Related papers: Causal inference for calibrated scaling interventi…
Causal effect estimation from observational data is a challenging problem, especially with high dimensional data and in the presence of unobserved variables. The available data-driven methods for tackling the problem either provide an…
Treatment non-compliance, where individuals deviate from their assigned experimental conditions, frequently complicates the estimation of causal effects. To address this, we introduce a novel learning framework based on a mixture of experts…
Causal inference, a critical tool for informing business decisions, traditionally relies heavily on structured data. However, in many real-world scenarios, such data can be incomplete or unavailable. This paper presents a framework that…
Causal inference is to estimate the causal effect in a causal relationship when intervention is applied. Precisely, in a causal model with binary interventions, i.e., control and treatment, the causal effect is simply the difference between…
Spatial interference (SI) occurs when the treatment at one location affects the outcomes at other locations. Accounting for spatial interference in spatiotemporal settings poses further challenges as interference violates the stable unit…
We introduce a novel framework to financial time series forecasting that leverages causality-inspired models to balance the trade-off between invariance to distributional changes and minimization of prediction errors. To the best of our…
The partitioning of data for estimation and calibration critically impacts the performance of propensity score based estimators like inverse probability weighting (IPW) and double/debiased machine learning (DML) frameworks. We extend recent…
We consider the estimation of average treatment effects in observational studies and propose a new framework of robust causal inference with unobserved confounders. Our approach is based on distributionally robust optimization and proceeds…
An important aspect of the performance of algorithms that predict individualized treatment effects (ITE) is moderate calibration, i.e., the average treatment effect among individuals with predicted treatment effect of z being equal to z.…
Causal inference necessarily relies upon untestable assumptions; hence, it is crucial to assess the robustness of obtained results to violations of identification assumptions. However, such sensitivity analysis is only occasionally…
We generalize the potential outcome framework to time series with an intervention by defining causal effects on stochastic processes. Interventions in dynamic systems alter not only outcome levels but also evolutionary dynamics -- changing…
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…
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…
Evaluating causal treatment effects in observational studies requires addressing confounding. While the back-door criterion enables identification through adjustment for observed covariates, it fails in the presence of unmeasured…
Understanding directed temporal interactions in multivariate time series is essential for interpreting complex dynamical systems and the predictive models trained on them. We present Causal-INSIGHT, a model-agnostic, post-hoc interpretation…
Causal inference with observational studies often suffers from unmeasured confounding, yielding biased estimators based on the unconfoundedness assumption. Sensitivity analysis assesses how the causal conclusions change with respect to…
Existing spatio-temporal Hawkes process models typically rely on either parametric or semiparametric assumptions, limiting the model's ability to capture complex endogenous and exogenous event dynamics. We propose a fully Bayesian…
Models with a large number of latent variables are often used to fully utilize the information in big or complex data. However, they can be difficult to estimate using standard approaches, and variational inference methods are a popular…
We present new results on average causal effects in settings with unmeasured exposure-outcome confounding. Our results are motivated by a class of estimands, e.g., frequently of interest in medicine and public health, that are currently not…
Causal disentanglement aims to uncover a representation of data using latent variables that are interrelated through a causal model. Such a representation is identifiable if the latent model that explains the data is unique. In this paper,…