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Bridging the gap between internal and external validity is crucial for heterogeneous treatment effect estimation. Randomised controlled trials (RCTs), favoured for their internal validity due to randomisation, often encounter challenges in…
There is a growing literature on estimating effects of treatment strategies based on the natural treatment that would have been received in the absence of intervention, often dubbed `modified treatment policies' (MTPs). MTPs are sometimes…
While well-established methods for time-to-event data are available when the proportional hazards assumption holds, there is no consensus on the best inferential approach under non-proportional hazards (NPH). However, a wide range of…
Medical advances have increased cancer survival rates and the possibility of finding a cure. Hence, it is crucial to evaluate the impact of treatments both in terms of cure and prolongation of survival. To achieve this, we may use a Cox…
We consider the problem of estimating the causal effect of a treatment on an outcome in linear structural causal models (SCM) with latent confounders when we have access to a single proxy variable. Several methods (such as…
Inverse probability of treatment weighting (IPTW) is widely used to estimate causal effects, but guidance is limited for count exposures. It is also unclear how IPTW performs when combined with multiple imputation in this context. In this…
Structural Causal Models (SCMs) offer a principled framework to reason about interventions and support out-of-distribution generalization, which are key goals in scientific discovery. However, the task of learning SCMs from observed data…
Medical investigations focusing on patient survival often generate not only a failure time for each patient but also a sequence of measurements on patient health at annual or semi-annual check-ups while the patient remains alive. Such a…
In two harmonized efficacy studies to prevent HIV infection through multiple infusions of the monoclonal antibody VRC01, a key objective is to evaluate whether the serum concentration of VRC01, which changes cyclically over time along with…
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.…
An intense research on financial market microstructure is presently in progress. Continuous time random walks (CTRWs) are general models capable to capture the small-scale properties that high frequency data series show. The use of CTRW…
Microsimulation models (MSMs) are used to predict population-level effects of health care policies by simulating individual-level outcomes. Simulated outcomes are governed by unknown parameters that are chosen so that the model accurately…
Typically, case-control studies to estimate odds-ratios associating risk factors with disease incidence from logistic regression only include cases with newly diagnosed disease. Recently proposed methods allow incorporating information on…
Many medical decisions involve the use of dynamic information collected on individual patients toward predicting likely transitions in their future health status. If accurate predictions are developed, then a prognostic mode can identify…
A standard assumption for causal inference about the joint effects of time-varying treatment is that one has measured sufficient covariates to ensure that within covariate strata, subjects are exchangeable across observed treatment values,…
In this work, we propose the marginal structured SVM (MSSVM) for structured prediction with hidden variables. MSSVM properly accounts for the uncertainty of hidden variables, and can significantly outperform the previously proposed latent…
In this paper I describe some substantial extensions to the survsim command for simulating survival data. survsim can now simulate survival data from a parametric distribution, a custom/user-defined distribution, from a fitted merlin model,…
The use of the non-parametric Restricted Mean Survival Time endpoint (RMST) has grown in popularity as trialists look to analyse time-to-event outcomes without the restrictions of the proportional hazards assumption. In this paper, we…
Data collected in clinical trials are often composed of multiple types of variables. For example, laboratory measurements and vital signs are longitudinal data of continuous or categorical variables, adverse events may be recurrent events,…
This paper aims to provide practitioners of causal mediation analysis with a better understanding of estimation options. We take as inputs two familiar strategies (weighting and model-based prediction) and a simple way of combining them…