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There are well-established methods for identifying the causal effect of a time-varying treatment applied at discrete time points. However, in the real world, many treatments are continuous or have a finer time scale than the one used for…

Methodology · Statistics 2023-06-16 Jinghao Sun , Forrest W. Crawford

Real-time monitoring in modern medical research introduces functional longitudinal data, characterized by continuous-time measurements of outcomes, treatments, and confounders. This complexity leads to uncountably infinite…

Methodology · Statistics 2025-08-15 Andrew Ying

The use of observational time series data to assess the impact of multi-time point interventions is becoming increasingly common as more health and activity data are collected and digitized via wearables, social media, and electronic health…

Methodology · Statistics 2020-12-01 Roy Adams , Suchi Saria , Michael Rosenblum

The ability to understand causality from data is one of the major milestones of human-level intelligence. Causal Discovery (CD) algorithms can identify the cause-effect relationships among the variables of a system from related…

Artificial Intelligence · Computer Science 2024-03-14 Uzma Hasan , Emam Hossain , Md Osman Gani

Mobile technology (mobile phones and wearable devices) generates continuous data streams encompassing outcomes, exposures and covariates, presented as intensive longitudinal or multivariate time series data. The high frequency of…

Causal effect estimation is important for many tasks in the natural and social sciences. We design algorithms for the continuous partial identification problem: bounding the effects of multivariate, continuous treatments when unmeasured…

Machine Learning · Statistics 2023-05-18 Kirtan Padh , Jakob Zeitler , David Watson , Matt Kusner , Ricardo Silva , Niki Kilbertus

This article studies the estimation of the causal effect of a time-varying treatment on time-to-an-event or on some other continuously distributed outcome. The paper applies to the situation where treatment is repeatedly adapted to…

Statistics Theory · Mathematics 2008-06-19 Judith J. Lok

Time series data is a collection of chronological observations which is generated by several domains such as medical and financial fields. Over the years, different tasks such as classification, forecasting, and clustering have been…

Machine Learning · Computer Science 2021-02-12 Raha Moraffah , Paras Sheth , Mansooreh Karami , Anchit Bhattacharya , Qianru Wang , Anique Tahir , Adrienne Raglin , Huan Liu

Inferring nonlinear and asymmetric causal relationships between multivariate longitudinal data is a challenging task with wide-ranging application areas including clinical medicine, mathematical biology, economics and environmental…

Methodology · Statistics 2021-08-25 Tom Edinburgh , Stephen J. Eglen , Ari Ercole

Most of the work on the structural nested model and g-estimation for causal inference in longitudinal data assumes a discrete-time underlying data generating process. However, in some observational studies, it is more reasonable to assume…

Statistics Theory · Mathematics 2011-03-09 Mingyuan Zhang , Marshall M. Joffe , Dylan S. Small

Inferring causal relationships from observational data is often challenging due to endogeneity. This paper provides new identification results for causal effects of discrete, ordered and continuous treatments using multiple binary…

Econometrics · Economics 2024-10-21 Nadja van 't Hoff

We define dynamic treatment regimes and associated potential outcomes for data described by marked point processes (MPPs). These definitions motivate MPP analogues of the commonly used consistency, exchangeability, and positivity conditions…

Methodology · Statistics 2026-04-15 Pål Christie Ryalen , Mats Julius Stensrud , Kjetil Røysland

Complex dynamical systems are prevalent in many scientific disciplines. In the analysis of such systems two aspects are of particular interest: 1) the temporal patterns along which they evolve and 2) the underlying causal mechanisms.…

Methodology · Statistics 2022-05-31 Nicolas-Domenic Reiter , Andreas Gerhardus , Jakob Runge

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

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

Partial identification approaches are a flexible and robust alternative to standard point-identification approaches in general instrumental variable models. However, this flexibility comes at the cost of a ``curse of cardinality'': the…

Econometrics · Economics 2020-06-30 Florian Gunsilius

Causal discovery problems use a set of observations to deduce causality between variables in the real world, typically to answer questions about biological or physical systems. These observations are often recorded at regular time…

Signal Processing · Electrical Eng. & Systems 2026-02-24 Kurt Butler , Damian Machlanski , Panagiotis Dimitrakopoulos , Sotirios A. Tsaftaris

Inferring causal effects of continuous-valued treatments from observational data is a crucial task promising to better inform policy- and decision-makers. A critical assumption needed to identify these effects is that all confounding…

A methodology for high dimensional causal inference in a time series context is introduced. It is assumed that there is a monotonic transformation of the data such that the dynamics of the transformed variables are described by a Gaussian…

Methodology · Statistics 2023-07-07 Francesco Cordoni , Alessio Sancetta

Causality defines the relationship between cause and effect. In multivariate time series field, this notion allows to characterize the links between several time series considering temporal lags. These phenomena are particularly important…

Methodology · Statistics 2023-06-01 Antonin Arsac , Aurore Lomet , Jean-Philippe Poli
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