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Mediation analysis has traditionally focused on outcome-level summary contrasts, such as mean effects, which may obscure substantial distributional changes induced by complex and nonlinear causal mechanisms. We propose Distributional Causal…

Machine Learning · Statistics 2026-05-05 Jinlun Zhang , Haoneng Huang , Zishu Zhan , Chunquan Ou

This paper considers a time-varying vector error-correction model that allows for different time series behaviours (e.g., unit-root and locally stationary processes) to interact with each other to co-exist. From practical perspectives, this…

Econometrics · Economics 2023-05-30 Jiti Gao , Bin Peng , Yayi Yan

The causal inference literature has increasingly recognized that explicitly targeting treatment effect heterogeneity can lead to improved scientific understanding and policy recommendations. Towards the same ends, studying the causal…

Methodology · Statistics 2023-03-06 Angela Ting , Antonio R. Linero

We consider a sparse high-dimensional varying coefficients model with random effects, a flexible linear model allowing covariates and coefficients to have a functional dependence with time. For each individual, we observe discretely sampled…

Statistics Theory · Mathematics 2021-10-14 Michael Law , Ya'acov Ritov

Longitudinal causal inference is concerned with defining, identifying, and estimating the effect of a time-varying intervention on a time-varying outcome that is indexed by a follow-up time. In an observational study, Robins's generalized…

Methodology · Statistics 2025-10-01 Herbert P. Susmann , Nicholas T. Williams , Richard Liu , Jessica G. Young , Iván Díaz

Bayesian causal inference offers a principled approach to policy evaluation of proposed interventions on mediators or time-varying exposures. We outline a general approach to the estimation of causal quantities for settings with…

Methodology · Statistics 2019-02-28 Leah Comment , Brent A. Coull , Corwin Zigler , Linda Valeri

Counseling is usually conducted through spoken conversation between a therapist and a client. The empathy level of therapist is a key indicator of outcomes. Presuming that therapist's empathy expression is shaped by their past behavior and…

Audio and Speech Processing · Electrical Eng. & Systems 2024-09-05 Dehua Tao , Tan Lee , Harold Chui , Sarah Luk

To draw real-world evidence about the comparative effectiveness of multiple time-varying treatments on patient survival, we develop a joint marginal structural survival model and a novel weighting strategy to account for time-varying…

Methodology · Statistics 2023-08-08 Liangyuan Hu , Jiayi Ji , Himanshu Joshi , Erick Scott , Fan Li

Proximal causal inference was recently proposed as a framework to identify causal effects from observational data in the presence of hidden confounders for which proxies are available. In this paper, we extend the proximal causal inference…

Statistics Theory · Mathematics 2023-01-27 AmirEmad Ghassami , Alan Yang , Ilya Shpitser , Eric Tchetgen Tchetgen

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

Mobile technology (mobile phones and wearable devices) generates continuous data streams encompassing outcomes, exposures and covariates, presented as intensive longitudinal or multivariate time series data. The high frequency of…

There are many scenarios where short- and long-term causal effects of an intervention are different. For example, low-quality ads may increase short-term ad clicks but decrease the long-term revenue via reduced clicks. This work, therefore,…

Applications · Statistics 2020-12-23 Lu Cheng , Ruocheng Guo , Huan Liu

Unmeasured confounding, unethical exposure, and ill-defined interventions pose significant challenges to evaluating policy-relevant mediation estimands in medicine and public health. In observational studies involving harmful exposures, the…

Methodology · Statistics 2026-05-12 Yang Bai , Yifan Cui , Baoluo Sun

Mediation analysis for survival outcomes is challenging. Most existing methods quantify the treatment effect using the hazard ratio (HR) and attempt to decompose the HR into the direct effect of treatment plus an indirect, or mediated,…

Using state-level opioid overdose mortality data from 1999-2016, we simulated four time-varying treatment scenarios, which correspond to real-world policy dynamics (ramp up, ramp down, temporary and inconsistent). We then evaluated seven…

High-dimensional multivariate longitudinal data, which arise when many outcome variables are measured repeatedly over time, are becoming increasingly common in social, behavioral and health sciences. We propose a latent variable model for…

Methodology · Statistics 2025-12-09 Sze Ming Lee , Yunxiao Chen , Tony Sit

Various methods have emerged for conducting mediation analyses with multiple correlated mediators, each with distinct strengths and limitations. However, a comparative evaluation of these methods is lacking, providing the motivation for…

Applications · Statistics 2024-06-25 Mary Appah , D. Leann Long , George Howard , Melissa J. Smith

Difference-in-differences is based on a parallel trends assumption, which states that changes over time in average potential outcomes are independent of treatment assignment, possibly conditional on covariates. With time-varying treatments,…

Methodology · Statistics 2024-06-25 Nicholas Illenberger , Iván Díaz , Audrey Renson

Causal mediation analyses investigate the mechanisms through which causes exert their effects, and are therefore central to scientific progress. The literature on the non-parametric definition and identification of mediational effects in…

Machine Learning · Statistics 2025-06-13 Richard Liu , Nicholas T. Williams , Kara E. Rudolph , Iván Díaz

Environmental health studies are increasingly measuring endogenous omics data ($\boldsymbol{M}$) to study intermediary biological pathways by which an exogenous exposure ($\boldsymbol{A}$) affects a health outcome ($\boldsymbol{Y}$), given…