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Causal inference from longitudinal observational data is a challenging problem due to the difficulty in correctly identifying the time-dependent confounders, especially in the presence of latent time-dependent confounders. Instrumental…

Machine Learning · Computer Science 2023-12-13 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Jixue Liu , Wentao Gao , Thuc Duy Le

No unmeasured confounding is often assumed in estimating treatment effects in observational data when using approaches such as propensity scores and inverse probability weighting. However, in many such studies due to the limitation of the…

Applications · Statistics 2019-08-06 Rong Huang , Ronghui Xu , Parambir S. Dulai

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

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

Unobserved confounding is one of the main challenges when estimating causal effects. We propose a causal reduction method that, given a causal model, replaces an arbitrary number of possibly high-dimensional latent confounders with a single…

Machine Learning · Statistics 2023-02-24 Maximilian Ilse , Patrick Forré , Max Welling , Joris M. Mooij

This paper studies the challenging problem of estimating causal effects from observational data, in the presence of unobserved confounders. The two-stage least square (TSLS) method and its variants with a standard instrumental variable (IV)…

Machine Learning · Computer Science 2023-10-04 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Jixue Liu , Thuc Duy Le

Learning individual-level causal effects from observational data, such as inferring the most effective medication for a specific patient, is a problem of growing importance for policy makers. The most important aspect of inferring causal…

Machine Learning · Statistics 2017-11-07 Christos Louizos , Uri Shalit , Joris Mooij , David Sontag , Richard Zemel , Max Welling

NOTE: This preprint has a flawed theoretical formulation. Please avoid it and refer to the ICLR22 publication https://openreview.net/forum?id=q7n2RngwOM. Also, arXiv:2109.15062 contains some new ideas on unobserved Confounding. As an…

Machine Learning · Statistics 2022-04-22 Pengzhou Wu , Kenji Fukumizu

The instrumental variable (IV) approach is a widely used way to estimate the causal effects of a treatment on an outcome of interest from observational data with latent confounders. A standard IV is expected to be related to the treatment…

Machine Learning · Computer Science 2022-11-30 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Jixue Liu , Thuc Duy Le

Unmeasured confounding is a key threat to reliable causal inference based on observational studies. Motivated from two powerful natural experiment devices, the instrumental variables and difference-in-differences, we propose a new method…

Methodology · Statistics 2021-11-09 Ting Ye , Ashkan Ertefaie , James Flory , Sean Hennessy , Dylan S. Small

Measuring treatment effects in observational studies is challenging because of confounding bias. Confounding occurs when a variable affects both the treatment and the outcome. Traditional methods such as propensity score matching estimate…

Methodology · Statistics 2021-12-23 Bevan I. Smith , Charles Chimedza

Studies investigating the causal effects of spatially varying exposures on outcomes often rely on observational and spatially indexed data. A prevalent challenge is unmeasured spatial confounding, where an unobserved spatially varying…

Methodology · Statistics 2025-11-19 Sophie M. Woodward , Mauricio Tec , Francesca Dominici

Treatment effect estimation from observational data has attracted significant attention across various research fields. However, many widely used methods rely on the unconfoundedness assumption, which is often unrealistic due to the…

Machine Learning · Computer Science 2025-02-21 Di Fan , Renlei Jiang , Yunhao Wen , Chuanhou Gao

We consider after-study statistical inference for sequentially designed experiments wherein multiple units are assigned treatments for multiple time points using treatment policies that adapt over time. Our goal is to provide inference…

Machine Learning · Statistics 2025-06-10 Raaz Dwivedi , Katherine Tian , Sabina Tomkins , Predrag Klasnja , Susan Murphy , Devavrat Shah

Unmeasured confounding presents a significant challenge in causal inference from observational studies. Classical approaches often rely on collecting proxy variables, such as instrumental variables. However, in applications where the…

Methodology · Statistics 2025-01-16 Xiaochuan Shi , Dehan Kong , Linbo Wang

Instrumental variable (IV) regression is a standard strategy for learning causal relationships between confounded treatment and outcome variables from observational data by utilizing an instrumental variable, which affects the outcome only…

Machine Learning · Computer Science 2023-06-28 Liyuan Xu , Yutian Chen , Siddarth Srinivasan , Nando de Freitas , Arnaud Doucet , Arthur Gretton

Assessing causal effects in the presence of unobserved confounding is a challenging problem. Existing studies leveraged proxy variables or multiple treatments to adjust for the confounding bias. In particular, the latter approach attributes…

Methodology · Statistics 2023-10-17 Yong Wu , Mingzhou Liu , Jing Yan , Yanwei Fu , Shouyan Wang , Yizhou Wang , Xinwei Sun

Medical professionals evaluating alternative treatment plans for a patient often encounter time varying confounders, or covariates that affect both the future treatment assignment and the patient outcome. The recently proposed…

Machine Learning · Computer Science 2022-01-21 Garima Gupta , Lovekesh Vig , Gautam Shroff

Observational studies can play a useful role in assessing the comparative effectiveness of competing treatments. In a clinical trial the randomization of participants to treatment and control groups generally results in well-balanced groups…

Scientific researchers utilize randomized experiments to draw casual statements. Most early studies as well as current work on experiments with sequential intervention decisions has been focusing on estimating the causal effects among…

Methodology · Statistics 2022-07-27 Jingying Zeng