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Constructing Confidence Intervals for Infinite-Dimensional Functional Parameters by Highly Adaptive Lasso

利用高度自适应 Lasso 构造无限维函数参数的置信区间

Estimating the conditional mean function is a central task in statistical learning. In this paper, we consider estimation and inference for a nonparametric class of real-valued cadlag functions with bounded sectional variation (Gill et al., 1995), using the Highly Adaptive Lasso (HAL) (van der Laan, 2015; Benkeser and van der Laan, 2016; van der Laan, 2023), a flexible empirical risk minimizer over linear combinations of tensor products of zero- or higher-order spline basis…

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SLOPE and Designing Robust Studies for Generalization

SLOPE:为总体推广设计稳健研究

A popular task in generalization is to learn about a new, target population based on data from an existing, source population. This task relies on conditional exchangeability, which asserts that differences between the source and target populations are fully captured by observable characteristics of the two populations. Unfortunately, this assumption is often untenable in practice due to unobservable differences between the source and target populations. Worse, the…

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Effect Identification and Unit Categorization in the Multi-Score Regression Discontinuity Design with Application to LED Manufacturing

多评分断点设计中的效应识别与个体分类:LED 制造应用

RDD (Regression discontinuity design) is a widely used framework for identifying and estimating causal effects at the cutoff of a single running variable. In practice, however, decision-making often involves multiple thresholds and criteria, especially in production systems. Standard MRD (multi-score RDD) methods address this complexity by reducing the problem to a one-dimensional design. This simplification allows existing approaches to be used to identify and estimate…

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postcard: An R Package for Marginal Effect Estimation with or without Prognostic Score Adjustment

postcard:支持预后评分调整的边际效应估计 R 包

Covariate adjustment is a widely used technique in randomized clinical trials (RCTs) for improving the efficiency of treatment effect estimators. By adjusting for predictive baseline covariates, variance can be reduced, enhancing statistical precision and study power. Rosenblum and van der Laan [2010] use the framework of generalized linear models (GLMs) in a plug-in analysis to show efficiency gains using covariate adjustment for marginal effect estimation. Recently the use…

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Autoregressive models for panel data causal inference with application to state-level opioid policies

面板因果推断中的自回归模型:州级阿片类药物政策应用

Motivated by the study of state opioid policies, we propose a novel approach that uses autoregressive models for causal effect estimation in settings with panel data and staggered treatment adoption. Specifically, we seek to estimate the impact of key opioid-related policies by quantifying the effects of must access prescription drug monitoring programs (PDMPs), naloxone access laws (NALs), and medical marijuana laws on opioid prescribing. Existing methods, such as…

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Identification and Estimation of Joint Potential Outcome Distributions from a Single Study

从单项研究识别与估计潜在结果的联合分布

Most causal inference methods focus on estimating marginal average treatment effects, but many important causal estimands depend on the joint distribution of potential outcomes, including the probability of causation and proportions benefiting from or harmed by treatment. Wu et al (2025) recently established nonparametric identification of this joint distribution for categorical outcomes under binary treatment by leveraging variation across multiple studies. We demonstrate…

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Causal inference of post-transcriptional regulation timelines from long-read sequencing in Arabidopsis thaliana

利用拟南芥长读长测序推断转录后调控时间线

We propose a novel framework for reconstructing the chronology of genetic regulation using causal inference based on Pearl's theory. The approach proceeds in three main stages: causal discovery, causal inference, and chronology construction. We apply it to the ndhB and ndhD genes of the chloroplast in Arabidopsis thaliana, generating four alternative maturation timeline models per gene, each derived from a different causal discovery algorithm (HC, PC, LiNGAM, or NOTEARS).…

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L2-relaxation for Economic Prediction

经济预测中的L2松弛方法

We leverage an ensemble of many regressors, the number of which can exceed the sample size, for economic prediction. An underlying latent factor structure implies a dense regression model with highly correlated covariates. We propose the L2-relaxation method for estimating the regression coefficients and extrapolating the out-of-sample (OOS) outcomes. This framework can be applied to policy evaluation using the panel data approach (PDA), where we further establish inference…

