of different cancer histologies. Efficient designs are obtained by pooling data from the different arms (e.g., cancer histologies) via Bayesian hierarchical modelling, with a variance parameter controlling the strength of shrinkage of each arm treatment effect to the overall treatment effect. One critical aspect of this approach is that prior choice…

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Bias of the additive hazard model in the presence of causal effect heterogeneity

因果效应异质性下加性风险模型的偏差

Hazard ratios are prone to selection bias, compromising their use as causal estimands. On the other hand, the hazard difference has been shown to remain unaffected by the selection of frailty factors over time. Therefore, observed hazard differences can be used as an unbiased estimator for the causal hazard differences in the absence of confounding. However, in the presence of effect (on the hazard) heterogeneity, the hazard difference is also affected by selection. In this…

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The built-in selection bias of hazard ratios formalized

风险比内生选择偏差的形式化分析

It is known that the hazard ratio lacks a useful causal interpretation. Even for data from a randomized controlled trial, the hazard ratio suffers from built-in selection bias as, over time, the individuals at risk in the exposed and unexposed are no longer exchangeable. In this work, we formalize how the observed hazard ratio evolves and deviates from the causal hazard ratio of interest in the presence of heterogeneity of the hazard of unexposed individuals (frailty) and…

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A New Central Limit Theorem for the Augmented IPW Estimator: Variance Inflation, Cross-Fit Covariance and Beyond

增广逆概率加权估计量的新中心极限定理:方差膨胀与交叉拟合协方差

Estimation of the average treatment effect (ATE) is a central problem in causal inference. In recent times, inference for the ATE in the presence of high-dimensional covariates has been extensively studied. Among the diverse approaches that have been proposed, augmented inverse probability weighting (AIPW) with cross-fitting has emerged a popular choice in practice. In this work, we study this cross-fit AIPW estimator under well-specified outcome regression and propensity…

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Estimation and inference for high-dimensional nonparametric additive instrumental-variables regression

高维非参数可加工具变量回归的估计与推断

The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical genomics data from these studies are often high-dimensional. The high-dimensional linear instrumental-variables regression has been considered in the literature due to its simplicity albeit a true nonlinear relationship may exist. We…

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A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity

条件异方差下线性工具变量回归的高功效子向量 Anderson–Rubin 检验

We introduce a new test for a two-sided hypothesis involving a subset of the structural parameter vector in the linear instrumental variables (IVs) model. Guggenberger et al. (2019), GKM19 from now on, introduce a subvector Anderson-Rubin (AR) test with data-dependent critical values that has asymptotic size equal to nominal size for a parameter space that allows for arbitrary strength or weakness of the IVs and has uniformly nonsmaller power than the projected AR test…

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Dynamic Survival Transformers for Causal Inference with Electronic Health Records

用于电子健康记录因果推断的动态生存 Transformer

In medicine, researchers often seek to infer the effects of a given treatment on patients' outcomes. However, the standard methods for causal survival analysis make simplistic assumptions about the data-generating process and cannot capture complex interactions among patient covariates. We introduce the Dynamic Survival Transformer (DynST), a deep survival model that trains on electronic health records (EHRs). Unlike previous transformers used in survival analysis, DynST can…

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Temporally Disentangled Representation Learning

时间解耦的表征学习

Recently in the field of unsupervised representation learning, strong identifiability results for disentanglement of causally-related latent variables have been established by exploiting certain side information, such as class labels, in addition to independence. However, most existing work is constrained by functional form assumptions such as independent sources or further with linear transitions, and distribution assumptions such as stationary, exponential family…

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Rejoinder to discussions on "Instrumental variable estimation of the causal hazard ratio"

对《因果风险比的工具变量估计》讨论的答复

We respond to comments on our paper, titled "Instrumental variable estimation of the causal hazard ratio."

