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Causal inference from observational data following the restricted structural causal model (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or nonlinearity.…

Methodology · Statistics 2021-09-06 Kang Du , Yu Xiang

Unobserved confounding is one of the main challenges when estimating causal effects. We propose a causal reduction method that, given a causal model, replaces an arbitrary number of possibly high-dimensional latent confounders with a single…

Machine Learning · Statistics 2023-02-24 Maximilian Ilse , Patrick Forré , Max Welling , Joris M. Mooij

Inferring the effect of interventions within complex systems is a fundamental problem of statistics. A widely studied approach employs structural causal models that postulate noisy functional relations among a set of interacting variables.…

Methodology · Statistics 2024-02-14 David Strieder , Mathias Drton

Causal inference uses observations to infer the causal structure of the data generating system. We study a class of functional models that we call Time Series Models with Independent Noise (TiMINo). These models require independent residual…

Machine Learning · Statistics 2016-08-18 Jonas Peters , Dominik Janzing , Bernhard Schölkopf

Three critical issues for causal inference that often occur in modern, complicated experiments are interference, treatment nonadherence, and missing outcomes. A great deal of research efforts has been dedicated to developing causal…

Methodology · Statistics 2023-04-06 Yuki Ohnishi , Arman Sabbaghi

Causal inference from observational data following the restricted structural causal models (SCM) framework hinges largely on the asymmetry between cause and effect from the data generating mechanisms, such as non-Gaussianity or…

Machine Learning · Computer Science 2024-05-30 Kang Du , Yu Xiang

The Florence branch of an Italian supermarket chain recently implemented a strategy that permanently lowered the price of numerous store brands in several product categories. To quantify the impact of such a policy change, researchers often…

Applications · Statistics 2021-02-23 Fiammetta Menchetti , Iavor Bojinov

Predicated on the increasing abundance of electronic health records, we investi- gate the problem of inferring individualized treatment effects using observational data. Stemming from the potential outcomes model, we propose a novel multi-…

Machine Learning · Computer Science 2017-05-30 Ahmed M. Alaa , Mihaela van der Schaar

In multivariate time series analysis, understanding the underlying causal relationships among variables is often of interest for various applications. Directed acyclic graphs (DAGs) provide a powerful framework for representing causal…

Methodology · Statistics 2025-07-30 Arkaprava Roy , Anindya Roy , Subhashis Ghosal

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

Latent confounders---unobserved variables that influence both treatment and outcome---can bias estimates of causal effects. In some cases, these confounders are shared across observations, e.g. all students taking a course are influenced by…

Methodology · Statistics 2020-07-15 Sam Witty , Kenta Takatsu , David Jensen , Vikash Mansinghka

Scientific researchers utilize randomized experiments to draw casual statements. Most early studies as well as current work on experiments with sequential intervention decisions has been focusing on estimating the causal effects among…

Methodology · Statistics 2022-07-27 Jingying Zeng

Dynamic prediction of causal effects under different treatment regimes conditional on an individual's characteristics and longitudinal history is an essential problem in precision medicine. This is challenging in practice because outcomes…

Methodology · Statistics 2023-03-07 Yizhen Xu , Jisoo Kim , Laura K. Hummers , Ami A. Shah , Scott Zeger

We consider time to treatment initiation. This can commonly occur in preventive medicine, such as disease screening and vaccination; it can also occur with non-fatal health conditions such as HIV infection without the onset of AIDS. While…

Methodology · Statistics 2026-05-29 Zhichen Zhao , Andrew Ying , Ronghui Xu

Bayesian approaches have become increasingly popular in causal inference problems due to their conceptual simplicity, excellent performance and in-built uncertainty quantification ('posterior credible sets'). We investigate Bayesian…

Machine Learning · Statistics 2019-09-27 Kolyan Ray , Botond Szabo

This paper provides a critical review of the Bayesian perspective of causal inference based on the potential outcomes framework. We review the causal estimands, identification assumptions, the general structure of Bayesian inference of…

Methodology · Statistics 2022-10-25 Fan Li , Peng Ding , Fabrizia Mealli

In this paper we review an approach to estimating the causal effect of a time-varying treatment on time to some event of interest. This approach is designed for the situation where the treatment may have been repeatedly adapted to patient…

Statistics Theory · Mathematics 2007-06-13 J. J. Lok , R. D. Gill , A. W. van der Vaart , J. M. Robins

Analysing non-Gaussian spatial-temporal data requires introducing spatial as well as temporal dependence in generalised linear models through the link function of an exponential family distribution. Unlike in Gaussian likelihoods, inference…

Methodology · Statistics 2025-12-29 Soumyakanti Pan , Lu Zhang , Jonathan R. Bradley , Sudipto Banerjee

We develop a Bayesian nonparametric framework for inference in spatio-temporal Hawkes processes, extending existing theoretical results beyond the purely temporal setting. Our framework encompasses modelling both the background and…

Statistics Theory · Mathematics 2026-01-08 Xenia Miscouridou , Deborah Sulem

Modern medical research demands specialized causal inference methods evaluating complex continuous-time dynamic treatment regimens using observational data. For instance, obtaining the causal effects of intravenous administration, a…

Methodology · Statistics 2026-04-02 Haiyan Zhu , Yingchun Zhou