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SurvCaus : Representation Balancing for Survival Causal Inference

SurvCaus:生存因果推断中的表征平衡

Individual Treatment Effects (ITE) estimation methods have risen in popularity in the last years. Most of the time, individual effects are better presented as Conditional Average Treatment Effects (CATE). Recently, representation balancing techniques have gained considerable momentum in causal inference from observational data, still limited to continuous (and binary) outcomes. However, in numerous pathologies, the outcome of interest is a (possibly censored) survival time.…

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Optimal transport for causal discovery

用于因果发现的最优传输方法

To determine causal relationships between two variables, approaches based on Functional Causal Models (FCMs) have been proposed by properly restricting model classes; however, the performance is sensitive to the model assumptions, which makes it difficult to use. In this paper, we provide a novel dynamical-system view of FCMs and propose a new framework for identifying causal direction in the bivariate case. We first show the connection between FCMs and optimal transport,…

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Efficient and flexible causal mediation with time-varying mediators, treatments, and confounders

时变中介、处理与混杂下的高效灵活因果中介分析

Interventional effects have been proposed as a solution to the unidentifiability of natural (in)direct effects under mediator-outcome confounders affected by the exposure. Such confounders are an intrinsic characteristic of studies with time-varying exposures and mediators, yet the generalization of the interventional effect framework to the time-varying case has received little attention in the literature. We present an identification result for interventional effects in a…

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Extending inferences from a cluster randomized trial to a target population

将整群随机试验的因果推断推广至目标总体

We describe methods that extend (generalize or transport) causal inferences from cluster randomized trials to a target population of clusters, under a general nonparametric model that allows for arbitrary within-cluster dependence. We propose doubly robust estimators of potential outcome means in the target population that exploit individual-level data on covariates and outcomes to improve efficiency and are appropriate for use with machine learning methods. We illustrate…

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Posterior Predictive Propensity Scores and $p$-Values

后验预测倾向得分与 p 值

\citet{Rosenbaum83ps} introduced the notion of the propensity score and discussed its central role in causal inference with observational studies. Their paper, however, caused a fundamental incoherence with an early paper by \citet{Rubin78}, which showed that the propensity score does not play any role in the Bayesian analysis of unconfounded observational studies if the priors on the propensity score and outcome models are independent. Despite the serious efforts made in…

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Manifold Principle Component Analysis for Large-Dimensional Matrix Elliptical Factor Model

高维矩阵椭圆因子模型的流形主成分分析

Matrix factor model has been growing popular in scientific fields such as econometrics, which serves as a two-way dimension reduction tool for matrix sequences. In this article, we for the first time propose the matrix elliptical factor model, which can better depict the possible heavy-tailed property of matrix-valued data especially in finance. Manifold Principle Component Analysis (MPCA) is for the first time introduced to estimate the row/column loading spaces. MPCA first…

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Calibration Error for Heterogeneous Treatment Effects

异质性处理效应的校准误差

Recently, many researchers have advanced data-driven methods for modeling heterogeneous treatment effects (HTEs). Even still, estimation of HTEs is a difficult task -- these methods frequently over- or under-estimate the treatment effects, leading to poor calibration of the resulting models. However, while many methods exist for evaluating the calibration of prediction and classification models, formal approaches to assess the calibration of HTE models are limited to the…

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Modelling volume-outcome relationships in health care

医疗服务量与结局关系的建模

Despite the ongoing strong interest in associations between quality of care and the volume of health care providers, a unified statistical framework for analyzing them is missing, and many studies suffer from poor statistical modelling choices. We propose a flexible, additive mixed model for studying volume-outcome associations in health care that takes into account individual patient characteristics as well as provider-specific effects through a multi-level approach. More…

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IID Time Series Testing

时间序列的独立同分布检验

Traditional white noise testing, for example the Ljung-Box test, studies only the autocorrelation function (ACF). Time series can be heteroscedastic and therefore not i.i.d. but still white noise (that is, with zero ACF). An example of heteroscedasticity is financial time series: times of high variance (financial crises) can alternate with times of low variance (calm times). Here, absolute values of time series terms are not white noise. We could test for white noise…

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Learning latent causal relationships in multiple time series

多变量时间序列中的潜在因果关系学习

Identifying the causal structure of systems with multiple dynamic elements is critical to several scientific disciplines. The conventional approach is to conduct statistical tests of causality, for example with Granger Causality, between observed signals that are selected a priori. Here it is posited that, in many systems, the causal relations are embedded in a latent space that is expressed in the observed data as a linear mixture. A technique for blindly identifying the…

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Robust analyses for longitudinal clinical trials with missing and non-normal continuous outcomes

缺失且非正态连续结局的纵向临床试验稳健分析

Missing data is unavoidable in longitudinal clinical trials, and outcomes are not always normally distributed. In the presence of outliers or heavy-tailed distributions, the conventional multiple imputation with the mixed model with repeated measures analysis of the average treatment effect (ATE) based on the multivariate normal assumption may produce bias and power loss. Control-based imputation (CBI) is an approach for evaluating the treatment effect under the assumption…

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Improving Randomization Tests under Interference Based on Power Analysis

基于功效分析改进存在干扰时的随机化检验

In causal inference, we can consider a situation in which treatment on one unit affects others, i.e., interference exists. In the presence of interference, we cannot perform a classical randomization test directly because a null hypothesis is not sharp. Instead, we need to perform the randomization test restricted to a subset of units and assignments that makes the null hypothesis sharp. A previous study constructed a useful testing method, a biclique test, by reducing the…

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TreatmentEstimatoR: a Dashboard for Estimating Treatment Effects from Observational Health Data

