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This study extends the Bayesian nonparametric instrumental variable regression model to determine the structural effects of covariates on the conditional quantile of the response variable. The error distribution is nonparametrically…

Methodology · Statistics 2016-08-30 Genya Kobayashi , Kota Ogasawara

Robins 1997 introduced marginal structural models (MSMs), a general class of counterfactual models for the joint effects of time-varying treatment regimes in complex longitudinal studies subject to time-varying confounding. In his work,…

Methodology · Statistics 2020-07-27 Haben Michael , Yifan Cui , Scott Lorch , Eric Tchetgen Tchetgen

In biomedical research, repeated measurements within each subject are often processed to remove artifacts and unwanted sources of variation. The resulting data are used to construct derived outcomes that act as proxies for scientific…

Methodology · Statistics 2026-02-03 Zihang Wang , Razieh Nabi , Benjamin B. Risk

The inferential models (IM) framework provides prior-free, frequency-calibrated, posterior probabilistic inference. The key is the use of random sets to predict unobservable auxiliary variables connected to the observable data and unknown…

Statistics Theory · Mathematics 2016-01-26 Ryan Martin , Chuanhai Liu

Causal inference quantifies cause-effect relationships by estimating counterfactual parameters from data. This entails using \emph{identification theory} to establish a link between counterfactual parameters of interest and distributions…

Machine Learning · Statistics 2020-04-17 Jaron J. R. Lee , Ilya Shpitser

Clustered competing risks data are commonly encountered in multicenter studies. The analysis of such data is often complicated due to informative cluster size, a situation where the outcomes under study are associated with the size of the…

Methodology · Statistics 2021-04-26 Wenxian Zhou , Giorgos Bakoyannis , Ying Zhang , Constantin T. Yiannoutsos

Two of the principle tasks of causal inference are to define and estimate the effect of a treatment on an outcome of interest. Formally, such treatment effects are defined as a possibly functional summary of the data generating…

Statistics Theory · Mathematics 2023-01-26 Herbert Susmann , Antoine Chambaz

It has become increasingly common nowadays to collect observations of feature and response pairs from different environments. As a consequence, one has to apply learned predictors to data with a different distribution due to distribution…

Methodology · Statistics 2023-10-31 Kang Du , Yu Xiang

We study efficient estimation of an interventional mean associated with a point exposure treatment under a causal graphical model represented by a directed acyclic graph without hidden variables. Under such a model, it may happen that a…

Statistics Theory · Mathematics 2022-12-06 F. Richard Guo , Emilija Perković , Andrea Rotnitzky

Many causal estimands are only partially identifiable since they depend on the unobservable joint distribution between potential outcomes. Stratification on pretreatment covariates can yield sharper bounds; however, unless the covariates…

Econometrics · Economics 2024-11-19 Wenlong Ji , Lihua Lei , Asher Spector

In this article, we propose a class of semiparametric mixture regression models with single-index. We argue that many recently proposed semiparametric/nonparametric mixture regression models can be considered special cases of the proposed…

Methodology · Statistics 2016-10-04 Sijia Xiang , Weixin Yao

In longitudinal studies where units are embedded in space or a social network, interference may arise, meaning that a unit's outcome can depend on treatment histories of others. The presence of interference poses significant challenges for…

Methodology · Statistics 2025-08-26 Ye Wang , Michael Jetsupphasuk

Causal inference concerns not only the average effect of the treatment on the outcome but also the underlying mechanism through an intermediate variable of interest. Principal stratification characterizes such a mechanism by targeting…

Methodology · Statistics 2022-03-29 Zhichao Jiang , Shu Yang , Peng Ding

Graphical causal models led to the development of complete non-parametric identification theory in arbitrary structured systems, and general approaches to efficient inference. Nevertheless, graphical approaches to causal inference have not…

Methodology · Statistics 2021-11-02 AmirEmad Ghassami , Ilya Shpitser

Unmeasured confounding can render identification strategies based on adjustment functionals invalid. We study the "Napkin graph", a causal structure that encapsulates patterns of M-bias, instrumental variables, and the classical back-door…

Methodology · Statistics 2025-12-24 Anna Guo , David Benkeser , Razieh Nabi

Causal inference from observational data is crucial for many disciplines such as medicine and economics. However, sharp bounds for causal effects under relaxations of the unconfoundedness assumption (causal sensitivity analysis) are subject…

Machine Learning · Computer Science 2023-10-17 Dennis Frauen , Valentyn Melnychuk , Stefan Feuerriegel

Nonlinearity and endogeneity are prevalent challenges in causal analysis using observational data. This paper proposes an inference procedure for a nonlinear and endogenous marginal effect function, defined as the derivative of the…

Econometrics · Economics 2024-06-19 Qingliang Fan , Zijian Guo , Ziwei Mei , Cun-Hui Zhang

Recently, Bj{\o}ru et al. proposed a novel divide-and-conquer algorithm for bounding counterfactual probabilities in structural causal models (SCMs). They assumed that the SCMs were learned from purely observational data, leading to an…

Artificial Intelligence · Computer Science 2025-11-19 Anna Rodum Bjøru , Rafael Cabañas , Helge Langseth , Antonio Salmerón

When dealing with time series data, causal inference methods often employ structural vector autoregressive (SVAR) processes to model time-evolving random systems. In this work, we rephrase recursive SVAR processes with possible latent…

Statistics Theory · Mathematics 2024-08-19 Nicolas-Domenic Reiter , Andreas Gerhardus , Jonas Wahl , Jakob Runge

Identification theory for causal effects in causal models associated with hidden variable directed acyclic graphs (DAGs) is well studied. However, the corresponding algorithms are underused due to the complexity of estimating the…

Machine Learning · Statistics 2022-10-17 Rohit Bhattacharya , Razieh Nabi , Ilya Shpitser