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Targeted learning of heterogeneous treatment effect curves for right censored or left truncated time-to-event data

右删失或左截断生存数据中异质处理效应曲线的目标学习

In recent years, there has been growing interest in causal machine learning estimators for quantifying subject-specific effects of a binary treatment on time-to-event outcomes. Estimation approaches have been proposed which attenuate the inherent regularisation bias in machine learning predictions, with each of these estimators addressing measured confounding, right censoring, and in some cases, left truncation. However, the existing approaches are found to exhibit…

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The relative value of interventional and observational samples in Bayesian Causal Linear Gaussian Models

贝叶斯线性高斯因果模型中干预与观测样本的相对价值

We investigate the asymptotic properties of Bayesian bivariate causal discovery for Gaussian Linear Structural Equation Models (SEMs) with heteroscedastic noise. We demonstrate that with purely observational data, the posterior distribution over the models fails to consistently identify the true causal structure - a consequence of the fundamental non-identifiability within the Markov Equivalence Class. Specifically, if the true generating mechanism corresponds to a connected…

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Complete Causal Identification from Ancestral Graphs under Selection Bias

选择偏差下祖先图的完备因果识别

Many causal discovery algorithms, including the celebrated FCI algorithm, output a Partial Ancestral Graph (PAG). PAGs serve as an abstract graphical representation of the underlying causal structure, modeled by directed acyclic graphs with latent and selection variables. This paper develops a characterization of the set of extended-type conditional independence relations that are invariant across all causal models represented by a PAG. This theory allows us to formulate a…

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Randomization Inference For the Always-Reporter Average Treatment Effect

始终报告者平均处理效应的随机化推断

This article studies randomization inference for treatment effects in randomized controlled trials with attrition, where outcomes are observed for only a subset of units. We assume monotonicity in reporting behavior as in \cite{lee2009training} and focus on the average treatment effect for always-reporters (AR-ATE), defined as units whose outcomes are observed under both treatment and control. Because always-reporter status is only partially revealed by observed assignment…

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Randomization Inference in Two-Sided Market Experiments

双边市场实验中的随机化推断

Randomized experiments are increasingly employed in two-sided markets, such as buyer--seller platforms, to evaluate the effects of marketplace interventions. These experiments must reflect the underlying two-sided market structure in their design and can therefore be challenging to analyze. In this paper, we develop a randomization inference framework for outcomes from two-sided experiments, with a focus on testing and inference for two-sided spillover effects. Our approach…

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Causal Network Discovery from Interventional Count Data with Latent Linear DAGs

潜在线性 DAG 下干预计数数据的因果网络发现

The increasing availability of interventional data offers new opportunities for causal discovery, with gene perturbation studies providing a prominent example. Such data are typically count-valued and subject to substantial measurement error arising from technical variability and latent state heterogeneity. Motivated by these challenges, we study identification and estimation in latent linear structural causal models for interventional count data. We propose a latent linear…

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On the Efficiency of Highly Stratified Experiments

高度分层实验的效率

This paper studies the use of highly stratified designs for the efficient estimation of a large class of treatment effect parameters that arise in the analysis of experiments. By a "highly stratified" design, we mean experiments in which units are divided into blocks of a fixed size and a proportion within each block is assigned to a binary treatment uniformly at random. The class of parameters considered are those that can be expressed as the solution to a set of moment…

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Beyond identifiability: Learning causal representations with few environments and finite samples

超越可识别性:少量环境与有限样本下的因果表示学习

We provide explicit, finite-sample guarantees for learning causal representations from data with a sublinear number of environments. Causal representation learning seeks to provide a rigourous foundation for the general representation learning problem by bridging causal models with latent factor models in order to learn interpretable representations with causal semantics. Despite a blossoming theory of identifiability in causal representation learning, estimation and…

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Multiply-robust Estimator of Cumulative Incidence Function Difference for Right-Censored Competing Risks Data

