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In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates.…

Machine Learning · Computer Science 2024-09-13 Antti Pöllänen , Pekka Marttinen

We investigate the problem of inferring the causal predictors of a response $Y$ from a set of $d$ explanatory variables $(X^1,\dots,X^d)$. Classical ordinary least squares regression includes all predictors that reduce the variance of $Y$.…

Statistics Theory · Mathematics 2018-05-29 Niklas Pfister , Peter Bühlmann , Jonas Peters

This paper investigates the theoretical foundation and develops analytical formulas for sample size and power calculations for causal inference with observational data. By analyzing the variance of an inverse probability weighting estimator…

Methodology · Statistics 2026-05-19 Bo Liu , Chengxin Yang , Fan Li

Measuring and quantifying dependencies between random variables (RV's) can give critical insights into a data-set. Typical questions are: `Do underlying relationships exist?', `Are some variables redundant?', and `Is some target variable…

Machine Learning · Statistics 2022-03-24 Guus Berkelmans , Joris Pries , Sandjai Bhulai , Rob van der Mei

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

We consider continuous-time survival or more general event-history settings, where the aim is to infer the causal effect of a time-dependent treatment process. This is formalised as the effect on the outcome event of a (possibly…

Methodology · Statistics 2024-04-23 Kjetil Røysland , Pål Ryalen , Mari Nygård , Vanessa Didelez

The concepts of variability and uncertainty, both epistemic and alleatory, came from experience and coexist with different connotations. Therefore this article attempts to express their relation by analytic means firstly setting sights on…

Other Statistics · Statistics 2013-01-15 Kalman Ziha

Computing the agreement between two continuous sequences is of great interest in statistics when comparing two instruments or one instrument with a gold standard. The probability of agreement (PA) quantifies the similarity between two…

Methodology · Statistics 2025-05-20 Jonathan Acosta , Ronny Vallejos , Aaron M. Ellison , Felipe Osorio , Mario de Castro

We use variation of test scores measuring closely related skills to isolate peer effects. The intuition for our identification strategy is that the difference in closely related scores eliminates factors common to the performance in either…

General Economics · Economics 2025-07-03 Guido Kuersteiner , Ingmar Prucha , Ying Zeng

I propose a flexible structural model to estimate peer effects across various quantiles of the peer outcome distribution. The model allows peers with low, intermediate, and high outcomes to exert distinct influences, thereby capturing more…

Econometrics · Economics 2025-06-17 Aristide Houndetoungan

A popular way to estimate the causal effect of a variable x on y from observational data is to use an instrumental variable (IV): a third variable z that affects y only through x. The more strongly z is associated with x, the more reliable…

Machine Learning · Computer Science 2020-04-14 Zhaobin Kuang , Frederic Sala , Nimit Sohoni , Sen Wu , Aldo Córdova-Palomera , Jared Dunnmon , James Priest , Christopher Ré

The era of big data has witnessed an increasing availability of observational data from mobile and social networking, online advertising, web mining, healthcare, education, public policy, marketing campaigns, and so on, which facilitates…

Machine Learning · Computer Science 2023-03-06 Zhixuan Chu , Ruopeng Li , Stephen Rathbun , Sheng Li

An essential goal of program evaluation and scientific research is the investigation of causal mechanisms. Over the past several decades, causal mediation analysis has been used in medical and social sciences to decompose the treatment…

Methodology · Statistics 2016-01-15 K. C. G. Chan , K. Imai , S. C. P. Yam , Z. Zhang

Deciding on an appropriate intervention requires a causal model of a treatment, the outcome, and potential mediators. Causal mediation analysis lets us distinguish between direct and indirect effects of the intervention, but has mostly been…

Machine Learning · Computer Science 2023-06-19 Çağlar Hızlı , ST John , Anne Juuti , Tuure Saarinen , Kirsi Pietiläinen , Pekka Marttinen

Causal identification is at the core of the causal inference literature, where complete algorithms have been proposed to identify causal queries of interest. The validity of these algorithms hinges on the restrictive assumption of having…

Machine Learning · Computer Science 2023-10-30 Sina Akbari , Fateme Jamshidi , Ehsan Mokhtarian , Matthew J. Vowels , Jalal Etesami , Negar Kiyavash

The concept of causality has a controversial history. The question of whether it is possible to represent and address causal problems with probability theory, or if fundamentally new mathematics such as the do calculus is required has been…

Machine Learning · Statistics 2021-12-13 Finnian Lattimore , David Rohde

Various types of stabilizing controls lead to a deterministic difference equation with the following property: once the initial value is positive, the solution tends to the unique positive equilibrium. Introducing additive perturbations can…

Dynamical Systems · Mathematics 2016-06-07 Elena Braverman , Alexandra Rodkina

This paper develops methods for estimating the natural direct and indirect effects in causal mediation analysis. The efficient influence function-based estimator (EIF-based estimator) and the inverse probability weighting estimator (IPW…

Methodology · Statistics 2025-12-11 Kentaro Kawato

A further understanding of cause and effect within observational data is critical across many domains, such as economics, health care, public policy, web mining, online advertising, and marketing campaigns. Although significant advances…

Machine Learning · Computer Science 2023-04-11 Zhixuan Chu , Sheng Li

Telling apart the cause and effect between two random variables with purely observational data is a challenging problem that finds applications in various scientific disciplines. A key principle utilized in this task is the algorithmic…

Machine Learning · Computer Science 2025-08-15 Quang-Duy Tran , Bao Duong , Phuoc Nguyen , Thin Nguyen