论文检索

平衡性与样本量如何影响因果处理效应估计的偏差：一项模拟研究AI 解读

Observational studies are often used to understand relationships between exposures and outcomes. They do not, however, allow conclusions about causal relationships to be drawn unless statistical techniques are used to account for the imbalance of confounders across exposure groups. Propensity score and balance weighting (PSBW) are useful techniques that aim to reduce the imbalances between exposure groups by weighting the groups to look alike on the observed confounders.…

随机试验中的协变量调整：典范链接函数对模型误设的保护AI 解读

Covariate adjustment has the potential to increase power in the analysis of randomised trials, but mis-specification of the adjustment model could cause error. We explore what error is possible when the adjustment model omits a covariate by randomised treatment interaction, in a setting where the covariate is perfectly balanced between randomised treatments. We use mathematical arguments and analyses of single hypothetical data sets. We show that analysis by a generalised…

广义协方差估计量AI 解读

We consider a class of semi-parametric dynamic models with strong white noise errors. This class of processes includes the standard Vector Autoregressive (VAR) model, the nonfundamental structural VAR, the mixed causal-noncausal models, as well as nonlinear dynamic models such as the (multivariate) ARCH-M model. For estimation of processes in this class, we propose the Generalized Covariance (GCov) estimator, which is obtained by minimizing a residual-based multivariate…

双变量时间序列因果性指标：性能比较综述AI 解读

Inferring nonlinear and asymmetric causal relationships between multivariate longitudinal data is a challenging task with wide-ranging application areas including clinical medicine, mathematical biology, economics and environmental research. A number of methods for inferring causal relationships within complex dynamic and stochastic systems have been proposed but there is not a unified consistent definition of causality in this context. We evaluate the performance of ten…

半监督双成分混合模型的矩估计置信区间AI 解读

A mixture of a distribution of responses from untreated patients and a shift of that distribution is a useful model for the responses from a group of treated patients. The mixture model accounts for the fact that not all the patients in the treated group will respond to the treatment and consequently their responses follow the same distribution as the responses from untreated patients. The treatment effect in this context consists of both the fraction of the treated patients…

通过受控疫苗效力与受控风险评估免疫保护相关指标AI 解读

Immune correlates of protection (CoPs) are immunologic biomarkers accepted as a surrogate for an infectious disease clinical endpoint and thus can be used for traditional or provisional vaccine approval. To study CoPs in randomized, placebo-controlled trials, correlates of risk (CoRs) are first assessed in vaccine recipients. This analysis does not assess causation, as a CoR may fail to be a CoP. We propose a causal CoP analysis that estimates the controlled vaccine efficacy…

财务预测、规划与分析中的机器学习：近期进展与陷阱AI 解读

This article is an introduction to machine learning for financial forecasting, planning and analysis (FP\&A). Machine learning appears well suited to support FP\&A with the highly automated extraction of information from large amounts of data. However, because most traditional machine learning techniques focus on forecasting (prediction), we discuss the particular care that must be taken to avoid the pitfalls of using them for planning and resource allocation (causal…

使用causaleffect进行算法化因果效应识别AI 解读

Our evolution as a species made a huge step forward when we understood the relationships between causes and effects. These associations may be trivial for some events, but they are not in complex scenarios. To rigorously prove that some occurrences are caused by others, causal theory and causal inference were formalized, introducing the $do$-operator and its associated rules. The main goal of this report is to review and implement in Python some algorithms to compute…

逆概率加权估计的自适应归一化AI 解读

Inverse probability weighting (IPW) is a general tool in survey sampling and causal inference, used both in Horvitz-Thompson estimators, which normalize by the sample size, and Hájek/self-normalized estimators, which normalize by the sum of the inverse probability weights. In this work we study a family of IPW estimators, first proposed by Trotter and Tukey in the context of Monte Carlo problems, that are normalized by an affine combination of these two terms. We show how…

临床试验中的假想目标量：因果推断与缺失数据方法的统一AI 解读

The ICH E9 addendum introduces the term intercurrent event to refer to events that happen after randomisation and that can either preclude observation of the outcome of interest or affect its interpretation. It proposes five strategies for handling intercurrent events to form an estimand but does not suggest statistical methods for estimation. In this paper we focus on the hypothetical strategy, where the treatment effect is defined under the hypothetical scenario in which…

广义价值函数的统一离策略评估方法AI 解读

General Value Function (GVF) is a powerful tool to represent both the {\em predictive} and {\em retrospective} knowledge in reinforcement learning (RL). In practice, often multiple interrelated GVFs need to be evaluated jointly with pre-collected off-policy samples. In the literature, the gradient temporal difference (GTD) learning method has been adopted to evaluate GVFs in the off-policy setting, but such an approach may suffer from a large estimation error even if the…

合成双重差分AI 解读

We present a new estimator for causal effects with panel data that builds on insights behind the widely used difference in differences and synthetic control methods. Relative to these methods we find, both theoretically and empirically, that this "synthetic difference in differences" estimator has desirable robustness properties, and that it performs well in settings where the conventional estimators are commonly used in practice. We study the asymptotic behavior of the…

