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We introduce a new family of graphical models that consists of graphs with possibly directed, undirected and bidirected edges but without directed cycles. We show that these models are suitable for representing causal models with additive…

Machine Learning · Statistics 2017-05-30 Jose M. Peña , Marcus Bendtsen

Causal inference methods based on conditional independence construct Markov equivalent graphs, and cannot be applied to bivariate cases. The approaches based on independence of cause and mechanism state, on the contrary, that causal…

Machine Learning · Computer Science 2021-08-04 Nataliya Sokolovska , Pierre-Henri Wuillemin

This paper concerns the assessment of the effects of actions from a combination of nonexperimental data and causal assumptions encoded in the form of a directed acyclic graph in which some variables are presumed to be unobserved. We provide…

Artificial Intelligence · Computer Science 2012-07-19 Jin Tian

In recent years, there has been considerable interest in estimating conditional independence graphs in the high-dimensional setting. Most prior work has assumed that the variables are multivariate Gaussian, or that the conditional means of…

Methodology · Statistics 2013-04-19 Arend Voorman , Ali Shojaie , Daniela Witten

The graphical lasso is a widely used algorithm for fitting undirected Gaussian graphical models. However, for inference on functionals of edge values in the learned graph, standard tools lack formal statistical guarantees, such as control…

Methodology · Statistics 2025-04-01 Sofia Guglielmini , Gerda Claeskens , Snigdha Panigrahi

Precise knowledge of causal directed acyclic graphs (DAGs) is assumed for standard approaches towards valid adjustment set selection for unbiased estimation, but in practice, the DAG is often inferred from data or expert knowledge,…

Statistics Theory · Mathematics 2025-11-14 Zhongyi Hu , Stéphanie van der Pas

Assume that cause-effect relationships between variables can be described as a directed acyclic graph and the corresponding linear structural equation model.We consider the identification problem of total effects in the presence of latent…

Methodology · Statistics 2012-06-18 Zhihong Cai , Manabu Kuroki

Determining identifiability of causal effects from observational data under latent confounding is a central challenge in causal inference. For linear structural causal models, identifiability of causal effects is decidable through symbolic…

Machine Learning · Statistics 2026-04-23 Benjamin Hollering , Pratik Misra , Nils Sturma

We study instrumental-variable designs where policy reforms strongly shift the distribution of an endogenous variable but only weakly move its mean. We formalize this by introducing distributional relevance: instruments may be purely…

Econometrics · Economics 2026-02-12 Rowan Cherodian , Guy Tchuente

Instrumental variable (IV) methods mitigate bias from unobserved confounding in observational causal inference but rely on the availability of a valid instrument, which can often be difficult or infeasible to identify in practice. In this…

Machine Learning · Statistics 2026-04-08 Frances Dean , Jenna Fields , Radhika Bhalerao , Marie Charpignon , Ahmed Alaa

In order to achieve unbiased and efficient estimators of causal effects from observational data, covariate selection for confounding adjustment becomes an important task in causal inference. Despite recent advancements in graphical…

Methodology · Statistics 2023-05-29 Hongyi Chen , Maurits Kaptein

Causal inference methods are gaining increasing prominence in pharmaceutical drug development in light of the recently published addendum on estimands and sensitivity analysis in clinical trials to the E9 guideline of the International…

Methodology · Statistics 2021-04-30 Jack Bowden , Bjoern Bornkamp , Ekkehard Glimm , Frank Bretz

In many observational studies, researchers are often interested in studying the effects of multiple exposures on a single outcome. Standard approaches for high-dimensional data such as the lasso assume the associations between the exposures…

Methodology · Statistics 2025-11-06 Dingke Tang , Dehan Kong , Linbo Wang

Instrumental variables (IVs) provide a powerful strategy for identifying causal effects in the presence of unobservable confounders. Within the nonparametric setting (NPIV), recent methods have been based on nonlinear generalizations of…

Machine Learning · Statistics 2024-12-24 Yuri Fonseca , Caio Peixoto , Yuri Saporito

Instrumental variable methods are often used for parameter estimation in the presence of confounding. They can also be applied in stochastic processes. Instrumental variable analysis exploits moment equations to obtain estimators for causal…

Statistics Theory · Mathematics 2023-02-22 Søren Wengel Mogensen

We study the selection of adjustment sets for estimating the interventional mean under an individualized treatment rule. We assume a non-parametric causal graphical model with, possibly, hidden variables and at least one adjustment set…

Statistics Theory · Mathematics 2022-01-07 Ezequiel Smucler , Andrea Rotnitzky

Learning a causal effect from observational data is not straightforward, as this is not possible without further assumptions. If hidden common causes between treatment $X$ and outcome $Y$ cannot be blocked by other measurements, one…

Machine Learning · Statistics 2015-11-10 Ricardo Silva , Shohei Shimizu

We study causal effect estimation from a mixture of observational and interventional data in a confounded linear regression model with multivariate treatments. We show that the statistical efficiency in terms of expected squared error can…

For a single equation in a system of linear equations, estimation by instrumental variables is the standard approach. In practice, however, it is often difficult to find valid instruments. This paper proposes a maximum likelihood method…

Statistics Theory · Mathematics 2017-09-28 Eric Blankmeyer

We propose to address the common problem of linear estimation in linear statistical models by using a model selection approach via penalization. Depending then on the framework in which the linear statistical model is considered namely the…

Statistics Theory · Mathematics 2009-09-11 Ikhlef Bechar