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In this paper, we focus on estimating the causal effect of an intervention over time on a dynamical system. To that end, we formally define causal interventions and their effects over time on discrete-time stochastic processes (DSPs). Then,…

Artificial Intelligence · Computer Science 2025-05-28 Martina Cinquini , Isacco Beretta , Salvatore Ruggieri , Isabel Valera

Mediation analysis allows one to use observational data to estimate the importance of each potential mediating pathway involved in the causal effect of an exposure on an outcome. However, current approaches to mediation analysis with…

We develop methods for analyzing discrete multivariate longitudinal data and apply them to functional disability data on the U.S. elderly population from the National Long Term Care Survey (NLTCS), 1982-2004. Our models build on a Mixed…

Applications · Statistics 2015-03-05 Daniel Manrique-Vallier

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 causal effect estimation from a mixture of observational and interventional data in a confounded linear regression model with multivariate treatments. We show that the statistical efficiency in terms of expected squared error can…

A methodology for high dimensional causal inference in a time series context is introduced. It is assumed that there is a monotonic transformation of the data such that the dynamics of the transformed variables are described by a Gaussian…

Methodology · Statistics 2023-07-07 Francesco Cordoni , Alessio Sancetta

This tutorial discusses methodology for causal inference using longitudinal modified treatment policies. This method facilitates the mathematical formalization, identification, and estimation of many novel parameters, and mathematically…

Several epidemiological studies have provided evidence that long-term exposure to fine particulate matter (PM2.5) increases mortality risk. Furthermore, some population characteristics (e.g., age, race, and socioeconomic status) might play…

Methodology · Statistics 2023-11-01 Dafne Zorzetto , Falco J. Bargagli-Stoffi , Antonio Canale , Francesca Dominici

Convenient access to observational data enables us to learn causal effects without randomized experiments. This research direction draws increasing attention in research areas such as economics, healthcare, and education. For example, we…

Social and Information Networks · Computer Science 2019-12-03 Ruocheng Guo , Jundong Li , Huan Liu

In many causal studies, outcomes are censored by death, in the sense that they are neither observed nor defined for units who die. In such studies, the focus is usually on the stratum of always survivors up to a single fixed time s.…

Methodology · Statistics 2024-01-02 Giulio Grossi , Marco Mariani , Alessandra Mattei , Fabrizia Mealli

Traditional mediation analysis typically examines the relations among an intervention, a time-invariant mediator, and a time-invariant outcome variable. Although there may be a direct effect of the intervention on the outcome, there is a…

Applications · Statistics 2020-08-28 Xizhen Cai , Donna L. Coffman , Megan E. Piper , Runze Li

Summary statistics of genome-wide association studies (GWAS) teach causal relationship between millions of genetic markers and tens and thousands of phenotypes. However, underlying biological mechanisms are yet to be elucidated. We can…

Machine Learning · Statistics 2019-01-25 Yongjin Park , Abhishek Sarkar , Khoi Nguyen , Manolis Kellis

Simulating longitudinal data from specified marginal structural models is a crucial but challenging task for evaluating causal inference methods and informing study design. While data generation typically proceeds in a fully conditional…

Methodology · Statistics 2025-04-25 Xi Lin , Daniel de Vassimon Manela , Chase Mathis , Jens Magelund Tarp , Robin J. Evans

We propose a novel approach for causal mediation analysis based on changes-in-changes assumptions restricting unobserved heterogeneity over time. This allows disentangling the causal effect of a binary treatment on a continuous outcome into…

Econometrics · Economics 2020-10-13 Martin Huber , Mark Schelker , Anthony Strittmatter

Varying coefficient models are widely used to characterize dynamic associations between longitudinal outcomes and covariates. Existing work on varying coefficient models, however, all assumes that observation times are independent of the…

Methodology · Statistics 2026-01-27 Yu Gu , Yangjianchen Xu , Peijun Sang

Mediation analysis aims at disentangling the effects of a treatment on an outcome through alternative causal mechanisms and has become a popular practice in biomedical and social science applications. The causal framework based on…

Methodology · Statistics 2024-09-27 Allan Jerolon , Laura Baglietto , Etienne Birmele , Vittorio Perduca , Flora Alarcon

High-dimensional multivariate longitudinal data, which arise when many outcome variables are measured repeatedly over time, are becoming increasingly common in social, behavioral and health sciences. We propose a latent variable model for…

Methodology · Statistics 2025-12-09 Sze Ming Lee , Yunxiao Chen , Tony Sit

Surrogate markers offer the potential to reduce the burden of data collection by replacing costly or invasive primary outcomes with more accessible measurements, provided that they can faithfully indicate the effectiveness of a treatment.…

Methodology · Statistics 2026-04-15 Silvaneo V. dos Santos , Layla Parast

Bayesian causal inference offers a principled approach to policy evaluation of proposed interventions on mediators or time-varying exposures. We outline a general approach to the estimation of causal quantities for settings with…

Methodology · Statistics 2019-02-28 Leah Comment , Brent A. Coull , Corwin Zigler , Linda Valeri

Theoretical developments in sequential Bayesian analysis of multivariate dynamic models underlie new methodology for causal prediction. This extends the utility of existing models with computationally efficient methodology, enabling routine…

Methodology · Statistics 2024-06-05 Kevin Li , Graham Tierney , Christoph Hellmayr , Mike West