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We generalize the proximal g-formula of Miao, Geng, and Tchetgen Tchetgen (2018) for causal inference under unobserved confounding using proxy variables. Specifically, we show that the formula holds true for all causal models in a certain…

Methodology · Statistics 2020-12-15 Nikos Vlassis , Phil Hebda , Stephan McBride , Athanasios Noulas

Unobserved confounding is a key challenge when estimating causal effects from a treatment on an outcome in scientific applications. In this work, we assume that we observe a single, potentially multi-dimensional proxy variable of the…

Machine Learning · Statistics 2026-04-13 Silvan Vollmer , Niklas Pfister , Sebastian Weichwald

Causal inference from observational data often assumes "ignorability," that all confounders are observed. This assumption is standard yet untestable. However, many scientific studies involve multiple causes, different variables whose…

Machine Learning · Statistics 2019-04-16 Yixin Wang , David M. Blei

The abundance of data produced daily from large variety of sources has boosted the need of novel approaches on causal inference analysis from observational data. Observational data often contain noisy or missing entries. Moreover, causal…

Methodology · Statistics 2017-03-14 Fani Tsapeli , Peter Tino , Mirco Musolesi

Proximal causal inference is a recently proposed framework for evaluating causal effects in the presence of unmeasured confounding. For point identification of causal effects, it leverages a pair of so-called treatment and outcome…

Methodology · Statistics 2024-01-30 AmirEmad Ghassami , Ilya Shpitser , Eric Tchetgen Tchetgen

Researchers are often interested in learning not only the effect of treatments on outcomes, but also the pathways through which these effects operate. A mediator is a variable that is affected by treatment and subsequently affects outcome.…

Methodology · Statistics 2021-12-22 Jeremiah Jones , Ashkan Ertefaie , Robert L. Strawderman

Proxy variables are commonly used in causal inference when unmeasured confounding exists. While most existing proximal methods assume a unidirectional causal relationship between two primary variables, many social and biological systems…

Methodology · Statistics 2025-07-21 Jiaqi Min , Xueyue Zhang , Shanshan Luo

Statistical prediction models are often trained on data from different probability distributions than their eventual use cases. One approach to proactively prepare for these shifts harnesses the intuition that causal mechanisms should…

Machine Learning · Computer Science 2023-08-02 Bijan Mazaheri , Atalanti Mastakouri , Dominik Janzing , Michaela Hardt

Recovering causal structure in the presence of latent variables is an important but challenging task. While many methods have been proposed to handle it, most of them require strict and/or untestable assumptions on the causal structure. In…

Machine Learning · Computer Science 2025-10-28 Wei Chen , Linjun Peng , Zhiyi Huang , Haoyue Dai , Zhifeng Hao , Ruichu Cai , Kun Zhang

Inferring causal structures from time series data is the central interest of many scientific inquiries. A major barrier to such inference is the problem of subsampling, i.e., the frequency of measurement is much lower than that of causal…

Machine Learning · Computer Science 2023-12-27 Mingzhou Liu , Xinwei Sun , Lingjing Hu , Yizhou Wang

We introduce several methods for assessing sensitivity to unmeasured confounding in marginal structural models; importantly we allow treatments to be discrete or continuous, static or time-varying. We consider three sensitivity models: a…

Methodology · Statistics 2022-10-12 Matteo Bonvini , Edward Kennedy , Valerie Ventura , Larry Wasserman

In many randomized experiments, the treatment effect of the long-term metric (i.e. the primary outcome of interest) is often difficult or infeasible to measure. Such long-term metrics are often slow to react to changes and sufficiently…

Results in epidemiology and social science often require the removal of confounding effects from measurements of the pairwise correlation of variables in survey data. This is typically accomplished by some variant of linear regression…

Methodology · Statistics 2025-12-02 William H. Press

Instruments can be used to identify causal effects in the presence of unobserved confounding, under the famous relevance and exogeneity (unconfoundedness and exclusion) assumptions. As exogeneity is difficult to justify and to some degree…

Econometrics · Economics 2023-08-29 Christian Tien

We present two methods for bounding the probabilities of benefit and harm under unmeasured confounding. The first method computes the (upper or lower) bound of either probability as a function of the observed data distribution and two…

Methodology · Statistics 2023-08-08 Jose M. Peña

Factor models are a parsimonious way to explain the dependence of variables using several latent variables. In Gaussian 1-factor and structural factor models (such as bi-factor, oblique factor) and their factor copula counterparts, factor…

Methodology · Statistics 2022-05-31 Xinyao Fan , Harry Joe

Progress in probabilistic generative models has accelerated, developing richer models with neural architectures, implicit densities, and with scalable algorithms for their Bayesian inference. However, there has been limited progress in…

Machine Learning · Statistics 2017-10-31 Dustin Tran , David M. Blei

This paper addresses the problem of identifying and estimating the causal effect of a treatment in the presence of unmeasured confounding and various types of right-censoring. Examples of these censoring mechanisms are administrative…

Statistics Theory · Mathematics 2025-03-19 Ilias Willems , Sara Rutten , Gilles Crommen , Ingrid Van Keilegom

This paper is concerned with the selection and estimation of fixed and random effects in linear mixed effects models. We propose a class of nonconcave penalized profile likelihood methods for selecting and estimating important fixed…

Statistics Theory · Mathematics 2012-11-05 Yingying Fan , Runze Li

This paper studies inference on treatment effects in panel data settings with unobserved confounding. We model outcome variables through a factor model with random factors and loadings. Such factors and loadings may act as unobserved…

Econometrics · Economics 2023-12-05 Guido W. Imbens , Davide Viviano