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We present a sample path dependent measure of causal influence between two time series. The proposed measure is a random variable whose expected sum is the directed information. A realization of the proposed measure may be used to identify…

Information Theory · Computer Science 2018-10-15 Gabriel Schamberg , Todd P. Coleman

Event datasets including those provided by Uppsala Conflict Data Program (UCDP) are based on reports from the media and international organizations, and are likely to suffer from reporting bias. Since the UCDP has strict inclusion criteria,…

Methodology · Statistics 2024-09-16 Paola Vesco , David Randahl , Håvard Hegre , Stina Högbladh , Mert Can Yilmaz

Existing metrics in competing risks survival analysis such as concordance and accuracy do not evaluate a model's ability to jointly predict the event type and the event time. To address these limitations, we propose a new metric, which we…

Methodology · Statistics 2019-08-20 Kartik Ahuja , Mihaela van der Schaar

Uncovering the heterogeneity of causal effects of policies and business decisions at various levels of granularity provides substantial value to decision makers. This paper develops estimation and inference procedures for multiple treatment…

Econometrics · Economics 2022-09-09 Michael Lechner , Jana Mareckova

With medical tests becoming increasingly available, concerns about over-testing and over-treatment dramatically increase. Hence, it is important to understand the influence of testing on treatment selection in general practice. Most…

Methodology · Statistics 2020-08-11 Yun Li , Irina Bondarenko , Michael R. Elliott , Timothy P. Hofer , Jeremy M. G. Taylor

To evaluate a single cause of a binary effect, Dawid et al. (2014) defined the probability of causation, while Pearl (2015) defined the probabilities of necessity and sufficiency. For assessing the multiple correlated causes of a binary…

Methodology · Statistics 2024-04-09 Shanshan Luo , Yixuan Yu , Chunchen Liu , Feng Xie , Zhi Geng

Estimating the causal effect of a treatment or health policy with observational data can be challenging due to an imbalance of and a lack of overlap between treated and control covariate distributions. In the presence of limited overlap,…

Methodology · Statistics 2025-03-24 Martha Barnard , Jared D. Huling , Julian Wolfson

Accurate estimates of microbial species abundances are needed to advance our understanding of the role that microbiomes play in human and environmental health. However, artificially constructed microbiomes demonstrate that intuitive…

Methodology · Statistics 2025-03-17 David S Clausen , Amy D Willis

In this work, a variant of the birth and death chain with constant intensities, originally introduced by Bruno de Finetti way back in 1957, is revisited. This fact is also underlined by the choice of the title, which is clearly a literal…

Probability · Mathematics 2025-10-21 Eugenio Regazzini

Causal inference is crucial for understanding the true impact of interventions, policies, or actions, enabling informed decision-making and providing insights into the underlying mechanisms that shape our world. In this paper, we establish…

Methodology · Statistics 2024-03-26 Jingyue Huang , Changbao Wu , Leilei Zeng

Systemic risk measures were introduced to capture the global risk and the corresponding contagion effects that is generated by an interconnected system of financial institutions. To this purpose, two approaches were suggested. In the first…

Optimization and Control · Mathematics 2024-02-23 Sarah Kaakai , Anis Matoussi , Achraf Tamtalini

We introduce a family of quantitative measures of responsibility in multi-agent planning, building upon the concepts of causal responsibility proposed by Parker et al.~[ParkerGL23]. These concepts are formalised within a variant of…

Multiagent Systems · Computer Science 2024-11-05 Chunyan Mu , Nir Oren

Estimating the model evidence - or mariginal likelihood of the data - is a notoriously difficult task for finite and infinite mixture models and we reexamine here different Monte Carlo techniques advocated in the recent literature, as well…

Computation · Statistics 2022-05-12 Adrien Hairault , Christian P. Robert , Judith Rousseau

In this chapter, we review the class of causal effects based on incremental propensity scores interventions proposed by Kennedy [2019]. The aim of incremental propensity score interventions is to estimate the effect of increasing or…

Methodology · Statistics 2021-10-22 Matteo Bonvini , Alec McClean , Zach Branson , Edward H. Kennedy

Uncovering the heterogeneity of causal effects of policies and business decisions at various levels of granularity provides substantial value to decision makers. This paper develops new estimation and inference procedures for multiple…

Econometrics · Economics 2019-07-08 Michael Lechner

We describe and contrast two distinct problem areas for statistical causality: studying the likely effects of an intervention ("effects of causes"), and studying whether there is a causal link between the observed exposure and outcome in an…

Statistics Theory · Mathematics 2021-04-02 A. Philip Dawid , Monica Musio

Causal inference is widely used in various fields, such as biology, psychology and economics, etc. In observational studies, we need to balance the covariates before estimating causal effect. This study extends the one-dimensional entropy…

Methodology · Statistics 2022-05-19 Juan Chen , Yingchun Zhou

Many clinical studies evaluate the benefit of a treatment based on both survival and other continuous/ordinal clinical outcomes, such as Quality of Life scores. In these studies, when subjects die before the follow-up assessment, the…

Applications · Statistics 2023-09-06 Qingyan Xiang , Ronald J. Bosch , Judith J. Lok

Prior works have demonstrated many advantages of cumulative statistics over the classical methods of reliability diagrams, ECEs (empirical, estimated, or expected calibration errors), and ICIs (integrated calibration indices). The…

Methodology · Statistics 2024-11-13 Mark Tygert

The standard theory of coherent risk measures fails to consider individual institutions as part of a system which might itself experience instability and spread new sources of risk to the market participants. In compliance with an approach…

Mathematical Finance · Quantitative Finance 2016-08-09 Bernardi Mauro , Roy Cerqueti , Arsen Palestini