Related papers: A flexible approach to sequential prediction under…
We propose a method for learning linear models whose predictive performance is robust to causal interventions on unobserved variables, when noisy proxies of those variables are available. Our approach takes the form of a regularization term…
A common concern when trying to draw causal inferences from observational data is that the measured covariates are insufficiently rich to account for all sources of confounding. In practice, many of the covariates may only be proxies of the…
Predictive models are often introduced to decision-making tasks under the rationale that they improve performance over an existing decision-making policy. However, it is challenging to compare predictive performance against an existing…
A predictive model makes outcome predictions based on some given features, i.e., it estimates the conditional probability of the outcome given a feature vector. In general, a predictive model cannot estimate the causal effect of a feature…
In this paper we study approaches for dealing with treatment when developing a clinical prediction model. Analogous to the estimand framework recently proposed by the European Medicines Agency for clinical trials, we propose a…
When drawing causal inferences about the effects of multiple treatments on clustered survival outcomes using observational data, we need to address implications of the multilevel data structure, multiple treatments, censoring and unmeasured…
This paper re-examines the problem of estimating risk premia in linear factor pricing models. Typically, the data used in the empirical literature are characterized by weakness of some pricing factors, strong cross-sectional dependence in…
In biomedical research, repeated measurements within each subject are often processed to remove artifacts and unwanted sources of variation. The resulting data are used to construct derived outcomes that act as proxies for scientific…
We propose semi- and non-parametric methods to estimate conditional interventional effects in the setting of two discrete mediators whose causal ordering is unknown. Average interventional indirect effects have been shown to decompose an…
Structural Causal Models (SCMs) offer a principled framework to reason about interventions and support out-of-distribution generalization, which are key goals in scientific discovery. However, the task of learning SCMs from observed data…
The task of inferring high-level causal variables from low-level observations, commonly referred to as causal representation learning, is fundamentally underconstrained. As such, recent works to address this problem focus on various…
In longitudinal studies where units are embedded in space or a social network, interference may arise, meaning that a unit's outcome can depend on treatment histories of others. The presence of interference poses significant challenges for…
Causal decomposition analysis provides a way to identify mediators that contribute to health disparities between marginalized and non-marginalized groups. In particular, the degree to which a disparity would be reduced or remain after…
In many applications, researchers are interested in the direct and indirect causal effects of a treatment or exposure on an outcome of interest. Mediation analysis offers a rigorous framework for identifying and estimating these causal…
Evaluating the causal effect of an intervention on multivariate outcomes is challenging when the outcomes are interdependent and derived rather than directly observed. Effective connectivity, which summarizes the directional neural…
Mediation analysis breaks down the causal effect of a treatment on an outcome into an indirect effect, acting through a third group of variables called mediators, and a direct effect, operating through other mechanisms. Mediation analysis…
A mediation analysis approach is proposed for multiple exposures, multiple mediators, and a continuous scalar outcome under the linear structural equation modeling framework. It assumes that there exist orthogonal components that…
Statistical methods to evaluate the effectiveness of interventions are increasingly challenged by the inherent interconnectedness of units. Specifically, a recent flurry of methods research has addressed the problem of interference between…
Causal mediation analysis has historically been limited in two important ways: (i) a focus has traditionally been placed on binary treatments and static interventions, and (ii) direct and indirect effect decompositions have been pursued…
We introduce a flexible parametric mixed effects model for correlated binary data, with parameters that can be directly interpreted as marginal odds ratios. This leads to a robust estimation equation with an optimal weighting matrix being…