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An important problem in econometrics and marketing is to infer the causal impact that a designed market intervention has exerted on an outcome metric over time. This paper proposes to infer causal impact on the basis of a…

Applications · Statistics 2015-06-02 Kay H. Brodersen , Fabian Gallusser , Jim Koehler , Nicolas Remy , Steven L. Scott

The Florence branch of an Italian supermarket chain recently implemented a strategy that permanently lowered the price of numerous store brands in several product categories. To quantify the impact of such a policy change, researchers often…

Applications · Statistics 2021-02-23 Fiammetta Menchetti , Iavor Bojinov

Bayesian forecasting is developed in multivariate time series analysis for causal inference. Causal evaluation of sequentially observed time series data from control and treated units focuses on the impacts of interventions using…

Methodology · Statistics 2024-06-21 Graham Tierney , Christoph Hellmayr , Greg Barkimer , Kevin Li , Mike West

This paper examines the effectiveness of a sparse Bayesian algorithm to estimate multivariate autoregressive coefficients when a large amount of background interference exists. This paper employs computer experiments to compare two methods…

Applications · Statistics 2012-11-15 Kensuke Sekihara , Hagai Attias , Julia P. Owen , Srikantan S. Nagarajan

Inferring the causal structure of a system typically requires interventional data, rather than just observational data. Since interventional experiments can be costly, it is preferable to select interventions that yield the maximum amount…

Methodology · Statistics 2021-03-30 Michele Zemplenyi , Jeffrey W. Miller

We introduce a novel Bayesian approach for both covariate selection and sparse precision matrix estimation in the context of high-dimensional Gaussian graphical models involving multiple responses. Our approach provides a sparse estimation…

Methodology · Statistics 2024-09-25 Anwesha Chakravarti , Naveen N. Narishetty , Feng Liang

Many marketing applications, including credit card incentive programs, offer rewards to customers who exceed specific spending thresholds to encourage increased consumption. Quantifying the causal effect of these thresholds on customers is…

Methodology · Statistics 2026-01-19 Kohsuke Kubota , Shonosuke Sugasawa

Theoretical developments in sequential Bayesian analysis of multivariate dynamic models underlie new methodology for causal prediction. This extends the utility of existing models with computationally efficient methodology, enabling routine…

Methodology · Statistics 2024-06-05 Kevin Li , Graham Tierney , Christoph Hellmayr , Mike West

We propose a fully Bayesian approach for causal inference with multivariate categorical data based on staged tree models, a class of probabilistic graphical models capable of representing asymmetric and context-specific dependencies. To…

Methodology · Statistics 2025-11-06 Andrea Cremaschi , Manuele Leonelli , Gherardo Varando

Our goal is to estimate causal interactions in multivariate time series. Using vector autoregressive (VAR) models, these can be defined based on non-vanishing coefficients belonging to respective time-lagged instances. As in most cases a…

Methodology · Statistics 2010-08-13 Stefan Haufe , Guido Nolte , Klaus-Robert Mueller , Nicole Kraemer

Causal inference in multivariate time series is challenging due to the fact that the sampling rate may not be as fast as the timescale of the causal interactions. In this context, we can view our observed series as a subsampled version of…

Methodology · Statistics 2017-04-11 Alex Tank , Emily B. Fox , Ali Shojaie

This manuscript unites causal inference and spatial statistics, presenting novel insights for causal inference in spatial data analysis, and drawing from tools in spatial statistics to estimate causal effects. We introduce spatial causal…

Methodology · Statistics 2026-02-17 Georgia Papadogeorgou , Srijata Samanta

Government agencies offer economic incentives to citizens for conservation actions, such as rebates for installing efficient appliances and compensation for modifications to homes. The intention of these conservation actions is frequently…

Methodology · Statistics 2017-08-09 Eric Schmitt , Christopher Tull , Patrick Atwater

Many events and policies (treatments) occur at specific spatial locations, with researchers interested in their effects on nearby units. I approach the spatial treatment setting from an experimental perspective: What ideal experiment would…

Econometrics · Economics 2026-04-27 Michael Pollmann

Causal inference relies on the untestable assumption of no unmeasured confounding. Sensitivity analysis can be used to quantify the impact of unmeasured confounding on causal estimates. Among sensitivity analysis methods proposed in the…

Methodology · Statistics 2026-03-12 Yushu Zou , Liangyuan Hu , Amanda Ricciuto , Mark Deneau , Kuan Liu

In this work, we propose a novel generative method to identify the causal impact and apply it to prediction tasks. We conduct causal impact analysis using interventional and counterfactual perspectives. First, applying interventions, we…

Machine Learning · Computer Science 2025-09-03 Soma Bandyopadhyay , Sudeshna Sarkar

Surrogate markers are often employed in clinical trials to replace primary outcomes that may be difficult, expensive, or time-consuming to measure directly. These markers can accelerate the evaluation of new treatments, provided they…

Methodology · Statistics 2026-03-17 Pietro Carlotti , Layla Parast

Causal discovery is crucial for understanding complex systems and informing decisions. While observational data can uncover causal relationships under certain assumptions, it often falls short, making active interventions necessary. Current…

Machine Learning · Computer Science 2024-06-18 Yuxuan Wang , Mingzhou Liu , Xinwei Sun , Wei Wang , Yizhou Wang

This paper develops a Bayesian framework for robust causal inference from longitudinal observational data. Many contemporary methods rely on structural assumptions, such as factor models, to adjust for unobserved confounding, but they can…

Methodology · Statistics 2025-11-20 Angelos Alexopoulos , Nikolaos Demiris

Causal inference is a fundamental research topic for discovering the cause-effect relationships in many disciplines. However, not all algorithms are equally well-suited for a given dataset. For instance, some approaches may only be able to…

Machine Learning · Computer Science 2024-03-11 Zhipeng Ma , Marco Kemmerling , Daniel Buschmann , Chrismarie Enslin , Daniel Lütticke , Robert H. Schmitt
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