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Deep learning (DL) has recently drawn much attention in image analysis, natural language process, and high-dimensional medical data analysis. Under the causal direct acyclic graph (DAG) interpretation, the input variables without incoming…

Applications · Statistics 2022-03-22 Jong-Hyeon Jeong , Yichen Jia

Prior-Data Fitted Networks (PFNs) represent a paradigm shift in tabular data prediction. We present the principles of this new paradigm and evaluate two PFNs for estimating the average treatment effect (ATE) of a binary treatment on a…

In this paper, we introduce a unified estimator to analyze various treatment effects in causal inference, including but not limited to the average treatment effect (ATE) and the quantile treatment effect (QTE). The proposed estimator is…

Methodology · Statistics 2025-03-31 Kuan-Hsun Wu , Li-Pang Chen

Inferring causation from time series data is of scientific interest in different disciplines, particularly in neural connectomics. While different approaches exist in the literature with parametric modeling assumptions, we focus on a…

Methodology · Statistics 2023-12-18 Rahul Biswas , SuryaNarayana Sripada , Somabha Mukherjee

We consider identification, inference and validation of linear panel data models when both factors and factor loadings are accounted for by a nonparametric function. This general specification encompasses rather popular models such as the…

Econometrics · Economics 2025-06-13 Juan M. Rodriguez-Poo , Alexandra Soberon , Stefan Sperlich

Causal inference from observational data is an ambitious but highly relevant task, with diverse applications ranging from natural to social sciences. Within the scope of nonparametric time series, causal inference defined through…

Methodology · Statistics 2016-12-22 Shu Li , Jan Ernest , Peter Bühlmann

Valid causal inference in observational studies often requires controlling for confounders. However, in practice measurements of confounders may be noisy, and can lead to biased estimates of causal effects. We show that we can reduce the…

Machine Learning · Statistics 2018-06-05 Nathan Kallus , Xiaojie Mao , Madeleine Udell

Matching in causal inference from observational data aims to construct treatment and control groups with similar distributions of covariates, thereby reducing confounding and ensuring an unbiased estimation of treatment effects. This…

Artificial Intelligence · Computer Science 2025-04-15 Sahil Shikalgar , Md. Noor-E-Alam

We derive fixed effects estimators of parameters and average partial effects in (possibly dynamic) nonlinear panel data models with individual and time effects. They cover logit, probit, ordered probit, Poisson and Tobit models that are…

Methodology · Statistics 2018-12-19 Ivan Fernandez-Val , Martin Weidner

Instrumental variable approaches have gained popularity for estimating causal effects in the presence of unmeasured confounders. However, the availability of instrumental variables in the primary dataset is often challenged due to stringent…

Methodology · Statistics 2026-03-31 Kang Shuai , Shanshan Luo , Wei Li , Yangbo He

Estimating causal effects from observational data requires identifying valid adjustment sets. This task is especially challenging in realistic settings where latent confounding and feedback loops are present. Existing approaches typically…

Machine Learning · Computer Science 2026-05-08 Ana Leticia Garcez Vicente , Gijs van Seeventer , Saber Salehkaleybar

Feature selection is an important but challenging task in causal inference for obtaining unbiased estimates of causal quantities. Properly selected features in causal inference not only significantly reduce the time required to implement a…

Methodology · Statistics 2025-02-04 Tianyu Yang , Md. Noor-E-Alam

We introduce a novel framework to financial time series forecasting that leverages causality-inspired models to balance the trade-off between invariance to distributional changes and minimization of prediction errors. To the best of our…

Computational Finance · Quantitative Finance 2024-08-20 Daniel Cunha Oliveira , Yutong Lu , Xi Lin , Mihai Cucuringu , Andre Fujita

Classical machine learning techniques often struggle with overfitting and unreliable predictions when exposed to novel conditions. Introducing causality into the modelling process offers a promising way to mitigate these challenges by…

Computational Engineering, Finance, and Science · Computer Science 2025-05-28 David Zapata Gonzalez , Marcel Meyer , Oliver Mueller

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…

Methodology · Statistics 2024-08-20 Wei Luo , Fei Qin , Lixing Zhu

We propose an empirically stable and asymptotically efficient covariate-balancing approach to the problem of estimating survival causal effects in data with conditionally-independent censoring. This addresses a challenge often encountered…

Causal discovery from time-series data has been a central task in machine learning. Recently, Granger causality inference is gaining momentum due to its good explainability and high compatibility with emerging deep neural networks. However,…

Machine Learning · Computer Science 2023-02-16 Yuxiao Cheng , Runzhao Yang , Tingxiong Xiao , Zongren Li , Jinli Suo , Kunlun He , Qionghai Dai

Causal inference from observational data can be viewed as a missing data problem arising from a hypothetical population-scale randomized trial matched to the observational study. This links a target trial protocol with a corresponding…

Methodology · Statistics 2022-07-27 Andrew Yiu , Edwin Fong , Stephen Walker , Chris Holmes

Predicting the chemical properties of compounds is crucial in discovering novel materials and drugs with specific desired characteristics. Recent significant advances in machine learning technologies have enabled automatic predictive…

Quantitative Methods · Quantitative Biology 2021-12-10 Yang Liu , Hisashi Kashima

Estimating the effects of interventions on patient outcome is one of the key aspects of personalized medicine. Their inference is often challenged by the fact that the training data comprises only the outcome for the administered treatment,…