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Constrained Identifiability of Causal Effects

约束条件下因果效应的可识别性

We study the identification of causal effects in the presence of different types of constraints (e.g., logical constraints) in addition to the causal graph. These constraints impose restrictions on the models (parameterizations) induced by the causal graph, reducing the set of models considered by the identifiability problem. We formalize the notion of constrained identifiability, which takes a set of constraints as another input to the classical definition of…

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The Power of Prognosis: Improving Covariate Balance Tests with Outcome Information

预后信息的力量:利用结局信息改进协变量平衡检验

Scholars frequently use covariate balance tests to test the validity of natural experiments and related designs. Unfortunately, when measured covariates are unrelated to potential outcomes, balance is uninformative about key identification conditions. We show that balance tests can then lead to erroneous conclusions. To build stronger tests, researchers should identify covariates that are jointly predictive of potential outcomes; formally measure and report covariate…

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Discovering and Reasoning of Causality in the Hidden World with Large Language Models

借助大语言模型发现隐含变量并开展因果发现与推理

Revealing hidden causal variables alongside the underlying causal mechanisms is essential to the development of science. Despite the progress in the past decades, existing practice in causal discovery (CD) heavily relies on high-quality measured variables, which are usually given by human experts. In fact, the lack of well-defined high-level variables behind unstructured data has been a longstanding roadblock to a broader real-world application of CD. This procedure can…

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Dimension Reduction for Conditional Density Estimation with Applications to High-Dimensional Causal Inference

条件密度估计的降维及其在高维因果推断中的应用

We propose a novel and computationally efficient approach for nonparametric conditional density estimation in high-dimensional settings that achieves dimension reduction without imposing restrictive distributional or functional form assumptions. To uncover the underlying sparsity structure of the data, we develop an innovative conditional dependence measure and a modified cross-validation procedure that enables data-driven variable selection, thereby circumventing the need…

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Denoised IPW-Lasso for Heterogeneous Treatment Effect Estimation in Randomized Experiments

随机实验异质性处理效应估计的去噪IPW-Lasso方法

This paper proposes a new method for estimating conditional average treatment effects (CATE) in randomized experiments. We adopt inverse probability weighting (IPW) for identification; however, IPW-transformed outcomes are known to be noisy, even when true propensity scores are used. To address this issue, we introduce a noise reduction procedure and estimate a linear CATE model using Lasso, achieving both accuracy and interpretability. We theoretically show that denoising…

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Identification and Estimation of Heterogeneous Interference Effects under Unknown Network

未知网络下异质性干扰效应的识别与估计

Interference--in which a unit's outcome is affected by the treatment of other units--poses significant challenges for the identification and estimation of causal effects. Most existing methods for estimating interference effects assume that the interference networks are known. In many practical settings, this assumption is unrealistic as such networks are typically latent. To address this challenge, we propose a novel framework for identifying and estimating heterogeneous…

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A burn-in(g) question: How long should an initial equal randomization stage be before Bayesian response-adaptive randomization?

贝叶斯响应自适应随机化之前的等概率随机分配阶段应多长?

Response-adaptive randomization (RAR) can increase participant benefit in clinical trials, but also complicates statistical analysis. The burn-in period (a non-adaptive initial stage) is commonly used to mitigate this disadvantage, yet guidance on its optimal duration is scarce. To address this critical gap, this paper introduces an exact evaluation approach to investigate how the burn-in length impacts statistical operating characteristics of two-arm binary Bayesian RAR…

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Predictive posteriors under hidden confounding

隐藏混杂下的预测后验

Predicting outcomes in external domains is challenging due to hidden confounders that potentially influence both predictors and outcomes. Well-established methods frequently rely on stringent assumptions, explicit knowledge about the distribution shift across domains, or bias-inducing regularization schemes to enhance generalization. While recent developments in point prediction under hidden confounding attempt to mitigate these shortcomings, they generally do not provide…