右删失竞争风险数据中累积发生函数差的多重稳健估计

In causal inference, estimating the average treatment effect is a central objective, and in the context of competing risks data, this effect can be quantified by the cause-specific cumulative incidence function (CIF) difference. While doubly robust estimators give a more robust way to estimate the causal effect from the observational study, they remain inconsistent if both models are misspecified. To improve the robustness, we develop a multiply robust estimator for the…

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Optimization-centric cutting feedback for semiparametric models

半参数模型中以优化为中心的反馈切断方法

Complex statistical models are often built by combining multiple submodels, called modules. Here we consider modular inference where the modules contain both parametric and nonparametric components. In such cases, standard Bayesian inference can be highly sensitive to misspecification in any module, and influential prior specifications for the nonparametric components can compromise inference for the parametric components, and vice versa. We propose a novel…

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Spatial vertical regression for spatial panel data: Evaluating the effect of the Florentine tramway's first line on commercial vitality

空间面板数据的空间纵向回归:佛罗伦萨首条电车线对商业活力的影响

Synthetic control methods are commonly used in panel data settings to evaluate the effect of an intervention. In many of these cases, the treated and control units correspond to spatial units such as regions or neighborhoods. Our approach addresses the challenge of understanding how an intervention applied at specific locations influences the surrounding area. Traditional synthetic control applications may struggle with defining the effective area of impact, the extent of…

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Discrete Causal Representation Learning

离散因果表示学习

Causal representation learning seeks to uncover causal relationships among high-level latent variables from low-level, entangled, and noisy observations. Existing approaches often either rely on deep neural networks, which lack interpretability and formal guarantees, or impose restrictive assumptions like linearity, continuous-only observations, and strong structural priors. These limitations particularly challenge applications with a large number of discrete latent…

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Bayesian Propensity Score-Augmented Latent Factor Models for Causal Inference with Time-Series Cross-Sectional Data

用于时间序列截面数据因果推断的贝叶斯倾向得分增强潜因子模型

We propose a Bayesian propensity score-augmented latent factor model for causal inference with time-series cross-sectional data. The framework explicitly models the treatment assignment mechanism by incorporating latent factor loadings, while the outcome model flexibly incorporates the propensity score, for example through stratification. Relative to existing approaches, the proposed method provides greater flexibility and captures additional heterogeneity across…

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Interpretable Causal Graphical Models for Equilibrium Systems with Confounding

存在混杂的均衡系统:可解释因果图模型

In applications, quantities of interest are often modelled in equilibrium or an equilibrium solution is sought. The presence of confounding makes causal inference in this setting challenging. We provide interpretable graphical models for equilibrium systems with confounding using anterial graphs (Lauritzen and Sadeghi, 2018), a class of graphs containing directed acyclic graphs, ancestral graphs, and chain graphs. In this setting, we provide valid graphical representations…

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Robust Matrix Estimation with Side Information

利用辅助信息的稳健矩阵估计

We introduce a flexible framework for high-dimensional matrix estimation to incorporate side information for both rows and columns. Existing approaches, such as inductive matrix completion, often impose restrictive structure-for example, an exact low-rank covariate interaction term, linear covariate effects, and limited ability to exploit components explained only by one side (row or column) or by neither-and frequently omit an explicit noise component. To address these…

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Causal Discovery on Dependent Mixed Data with Applications to Gene Regulatory Network Inference

相依混合数据的因果发现及其在基因调控网络推断中的应用

Causal discovery aims to infer causal relationships among variables from observational data, typically represented by a directed acyclic graph (DAG). Most existing methods assume independent and identically distributed observations, an assumption often violated in modern applications. In addition, many datasets contain a mixture of continuous and discrete variables, which further complicates causal modeling when dependence across samples is present. To address these…

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Identification and Bayesian Inference for Synthetic Control Methods with Spillover Effects