TreatmentEstimatoR:观测健康数据处理效应估计仪表板

Observational health data can be leveraged to measure the real-world use and potential benefits or risks of existing medical interventions. However, lack of programming proficiency and advanced knowledge of causal inference methods excludes some clinicians and non-computational researchers from performing such analyses. Code-free dashboard tools provide accessible means to estimate and visualize treatment effects from observational health data. We present TreatmentEstimatoR,…

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Standard and reference-based conditional mean imputation

标准与参照组条件均值插补

Clinical trials with longitudinal outcomes typically include missing data due to missed assessments or structural missingness of outcomes after intercurrent events handled with a hypothetical strategy. Approaches based on Bayesian random multiple imputation and Rubin's rule for pooling results across multiple imputed datasets are increasingly used in order to align the analysis of these trials with the targeted estimand. We propose and justify deterministic conditional mean…

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Sensitivity analysis in longitudinal clinical trials via distributional imputation

通过分布插补开展纵向临床试验敏感性分析

Missing data is inevitable in longitudinal clinical trials. Conventionally, the missing at random assumption is assumed to handle missingness, which however is unverifiable empirically. Thus, sensitivity analysis is critically important to assess the robustness of the study conclusions against untestable assumptions. Toward this end, regulatory agencies often request using imputation models such as return-to-baseline, control-based, and washout imputation. Multiple…

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Random Graph Asymptotics for Treatment Effect Estimation under Network Interference

网络干扰下处理效应估计的随机图渐近理论

The network interference model for causal inference places all experimental units at the vertices of an undirected exposure graph, such that treatment assigned to one unit may affect the outcome of another unit if and only if these two units are connected by an edge. This model has recently gained popularity as means of incorporating interference effects into the Neyman--Rubin potential outcomes framework; and several authors have considered estimation of various causal…

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Bias in multivariable Mendelian randomization studies due to measurement error on exposures

暴露测量误差导致的多变量孟德尔随机化偏倚

Multivariable Mendelian randomization estimates the causal effect of multiple exposures on an outcome, typically using summary statistics of genetic variant associations. However, exposures of interest in Mendelian randomization applications will often be measured with error. The summary statistics will therefore not be of the genetic associations with the exposure, but with the exposure measured with error. Classical measurement error will not bias genetic association…

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Undersmoothing Causal Estimators with Generative Trees

利用生成树对因果估计器进行欠平滑处理

Inferring individualised treatment effects from observational data can unlock the potential for targeted interventions. It is, however, hard to infer these effects from observational data. One major problem that can arise is covariate shift where the data (outcome) conditional distribution remains the same but the covariate (input) distribution changes between the training and test set. In an observational data setting, this problem is materialised in control and treated…

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Distributed Design for Causal Inferences on Big Observational Data

大型观察数据因果推断的分布式研究设计

A fundamental issue in causal inference for Big Observational Data is confounding due to covariate imbalances between treatment groups. This can be addressed by designing the data prior to analysis. Existing design methods, developed for traditional observational studies with single designers, can yield unsatisfactory designs with suboptimum covariate balance for Big Observational Data due to their inability to accommodate the massive dimensionality, heterogeneity, and…

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On the implementation of Approximate Randomization Tests in Linear Models with a Small Number of Clusters

少量聚类线性模型中近似随机化检验的实施

This paper provides a user's guide to the general theory of approximate randomization tests developed in Canay, Romano, and Shaikh (2017) when specialized to linear regressions with clustered data. An important feature of the methodology is that it applies to settings in which the number of clusters is small -- even as small as five. We provide a step-by-step algorithmic description of how to implement the test and construct confidence intervals for the parameter of…

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Spatial modeling of day-within-year temperature time series: an examination of daily maximum temperatures in Aragón, Spain

年内日温度序列的空间建模:西班牙阿拉贡日最高温研究

Acknowledging a considerable literature on modeling daily temperature data, we propose a multi-level spatio-temporal model which introduces several innovations in order to explain the daily maximum temperature in the summer period over 60 years in a region containing Aragón, Spain. The model operates over continuous space but adopts two discrete temporal scales, year and day within year. It captures temporal dependence through autoregression on days within year and also on…

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Modelling hetegeneous treatment effects by quantitle local polynomial decision tree and forest

利用分位点局部多项式决策树与森林建模异质性处理效应

To further develop the statistical inference problem for heterogeneous treatment effects, this paper builds on Breiman's (2001) random forest tree (RFT)and Wager et al.'s (2018) causal tree to parameterize the nonparametric problem using the excellent statistical properties of classical OLS and the division of local linear intervals based on covariate quantile points, while preserving the random forest trees with the advantages of constructible confidence intervals and…

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Bayesian Inference in High-Dimensional Time-Serieswith the Orthogonal Stochastic Linear Mixing Model

基于正交随机线性混合模型的高维时间序列贝叶斯推断

Many modern time-series datasets contain large numbers of output response variables sampled for prolonged periods of time. For example, in neuroscience, the activities of 100s-1000's of neurons are recorded during behaviors and in response to sensory stimuli. Multi-output Gaussian process models leverage the nonparametric nature of Gaussian processes to capture structure across multiple outputs. However, this class of models typically assumes that the correlations between…

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Bayesian Copula Directional Dependence for causal inference on gene expression data

用于基因表达数据因果推断的贝叶斯 Copula 方向依赖

Modelling and understanding directional gene networks is a major challenge in biology as they play an important role in the architecture and function of genetic systems. Copula Directional Dependence (CDD) can measure the directed connectivity among variables without any strict requirements of distributional and linearity assumptions. Furthermore, copulas can achieve that by isolating the dependence structure of a joint distribution. In this work, a novel extension of the…

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