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There are well-established methods for identifying the causal effect of a time-varying treatment applied at discrete time points. However, in the real world, many treatments are continuous or have a finer time scale than the one used for…
Intensive longitudinal data, characterized by frequent measurements across numerous time points, are increasingly common due to advances in wearable devices and mobile health technologies. We consider evaluating causal mediation pathways…
Time series data that are not measured at regular intervals are commonly discretized as a preprocessing step. For example, data about customer arrival times might be simplified by summing the number of arrivals within hourly intervals,…
Continuous-time Markov process models of contagions are widely studied, not least because of their utility in predicting the evolution of real-world contagions and in formulating control measures. It is often the case, however, that…
Time series data is a collection of chronological observations which is generated by several domains such as medical and financial fields. Over the years, different tasks such as classification, forecasting, and clustering have been…
In this survey we discuss the recent causal panel data literature. This recent literature has focused on credibly estimating causal effects of binary interventions in settings with longitudinal data, emphasizing practical advice for…
Longitudinal observational patient data can be used to investigate the causal effects of time-varying treatments on time-to-event outcomes. Several methods have been developed for controlling for the time-dependent confounding that…
Many real-world processes are trajectories that may be regarded as continuous-time "functional data". Examples include patients' biomarker concentrations, environmental pollutant levels, and prices of stocks. Corresponding advances in data…
Observational cohort data is an important source of information for understanding the causal effects of treatments on survival and the degree to which these effects are mediated through changes in disease-related risk factors. However,…
In real world, the huge amount of temporal data is to be processed in many application areas such as scientific, financial, network monitoring, sensor data analysis. Data mining techniques are primarily oriented to handle discrete features.…
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…
This paper develops computationally feasible methods for estimating random effects models in the context of regression modelling of multiple independent time series of discrete valued counts in which there is serial dependence. Given…
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…
Routinely collected data from electronic health records (EHR) provide opportunities to study effects of longitudinal treatment strategies in real-world clinical settings. A challenge presented by EHR data is that frequency of covariate…
Deciding on an appropriate intervention requires a causal model of a treatment, the outcome, and potential mediators. Causal mediation analysis lets us distinguish between direct and indirect effects of the intervention, but has mostly been…
Single-subject health data are becoming increasingly available thanks to advances in self-tracking technology (e.g., wearable devices, mobile apps, sensors, implants). Many users and health caregivers seek to use such observational time…
Many causal models of interest in epidemiology involve longitudinal exposures, confounders and mediators. However, repeated measurements are not always available or used in practice, leading analysts to overlook the time-varying nature of…
This article studies the estimation of the causal effect of a time-varying treatment on time-to-an-event or on some other continuously distributed outcome. The paper applies to the situation where treatment is repeatedly adapted to…
Many clinical questions involve estimating the effects of multiple treatments using observational data. When using longitudinal data, the interest is often in the effect of treatment strategies that involve sustaining treatment over time.…
Inferring nonlinear and asymmetric causal relationships between multivariate longitudinal data is a challenging task with wide-ranging application areas including clinical medicine, mathematical biology, economics and environmental…