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This paper considers identification and inference for the distribution of treatment effects conditional on observable covariates. Since the conditional distribution of treatment effects is not point identified without strong assumptions, we…

Econometrics · Economics 2023-11-23 Sungwon Lee

Entropy serves as a central observable which indicates uncertainty in many chemical, thermodynamical, biological and ecological systems, and the principle of the maximum entropy (MaxEnt) is widely supported in natural science. Recently,…

Physics and Society · Physics 2015-06-03 Bin Xu , Hongen Zhang , Zhijian Wang , Jianbo Zhang

In this tutorial we review the essential arguments behing entropic inference. We focus on the epistemological notion of information and its relation to the Bayesian beliefs of rational agents. The problem of updating from a prior to a…

Data Analysis, Statistics and Probability · Physics 2015-05-20 Ariel Caticha

Entropy notions for $\varepsilon$-incremental practical stability and incremental stability of deterministic nonlinear systems under disturbances are introduced. The entropy notions are constructed via a set of points in state space which…

Optimization and Control · Mathematics 2022-09-13 Michelle S. Chong

We investigate the maximum caliber variational principle as an inference algorithm used to predict dynamical properties of complex nonequilibrium, stationary, statistical systems in the presence of incomplete information. Specifically, we…

Statistical Mechanics · Physics 2016-12-28 Carlo Cafaro , Sean Alan Ali

In most data-scientific approaches, the principle of Maximum Entropy (MaxEnt) is used to a posteriori justify some parametric model which has been already chosen based on experience, prior knowledge or computational simplicity. In a…

Methodology · Statistics 2022-06-29 Orestis Loukas , Ho Ryun Chung

This paper proposes methods of estimation and uniform inference for a general class of causal functions, such as the conditional average treatment effects and the continuous treatment effects, under multiway clustering. The causal function…

Econometrics · Economics 2024-09-11 Nan Liu , Yanbo Liu , Yuya Sasaki

In classical information theory, a causal relationship between two variables is typically modelled by assuming that, for every possible state of one of the variables, there exists a particular distribution of states of the second variable.…

Information Theory · Computer Science 2023-02-28 Joel R. Peck , David Waxman

Causal inference plays an important role in explanatory analysis and decision making across various fields like statistics, marketing, health care, and education. Its main task is to estimate treatment effects and make intervention…

Methodology · Statistics 2024-07-22 Yingrong Wang , Haoxuan Li , Minqin Zhu , Anpeng Wu , Ruoxuan Xiong , Fei Wu , Kun Kuang

The method of Maximum (relative) Entropy (ME) is used to translate the information contained in the known form of the likelihood into a prior distribution for Bayesian inference. The argument is guided by intuition gained from the…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Ariel Caticha , Roland Preuss

Interference occurs when the potential outcomes of a unit depend on the treatment of others. Interference can be highly heterogeneous, where treating certain individuals might have a larger effect on the population's overall outcome. A…

Methodology · Statistics 2025-04-11 Samantha G Dean , Georgia Papadogeorgou , Laura Forastiere

Variational inference is a popular method for estimating model parameters and conditional distributions in hierarchical and mixed models, which arise frequently in many settings in the health, social, and biological sciences. Variational…

Methodology · Statistics 2019-01-10 Ted Westling , Tyler H. McCormick

This paper discusses the fundamental principles of causal inference - the area of statistics that estimates the effect of specific occurrences, treatments, interventions, and exposures on a given outcome from experimental and observational…

Methodology · Statistics 2021-12-03 Francesca Dominici , Falco J. Bargagli-Stoffi , Fabrizia Mealli

Consider the case that one observes a single time-series, where at each time t one observes a data record O(t) involving treatment nodes A(t), possible covariates L(t) and an outcome node Y(t). The data record at time t carries information…

Statistics Theory · Mathematics 2021-02-04 Mark J. van der Laan , Ivana Malenica

Analysis of a probabilistic system often requires to learn the joint probability distribution of its random variables. The computation of the exact distribution is usually an exhaustive precise analysis on all executions of the system. To…

Information Theory · Computer Science 2023-07-19 Fabrizio Biondi , Yusuke Kawamoto , Axel Legay , Louis-Marie Traonouez

In causal inference, principal stratification is a framework for dealing with a posttreatment intermediate variable between a treatment and an outcome, in which the principal strata are defined by the joint potential values of the…

Methodology · Statistics 2021-04-20 Zhichao Jiang , Peng Ding

Causal mediation analysis can improve understanding of the mechanisms underlying epidemiologic associations. However, the utility of natural direct and indirect effect estimation has been limited by the assumption of no confounder of the…

Applications · Statistics 2020-06-16 Kara E. Rudolph , Oleg Sofrygin , Wenjing Zheng , Mark J. van der Laan

We study Bayesian approaches to causal inference via propensity score regression. Much of the Bayesian literature on propensity score methods have relied on approaches that cannot be viewed as fully Bayesian in the context of conventional…

Estimating long-term causal effects by combining long-term observational and short-term experimental data is a crucial but challenging problem in many real-world scenarios. In existing methods, several ideal assumptions, e.g. latent…

Machine Learning · Computer Science 2025-05-12 Ruichu Cai , Junjie Wan , Weilin Chen , Zeqin Yang , Zijian Li , Peng Zhen , Jiecheng Guo

We are interested in estimating the effect of a treatment applied to individuals at multiple sites, where data is stored locally for each site. Due to privacy constraints, individual-level data cannot be shared across sites; the sites may…

Machine Learning · Computer Science 2023-04-04 Ruoxuan Xiong , Allison Koenecke , Michael Powell , Zhu Shen , Joshua T. Vogelstein , Susan Athey