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A Unified Framework for Spatial and Temporal Treatment Effect Boundaries: Theory and Identification

空间与时间处理效应边界的统一框架:理论与识别

This paper develops a unified theoretical framework for detecting and estimating boundaries in treatment effects across both spatial and temporal dimensions. We formalize the concept of treatment effect boundaries as structural parameters characterizing regime transitions where causal effects cease to operate. Building on reaction-diffusion models of information propagation, we establish conditions under which spatial and temporal boundaries share common dynamics governed by…

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Estimating Continuous Treatment Effects in Panel Data using Machine Learning with a Climate Application

利用机器学习估计面板数据连续处理效应:气候应用

Economists often estimate continuous treatment effects in panel data using linear two-way fixed effects models (TWFE). When the treatment-outcome relationship is nonlinear, TWFE is misspecifed and potentially biased for the average partial derivative (APD). We develop an automatic double/de-biased machine learning (ADML) estimator that is consistent for the population APD while allowing additive unit fixed effects, nonlinearities, and high dimensional heterogeneity. We prove…

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Statistical methods: Basic concepts, interpretations, and cautions

统计方法:基本概念、解释与注意事项

The study of associations and their causal explanations is a central research activity whose methodology varies tremendously across fields. Even within specialized subfields, comparisons across textbooks and journals reveals that the basics are subject to considerable variation and controversy. This variation is often obscured by the singular viewpoints presented within textbooks and journal guidelines, which may be deceptively written as if the norms they adopt are…

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PrivATE: Differentially Private Confidence Intervals for Average Treatment Effects

PrivATE:平均处理效应的差分隐私置信区间

The average treatment effect (ATE) is widely used to evaluate the effectiveness of drugs and other medical interventions. In safety-critical applications like medicine, reliable inferences about the ATE typically require valid uncertainty quantification, such as through confidence intervals (CIs). However, estimating treatment effects in these settings often involves sensitive data that must be kept private. In this work, we present PrivATE, a novel machine learning…

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Boundary estimation in the regression-discontinuity design: Evidence for a merit- and need-based financial aid program

断点回归的边界估计:基于成绩与经济需要的助学项目证据

In the conventional regression-discontinuity (RD) design, the probability that units receive a treatment changes discontinuously as a function of one covariate exceeding a threshold or cutoff point. This paper studies an extended RD design where assignment rules simultaneously involve two or more continuous covariates. We show that assignment rules with more than one variable allow the estimation of a more comprehensive set of treatment effects, relaxing in a research-driven…

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Sensitivity Analysis for Causal ML: A Use Case at Booking.com

因果机器学习的敏感性分析:Booking.com 应用示例

Causal Machine Learning has emerged as a powerful tool for flexibly estimating causal effects from observational data in both industry and academia. However, causal inference from observational data relies on untestable assumptions about the data-generating process, such as the absence of unobserved confounders. When these assumptions are violated, causal effect estimates may become biased, undermining the validity of research findings. In these contexts, sensitivity…

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Sensitivity Analysis for Treatment Effects in Difference-in-Differences Models using Riesz Representation

利用 Riesz 表示开展双重差分处理效应敏感性分析

Difference-in-differences (DiD) is one of the most popular approaches for empirical research in economics, political science, and beyond. Identification in these models is based on the conditional parallel trends assumption: In the absence of treatment, the average outcome of the treated and untreated group are assumed to evolve in parallel over time, conditional on pre-treatment covariates. We introduce a novel approach to sensitivity analysis for DiD models that assesses…

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A Design-based Solution for Causal Inference with Text: Can a Language Model Be Too Large?

文本因果推断的设计式方案:语言模型会不会过大?

Many social science questions ask how linguistic properties causally affect an audience's attitudes and behaviors. Because text properties are often interlinked (e.g., angry reviews use profane language), we must control for possible latent confounding to isolate causal effects. Recent literature proposes adapting large language models (LLMs) to learn latent representations of text that successfully predict both treatment and the outcome. However, because the treatment is a…

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