Related papers: Selective Inference in Propensity Score Analysis
This paper describes a method for performing inference on models chosen by cross-validation. When the test error being minimized in cross-validation is a residual sum of squares it can be written as a quadratic form. This allows us to apply…
Propensity scores are commonly used to estimate treatment effects from observational data. We argue that the probabilistic output of a learned propensity score model should be calibrated -- i.e., a predictive treatment probability of 90%…
Sparsity-inducing penalties are useful tools for variable selection and they are also effective for regression settings where the data are functions. We consider the problem of selecting not only variables but also decision boundaries in…
In epidemiology, identifying the effect of exposure variables in relation to a time-to-event outcome is a classical research area of practical importance. Incorporating propensity score in the Cox regression model, as a measure to control…
We formulate a causal extension to the recently introduced paradigm of instance-wise feature selection to explain black-box visual classifiers. Our method selects a subset of input features that has the greatest causal effect on the models…
Establishing cause-effect relationships from observational data often relies on untestable assumptions. It is crucial to know whether, and to what extent, the conclusions drawn from non-experimental studies are robust to potential…
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…
Probabilistic programming is the idea of writing models from statistics and machine learning using program notations and reasoning about these models using generic inference engines. Recently its combination with deep learning has been…
Consider the problem of estimating average treatment effects when a large number of covariates are used to adjust for possible confounding through outcome regression and propensity score models. The conventional approach of model building…
When examining a contrast between two interventions, longitudinal causal inference studies frequently encounter positivity violations when one or both regimes are impossible to observe for some subjects. Existing weighting methods either…
Causal representation learning aims at identifying high-level causal variables from perceptual data. Most methods assume that all latent causal variables are captured in the high-dimensional observations. We instead consider a partially…
Selective inference is a subfield of statistics that enables valid inference after selection of a data-dependent question. In this paper, we introduce selectively dominant p-values, a class of p-values that allow practitioners to easily…
Should prediction models always deliver a prediction? In the pursuit of maximum predictive performance, critical considerations of reliability and fairness are often overshadowed, particularly when it comes to the role of uncertainty.…
The No Unmeasured Confounding Assumption is widely used to identify causal effects in observational studies. Recent work on proximal inference has provided alternative identification results that succeed even in the presence of unobserved…
This article investigates uncertainty quantification of the generalized linear lasso~(GLL), a popular variable selection method in high-dimensional regression settings. In many fields of study, researchers use data-driven methods to select…
A subvector of predictor that satisfies the ignorability assumption, whose index set is called a sufficient adjustment set, is crucial for conducting reliable causal inference based on observational data. In this paper, we propose a general…
Estimating causal effects from nonexperimental data is a fundamental problem in many fields of science. A key component of this task is selecting an appropriate set of covariates for confounding adjustment to avoid bias. Most existing…
Factor models for longitudinal data, where policy adoption is unconfounded with respect to a low-dimensional set of latent factor loadings, have become increasingly popular for causal inference. Most existing approaches, however, rely on a…
Missing data is a common challenge in observational studies. Another challenge stems from the observational nature of the study itself. Here, propensity score analysis can be used as a technique to replicate conditions similar to those…
In epidemiology and social sciences, propensity score methods are popular for estimating treatment effects using observational data, and multiple imputation is popular for handling covariate missingness. However, how to appropriately use…