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This paper introduces a new method for testing the statistical significance of estimated parameters in predictive regressions. The approach features a new family of test statistics that are robust to the degree of persistence of the…

Econometrics · Economics 2025-02-04 Jean-Yves Pitarakis

Semiparametric inference on average causal effects from observational data is based on assumptions yielding identification of the effects. In practice, several distinct identifying assumptions may be plausible; an analyst has to make a…

Methodology · Statistics 2025-10-07 Tetiana Gorbach , Xavier de Luna , Juha Karvanen , Ingeborg Waernbaum

Causal modeling has long been an attractive topic for many researchers and in recent decades there has seen a surge in theoretical development and discovery algorithms. Generally discovery algorithms can be divided into two approaches:…

Machine Learning · Statistics 2017-02-06 Ridho Rahmadi , Perry Groot , Marianne Heins , Hans Knoop , Tom Heskes

Learning causal relationships among a set of variables, as encoded by a directed acyclic graph, from observational data is complicated by the presence of unobserved confounders. Instrumental variables (IVs) are a popular remedy for this…

Methodology · Statistics 2025-04-17 Jing Zou , Wei Li , Wei Lin

Long-term causal inference has drawn increasing attention in many scientific domains. Existing methods mainly focus on estimating average long-term causal effects by combining long-term observational data and short-term experimental data.…

Machine Learning · Computer Science 2025-03-04 Weilin Chen , Ruichu Cai , Junjie Wan , Zeqin Yang , José Miguel Hernández-Lobato

Despite the essential need for comprehensive considerations in responsible AI, factors like robustness, fairness, and causality are often studied in isolation. Adversarial perturbation, used to identify vulnerabilities in models, and…

Machine Learning · Computer Science 2024-02-07 Ahmad-Reza Ehyaei , Golnoosh Farnadi , Samira Samadi

Causal graphs may inform covariate adjustment for estimating causal effects and improve estimation efficiency by exploiting the graphical structure. In many applications, however, the target causal parameter may not be point-identified due…

This paper provides a general framework for testing instrument validity in heterogeneous causal effect models. The generalization includes the cases where the treatment can be multivalued ordered or unordered. Based on a series of testable…

Econometrics · Economics 2023-10-11 Zhenting Sun

When assessing the presence of an exposure causal effect on a given outcome, it is well known that classical measurement error of the exposure can reduce the power of a test of the null hypothesis in question, although its type I error rate…

Methodology · Statistics 2016-10-18 Caleb H. Miles , Joel Schwartz , Eric J. Tchetgen Tchetgen

In many empirical settings, directly observing a treatment variable may be infeasible although an error-prone surrogate measurement of the latter will often be available. Causal inference based solely on the surrogate measurement is…

Methodology · Statistics 2024-09-26 Ying Zhou , Eric Tchetgen Tchetgen

When domain knowledge is limited and experimentation is restricted by ethical, financial, or time constraints, practitioners turn to observational causal discovery methods to recover the causal structure, exploiting the statistical…

While probabilistic models describe the dependence structure between observed variables, causal models go one step further: they predict, for example, how cognitive functions are affected by external interventions that perturb neuronal…

Neurons and Cognition · Quantitative Biology 2021-04-12 Sebastian Weichwald , Jonas Peters

In this paper we give a brief review of semiparametric theory, using as a running example the common problem of estimating an average causal effect. Semiparametric models allow at least part of the data-generating process to be unspecified…

Methodology · Statistics 2017-09-20 Edward H. Kennedy

Estimation of causal effects involves crucial assumptions about the data-generating process, such as directionality of effect, presence of instrumental variables or mediators, and whether all relevant confounders are observed. Violation of…

Machine Learning · Computer Science 2021-09-01 Amit Sharma , Vasilis Syrgkanis , Cheng Zhang , Emre Kıcıman

As causal ground truth is incredibly rare, causal discovery algorithms are commonly only evaluated on simulated data. This is concerning, given that simulations reflect preconceptions about generating processes regarding noise…

In this paper, we propose a simple and easy-to-implement Bayesian hypothesis test for the presence of an association, described by Kendall's \tau coefficient, between two variables measured on at least an ordinal scale. Owing to the absence…

Methodology · Statistics 2022-09-09 Shen Zhang , Keying Ye , Min Wang

A typical problem in causal modeling is the instability of model structure learning, i.e., small changes in finite data can result in completely different optimal models. The present work introduces a novel causal modeling algorithm for…

This paper proposes a flexible new framework for constructing Neyman-orthogonal scores in semiparametric models involving infinite-dimensional nuisance parameters. While locally estimation is vital for integrating machine learning into…

Methodology · Statistics 2026-04-30 Kun Ren , Wen Su , Li Liu , Ian W. McKeague , Xingqiu Zhao

Instrumental variables have been widely used to estimate the causal effect of a treatment on an outcome. Existing confidence intervals for causal effects based on instrumental variables assume that all of the putative instrumental variables…

Methodology · Statistics 2020-06-03 Hyunseung Kang , Youjin Lee , T. Tony Cai , Dylan S. Small

Structural causal models are the basic modelling unit in Pearl's causal theory; in principle they allow us to solve counterfactuals, which are at the top rung of the ladder of causation. But they often contain latent variables that limit…

Artificial Intelligence · Computer Science 2021-11-23 Marco Zaffalon , Alessandro Antonucci , Rafael Cabañas