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Introducing causal inference in the energy-efficient building design process

将因果推断引入节能建筑设计过程

"What-if" questions are intuitively generated and commonly asked during the design process. Engineers and architects need to inherently conduct design decisions, progressing from one phase to another. They either use empirical domain experience, simulations, or data-driven methods to acquire consequential feedback. We take an example from an interdisciplinary domain of energy-efficient building design to argue that the current methods for decision support have limitations or…

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Learning Latent Structural Causal Models

潜在结构因果模型的学习

Causal learning has long concerned itself with the accurate recovery of underlying causal mechanisms. Such causal modelling enables better explanations of out-of-distribution data. Prior works on causal learning assume that the high-level causal variables are given. However, in machine learning tasks, one often operates on low-level data like image pixels or high-dimensional vectors. In such settings, the entire Structural Causal Model (SCM) -- structure, parameters,…

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Spatio-temporal Event Studies for Air Quality Assessment under Cross-sectional Dependence

横截面依赖下空气质量评估的时空事件研究

Event Studies (ES) are statistical tools that assess whether a particular event of interest has caused changes in the level of one or more relevant time series. We are interested in ES applied to multivariate time series characterized by high spatial (cross-sectional) and temporal dependence. We pursue two goals. First, we propose to extend the existing taxonomy on ES, mainly deriving from the financial field, by generalizing the underlying statistical concepts and then…

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Causal Inference on Distribution Functions

分布函数结果的因果推断

Understanding causal relationships is one of the most important goals of modern science. So far, the causal inference literature has focused almost exclusively on outcomes coming from the Euclidean space $\mathbb{R}^p$. However, it is increasingly common that complex datasets are best summarized as data points in non-linear spaces. In this paper, we present a novel framework of causal effects for outcomes from the Wasserstein space of cumulative distribution functions, which…

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Exact mediation analysis for ordinal outcome and binary mediator

有序结果与二元中介变量的精确中介分析

With reference to a single mediator context, this brief report presents a model-based strategy to estimate counterfactual direct and indirect effects when the response variable is ordinal and the mediator is binary. Postulating a logistic regression model for the mediator and a cumulative logit model for the outcome, the exact parametric formulation of the causal effects is presented, thereby extending previous work that only contained approximated results. The…

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Covariate adjustment in multi-armed, possibly factorial experiments

多处理臂及析因实验中的协变量调整

Randomized experiments are the gold standard for causal inference, and justify simple comparisons across treatment groups. Regression adjustment provides a convenient way to incorporate covariate information for additional efficiency. This article provides a unified account of its utility for improving estimation efficiency in multi-armed experiments. We start with the commonly used additive and fully interacted models for regression adjustment, and clarify the trade-offs…

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Functional Bayesian Networks for Discovering Causality from Multivariate Functional Data

从多元函数型数据发现因果关系的函数型贝叶斯网络

Multivariate functional data arise in a wide range of applications. One fundamental task is to understand the causal relationships among these functional objects of interest, which has not yet been fully explored. In this article, we develop a novel Bayesian network model for multivariate functional data where the conditional independence and causal structure are both encoded by a directed acyclic graph. Specifically, we allow the functional objects to deviate from Gaussian…

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Bayesian Causal Inference: A Critical Review

贝叶斯因果推断:批判性综述

This paper provides a critical review of the Bayesian perspective of causal inference based on the potential outcomes framework. We review the causal estimands, identification assumptions, the general structure of Bayesian inference of causal effects, and sensitivity analysis. We highlight issues that are unique to Bayesian causal inference, including the role of the propensity score, definition of identifiability, the choice of priors in both low and high dimensional…

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Fast Instrument Learning with Faster Rates

具有更快收敛率的快速工具变量学习

We investigate nonlinear instrumental variable (IV) regression given high-dimensional instruments. We propose a simple algorithm which combines kernelized IV methods and an arbitrary, adaptive regression algorithm, accessed as a black box. Our algorithm enjoys faster-rate convergence and adapts to the dimensionality of informative latent features, while avoiding an expensive minimax optimization procedure, which has been necessary to establish similar guarantees. It further…

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Inference on the Best Policies with Many Covariates

含大量协变量时对最优政策的统计推断

Understanding the impact of the most effective policies or treatments on a response variable of interest is desirable in many empirical works in economics, statistics and other disciplines. Due to the widespread winner's curse phenomenon, conventional statistical inference assuming that the top policies are chosen independent of the random sample may lead to overly optimistic evaluations of the best policies. In recent years, given the increased availability of large…

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