存在溢出效应的合成控制方法:识别与贝叶斯推断

The synthetic control method (SCM) is widely used for causal inference with panel data, particularly when the number of treated units is small. It relies on the stable unit treatment value assumption (SUTVA), ruling out spillover effects. However, interventions often affect not only treated but also untreated units. This study proposes a novel panel data method that extends standard SCM to account for spillovers and estimate both treatment and spillover effects. The approach…

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Discovering Causal Relationships Between Time Series With Spatial Structure

发现具有空间结构的时间序列之间的因果关系

Causal discovery is the subfield of causal inference concerned with estimating the structure of cause-and-effect relationships in a system of interrelated variables, as opposed to quantifying the strength or describing the form of causal effects. As interest in causal discovery builds in fields such as ecology, public health, and environmental sciences where data are regularly collected with spatial and temporal structures, approaches must evolve to manage autocorrelation…

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Bayesian Nonparametrics for Principal Stratification with Continuous Post-Treatment Variables

连续处理后变量主层分析的贝叶斯非参数方法

Principal stratification provides a causal inference framework for investigating treatment effects in the presence of a post-treatment variable. Principal strata play a key role in characterizing the treatment effect by identifying groups of units with the same or similar values for the potential post-treatment variable at all treatment levels. The literature has focused mainly on binary post-treatment variables. Few papers considered continuous post-treatment variables. In…

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Identification and estimation of causal mechanisms in cluster-randomized trials with post-treatment confounding using Bayesian nonparametrics

处理后混杂下集群随机试验因果机制的贝叶斯非参数识别与估计

Causal mediation analysis in cluster-randomized trials (CRTs) is essential for explaining how cluster-level interventions affect individual outcomes, yet it is complicated by interference, post-treatment confounding, and hierarchical covariate adjustment. We develop a Bayesian nonparametric framework that simultaneously accommodates interference and a post-treatment confounder that precedes the mediator. Identification is achieved through a multivariate Gaussian copula that…

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Tail-Calibrated Estimation of Extreme Quantile Treatment Effects

极端分位数处理效应的尾部校准估计

Extreme quantile treatment effects (eQTEs) measure the causal impact of a treatment on the tails of an outcome distribution and are central for studying rare, high-impact events. Standard QTE methods often fail in extreme regimes due to data sparsity, while existing eQTE methods rely on restrictive tail assumptions or on interior-quantile theory. We propose the Tail-Calibrated Inverse Estimating Equation (TIEE) framework, which combines information across quantile levels and…

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Granger Causality in Expectiles: an M-vine copula test

期望分位数中的格兰杰因果:M-vine Copula 检验

A model-free measure of Granger causality in expectiles is proposed, generalizing the traditional mean-based measure to arbitrary positions of the conditional distribution. Expectiles are the only law-invariant risk measures that are both coherent and elicitable, making them particularly well-suited for studying distributional Granger causality where risk quantification and forecast evaluation are both relevant. Based on this measure, a test is developed using M-vine copula…

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On the inclusion of non-concurrent controls in platform trials with an interim analysis

含期中分析的平台试验如何纳入非同期对照

The analysis of platform trials can be enhanced by utilizing non-concurrent controls. Since including this data might also introduce bias in the treatment effect estimators if time trends are present, methods for incorporating non-concurrent controls adjusting for time have been proposed. However, so far their behavior has not been systematically investigated in platform trials that include interim analyses. To evaluate the impact of an interim analysis in trials utilizing…

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Bayesian variable selection in sample selection models using spike-and-slab priors

样本选择模型中的贝叶斯变量选择:spike-and-slab 先验

Sample selection models are a widely used approach for correcting bias caused by data that are missing not at random. Their formulation requires specifying the variables that influence the outcome and those that drive the selection process. This specification is often based on expert knowledge, which can result in the inclusion of irrelevant variables or the omission of important ones. Moreover, to avoid inferential problems such as practical non-identifiability,…

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