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Instrumental variable (IV) is a powerful approach to inferring the causal effect of a treatment on an outcome of interest from observational data even when there exist latent confounders between the treatment and the outcome. However,…

Artificial Intelligence · Computer Science 2022-06-07 Debo Cheng , Jiuyong Li , Lin Liu , Kui Yu , Thuc Duy Lee , Jixue Liu

This paper studies the challenging problem of estimating causal effects from observational data, in the presence of unobserved confounders. The two-stage least square (TSLS) method and its variants with a standard instrumental variable (IV)…

Machine Learning · Computer Science 2023-10-04 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Jixue Liu , Thuc Duy Le

This paper frames causal structure estimation as a machine learning task. The idea is to treat indicators of causal relationships between variables as `labels' and to exploit available data on the variables of interest to provide features…

Machine Learning · Statistics 2019-10-17 Steven M. Hill , Chris. J. Oates , Duncan A. Blythe , Sach Mukherjee

Learning a causal effect from observational data is not straightforward, as this is not possible without further assumptions. If hidden common causes between treatment $X$ and outcome $Y$ cannot be blocked by other measurements, one…

Machine Learning · Statistics 2015-11-10 Ricardo Silva , Shohei Shimizu

Randomized experiments have long been the gold standard for scientists seeking to learn about cause and effect. When randomized experiments are infeasible, scientists often resort to observational studies, which are widely available and…

Methodology · Statistics 2026-04-13 Bohan Wu , Sebastian Salazar , Donald P. Green , David M. Blei

To estimate causal effects, analysts performing observational studies in health settings utilize several strategies to mitigate bias due to confounding by indication. There are two broad classes of approaches for these purposes: use of…

Methodology · Statistics 2023-05-01 Roy S. Zawadzki , Joshua D. Grill , Daniel L. Gillen

Instrumental Variable (IV) provides a source of treatment randomization that is conditionally independent of the outcomes, responding to the challenges of counterfactual and confounding biases. In finance, IV construction typically relies…

General Economics · Economics 2024-11-27 Ying Chen , Ziwei Xu , Kotaro Inoue , Ryutaro Ichise

Instrumental variables (IVs) are a popular and powerful tool for estimating causal effects in the presence of unobserved confounding. However, classical approaches rely on strong assumptions such as the $\textit{exclusion criterion}$, which…

Mediation analysis is a strategy for understanding the mechanisms by which treatments or interventions affect later outcomes. Mediation analysis is frequently applied in randomized trial settings, but typically assumes: a) that randomized…

Methodology · Statistics 2021-12-30 Kara E. Rudolph , Nicholas Williams , Ivan Diaz

We consider causal models with two observed variables and one latent variables, each variable being discrete, with the goal of characterizing the possible distributions on outcomes that can result from controlling one of the observed…

Information Theory · Computer Science 2021-03-05 Kevin Shu

Instrumental variables (IV) are often used to identify causal effects in observational settings and experiments subject to non-compliance. Under canonical assumptions, IVs allow us to identify a so-called local average treatment effect…

Econometrics · Economics 2025-09-03 Luca Locher , Mats J. Stensrud , Aaron L. Sarvet

It is evidence that representation learning can improve model's performance over multiple downstream tasks in many real-world scenarios, such as image classification and recommender systems. Existing learning approaches rely on establishing…

Machine Learning · Computer Science 2022-02-18 Mengyue Yang , Xinyu Cai , Furui Liu , Xu Chen , Zhitang Chen , Jianye Hao , Jun Wang

In causal inference, it is common to estimate the causal effect of a single treatment variable on an outcome. However, practitioners may also be interested in the effect of simultaneous interventions on multiple covariates of a fixed target…

Methodology · Statistics 2022-11-24 Jaime Roquero Gimenez , Dominik Rothenhäusler

Inverse reinforcement learning methods aim to retrieve the reward function of a Markov decision process based on a dataset of expert demonstrations. The commonplace scarcity and heterogeneous sources of such demonstrations can lead to the…

Machine Learning · Computer Science 2024-09-13 Ivan Ovinnikov , Eugene Bykovets , Joachim M. Buhmann

Inferring cause-effect relationships from observational data has gained significant attention in recent years, but most methods are limited to scalar random variables. In many important domains, including neuroscience, psychology, social…

Machine Learning · Statistics 2025-06-06 Konstantin Göbler , Tobias Windisch , Mathias Drton

Unobserved confounding is one of the main challenges when estimating causal effects. We propose a causal reduction method that, given a causal model, replaces an arbitrary number of possibly high-dimensional latent confounders with a single…

Machine Learning · Statistics 2023-02-24 Maximilian Ilse , Patrick Forré , Max Welling , Joris M. Mooij

We study categorical instrumental variable (IV) models with instrument, treatment, and outcome taking finitely many values. We derive a simple closed-form characterization of the set of joint distributions of potential outcomes that are…

Statistics Theory · Mathematics 2025-11-13 Yilin Song , F. Richard Guo , K. C. Gary Chan , Thomas S. Richardson

This note is concerned with an accurate and computationally efficient variational bayesian treatment of mixed-effects modelling. We focus on group studies, i.e. empirical studies that report multiple measurements acquired in multiple…

Machine Learning · Statistics 2019-03-22 Jean Daunizeau

The paper reviews methods that seek to draw causal inference from observational data and demonstrates how they can be applied to empirical problems in engineering research. It presents a framework for causal identification based on the…

Applications · Statistics 2022-11-28 Daniel J Graham

At the heart of causal structure learning from observational data lies a deceivingly simple question: given two statistically dependent random variables, which one has a causal effect on the other? This is impossible to answer using…

Machine Learning · Computer Science 2020-10-13 Nikolaos Nikolaou , Konstantinos Sechidis