高效随机试验设计：使用半参数有效估计量时的功效与样本量计算AI 解读

Trials enroll a large number of subjects in order to attain power, making them expensive and time-consuming. Sample size calculations are often performed with the assumption of an unadjusted analysis, even if the trial analysis plan specifies a more efficient estimator (e.g. ANCOVA). This leads to conservative estimates of required sample sizes and an opportunity for savings. Here we show that a relatively simple formula can be used to estimate the power of any two-arm,…

具有无限阶偏 Copula 依赖的时间序列模型AI 解读

Stationary and ergodic time series can be constructed using an s-vine decomposition based on sets of bivariate copula functions. The extension of such processes to infinite copula sequences is considered and shown to yield a rich class of models that generalizes Gaussian ARMA and ARFIMA processes to allow both non-Gaussian marginal behaviour and a non-Gaussian description of the serial partial dependence structure. Extensions of classical causal and invertible…

内生删失持续时间模型的部分识别与推断AI 解读

This paper studies identification and inference in transformation models with endogenous censoring. Many kinds of duration models, such as the accelerated failure time model, proportional hazard model, and mixed proportional hazard model, can be viewed as transformation models. We allow the censoring of a duration outcome to be arbitrarily correlated with observed covariates and unobserved heterogeneity. We impose no parametric restrictions on either the transformation…

使用支持向量机估计平均处理效应AI 解读

Support vector machine (SVM) is one of the most popular classification algorithms in the machine learning literature. We demonstrate that SVM can be used to balance covariates and estimate average causal effects under the unconfoundedness assumption. Specifically, we adapt the SVM classifier as a kernel-based weighting procedure that minimizes the maximum mean discrepancy between the treatment and control groups while simultaneously maximizing effective sample size. We also…

单条时间序列的自适应序贯试验设计AI 解读

The current work is motivated by the need for robust statistical methods for precision medicine; as such, we address the need for statistical methods that provide actionable inference for a single unit at any point in time. We aim to learn an optimal, unknown choice of the controlled components of the design in order to optimize the expected outcome; with that, we adapt the randomization mechanism for future time-point experiments based on the data collected on the…

用于计量经济学因果分析的条件独立性检验AI 解读

The Y-test is a useful tool for detecting missing confounders in the context of a multivariate regression.However, it is rarely used in practice since it requires identifying multiple conditionally independent instruments, which is often impossible. We propose a heuristic test which relaxes the independence requirement. We then show how to apply this heuristic test on a price-demand and a firm loan-productivity problem. We conclude that the test is informative when the…

分配—控制图：因果推断研究设计的可视化辅助工具AI 解读

An important step for any causal inference study design is understanding the distribution of the treated and control subjects in terms of measured baseline covariates. However, not all baseline variation is equally important. In the observational context, balancing on baseline variation summarized in a propensity score can help reduce bias due to self-selection. In both observational and experimental studies, controlling baseline variation associated with the expected…

BNPqte：用于分位数因果推断的贝叶斯非参数 R 实现AI 解读

In this article, we introduce the BNPqte R package which implements the Bayesian nonparametric approach of Xu, Daniels and Winterstein (2018) for estimating quantile treatment effects in observational studies. This approach provides flexible modeling of the distributions of potential outcomes, so it is capable of capturing a variety of underlying relationships among the outcomes, treatments and confounders and estimating multiple quantile treatment effects simultaneously.…

带自适应推断的在线多臂老虎机AI 解读

During online decision making in Multi-Armed Bandits (MAB), one needs to conduct inference on the true mean reward of each arm based on data collected so far at each step. However, since the arms are adaptively selected--thereby yielding non-iid data--conducting inference accurately is not straightforward. In particular, sample averaging, which is used in the family of UCB and Thompson sampling (TS) algorithms, does not provide a good choice as it suffers from bias and a…

粗粒度结构嵌套均值模型的最优估计：HIV患者启动抗逆转录病毒治疗的应用AI 解读

Coarse structural nested mean models are used to estimate treatment effects from longitudinal observational data. Coarse structural nested mean models lead to a large class of estimators. It turns out that estimates and standard errors may differ considerably within this class. We prove that, under additional assumptions, there exists an explicit solution for the optimal estimator within the class of coarse structural nested mean models. Moreover, we show that even if the…

因果效应的界及其在高维数据中的应用AI 解读

This paper addresses the problem of estimating causal effects when adjustment variables in the back-door or front-door criterion are partially observed. For such scenarios, we derive bounds on the causal effects by solving two non-linear optimization problems, and demonstrate that the bounds are sufficient. Using this optimization method, we propose a framework for dimensionality reduction that allows one to trade bias for estimation power, and demonstrate its performance…

高维非参数因果结构学习AI 解读

The PC and FCI algorithms are popular constraint-based methods for learning the structure of directed acyclic graphs (DAGs) in the absence and presence of latent and selection variables, respectively. These algorithms (and their order-independent variants, PC-stable and FCI-stable) have been shown to be consistent for learning sparse high-dimensional DAGs based on partial correlations. However, inferring conditional independences from partial correlations is valid if the…