Related papers: Detecting non-causal artifacts in multivariate lin…
Unobserved confounding presents a major threat to causal inference from observational studies. Recently, several authors suggest that this problem may be overcome in a shared confounding setting where multiple treatments are independent…
We present a sound and complete algorithm, called iterative causal discovery (ICD), for recovering causal graphs in the presence of latent confounders and selection bias. ICD relies on the causal Markov and faithfulness assumptions and…
The regression discontinuity (RD) design is a popular approach to causal inference in non-randomized studies. This is because it can be used to identify and estimate causal effects under mild conditions. Specifically, for each subject, the…
Competing risk analysis considers event times due to multiple causes, or of more than one event types. Commonly used regression models for such data include 1) cause-specific hazards model, which focuses on modeling one type of event while…
Methods that rely on proxies, without imposing strong parametric structure, are increasingly used to deal with unobserved variables in causal inference. One influential line of this work reconstructs latent distributions used to identify…
Comparison and contrast are the basic means to unveil causation and learn which treatments work. To build good comparison groups, randomized experimentation is key, yet often infeasible. In such non-experimental settings, we illustrate and…
We study causal effect estimation from a mixture of observational and interventional data in a confounded linear regression model with multivariate treatments. We show that the statistical efficiency in terms of expected squared error can…
In the univariate case, we show that by comparing the individual complexities of univariate cause and effect, one can identify the cause and the effect, without considering their interaction at all. In our framework, complexities are…
Causal identification is at the core of the causal inference literature, where complete algorithms have been proposed to identify causal queries of interest. The validity of these algorithms hinges on the restrictive assumption of having…
Researchers now routinely use AI or other machine learning methods to estimate latent variables of economic interest, then plug-in the estimates as covariates in a regression. We show both theoretically and empirically that naively treating…
This paper studies causal inference with observational data from a single large network. We consider a nonparametric model with interference in both potential outcomes and selection into treatment. Specifically, both stages may be the…
Learning individual-level causal effects from observational data, such as inferring the most effective medication for a specific patient, is a problem of growing importance for policy makers. The most important aspect of inferring causal…
Complex data usually results from the interaction of objects produced by different generating mechanisms. Here we introduce a universal, unsupervised and parameter-free model-oriented approach, based upon the seminal concept of algorithmic…
Confounding matters in almost all observational studies that focus on causality. In order to eliminate bias caused by connfounders, oftentimes a substantial number of features need to be collected in the analysis. In this case, large p…
In reinforcement learning, we can learn a model of future observations and rewards, and use it to plan the agent's next actions. However, jointly modeling future observations can be computationally expensive or even intractable if the…
We consider recovering causal structure from multivariate observational data. We assume the data arise from a linear structural equation model (SEM) in which the idiosyncratic errors are allowed to be dependent in order to capture possible…
Unmeasured confounding is a fundamental obstacle to causal inference from observational data. Latent-variable methods address this challenge by imputing unobserved confounders, yet many lack explicit model-based identification guarantees…
We study linear regressions in a context where the outcome of interest and some of the covariates are observed in two different datasets that cannot be matched. Traditional approaches obtain point identification by relying, often…
In causal matching designs, some control subjects are often left unmatched, and some covariates are often left unmodeled. This article introduces "rebar," a method using high-dimensional modeling to incorporate these commonly discarded data…
This paper considers statistical inference for the explained variance $\beta^{\intercal}\Sigma \beta$ under the high-dimensional linear model $Y=X\beta+\epsilon$ in the semi-supervised setting, where $\beta$ is the regression vector and…