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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…

统计方法学 · 统计学 2023-02-06 Dimitris Bertsimas , Kosuke Imai , Michael Lingzhi Li

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.…

机器学习 · 计算机科学 2024-09-13 Antti Pöllänen , Pekka Marttinen

Most previous studies of the causal relationship between malaria and stunting have been studies where potential confounders are controlled via regression-based methods, but these studies may have been biased by unobserved confounders.…

应用统计 · 统计学 2015-11-11 Hyunseung Kang , Benno Kreuels , Jürgen May , Dylan S. Small

In the presence of confounders, the ordinary least squares (OLS) estimator is known to be biased. This problem can be remedied by using the two-stage least squares (TSLS) estimator, based on the availability of valid instrumental variables…

统计方法学 · 统计学 2015-04-15 Cedric E. Ginestet , Richard Emsley , Sabine Landau

Exogenous heterogeneity, for example, in the form of instrumental variables can help us learn a system's underlying causal structure and predict the outcome of unseen intervention experiments. In this paper, we consider linear models in…

统计方法学 · 统计学 2024-10-21 Niklas Pfister , Jonas Peters

We are in the middle of a remarkable rise in the use and capability of artificial intelligence. Much of this growth has been fueled by the success of deep learning architectures: models that map from observables to outputs via multiple…

应用统计 · 统计学 2017-01-02 Jason Hartford , Greg Lewis , Kevin Leyton-Brown , Matt Taddy

In this paper, we study nonparametric estimation of instrumental variable (IV) regressions. While recent advancements in machine learning have introduced flexible methods for IV estimation, they often encounter one or more of the following…

机器学习 · 计算机科学 2024-03-08 Zihao Li , Hui Lan , Vasilis Syrgkanis , Mengdi Wang , Masatoshi Uehara

Instrumental variable (IV) methods are widely used for estimating average treatment effects in the presence of unmeasured confounders. However, the capability of existing IV procedures, and most notably the two-stage residual inclusion…

Two-stage least squares (TSLS) estimators and variants thereof are widely used to infer the effect of an exposure on an outcome using instrumental variables (IVs). They belong to a wider class of two-stage IV estimators, which are based on…

统计方法学 · 统计学 2015-10-08 Stijn Vansteelandt , Vanessa Didelez

The relevance condition of Integrated Conditional Moment (ICM) estimators is significantly weaker than the conventional IV's in at least two respects: (1) consistent estimation without excluded instruments is possible, provided endogenous…

计量经济学 · 经济学 2022-11-14 Emmanuel Selorm Tsyawo

We consider the problem of estimating the expected causal effect $E[Y|do(X)]$ for a target variable $Y$ when treatment $X$ is set by intervention, focusing on continuous random variables. In settings without selection bias or confounding,…

机器学习 · 统计学 2025-03-27 Marlies Hafer , Alexander Marx

A popular way to estimate the causal effect of a variable x on y from observational data is to use an instrumental variable (IV): a third variable z that affects y only through x. The more strongly z is associated with x, the more reliable…

We propose a method to distinguish causal influence from hidden confounding in the following scenario: given a target variable Y, potential causal drivers X, and a large number of background features, we propose a novel criterion for…

机器学习 · 统计学 2022-02-07 You-Lin Chen , Lenon Minorics , Dominik Janzing

Unsupervised representation learning with variational inference relies heavily on independence assumptions over latent variables. Causal representation learning (CRL), however, argues that factors of variation in a dataset are, in fact,…

机器学习 · 计算机科学 2023-07-13 Avinash Kori , Pedro Sanchez , Konstantinos Vilouras , Ben Glocker , Sotirios A. Tsaftaris

This thesis develops methods for causal inference and causal representation learning (CRL) in high-dimensional, time-varying data. The first contribution introduces the Causal Dynamic Variational Autoencoder (CDVAE), a model for estimating…

机器学习 · 统计学 2025-12-05 Mouad EL Bouchattaoui

Panel data methods are widely used in empirical analysis to address unobserved heterogeneity, but causal inference remains challenging when treatments are endogenous and confounding variables high-dimensional and potentially nonlinear.…

计量经济学 · 经济学 2026-03-24 Anna Baiardi , Paul S. Clarke , Andrea A. Naghi , Annalivia Polselli

Despite increasing popularity in empirical studies, the integration of machine learning generated variables into regression models for statistical inference suffers from the measurement error problem, which can bias estimation and threaten…

计量经济学 · 经济学 2024-12-23 Gordon Burtch , Edward McFowland , Mochen Yang , Gediminas Adomavicius

We consider the problem of learning the causal MAG of a system from observational data in the presence of latent variables and selection bias. Constraint-based methods are one of the main approaches for solving this problem, but the…

机器学习 · 计算机科学 2021-10-26 Sina Akbari , Ehsan Mokhtarian , AmirEmad Ghassami , Negar Kiyavash

Estimating causal effects from high-dimensional, structured exposures is a fundamental challenge in modern applications ranging from neuroscience and finance to environmental science. While the literature has addressed high-dimensional…

统计方法学 · 统计学 2026-04-29 Samhita Pal , Dhrubajyoti Ghosh

Recommender systems are extensively utilised across various areas to predict user preferences for personalised experiences and enhanced user engagement and satisfaction. Traditional recommender systems, however, are complicated by…

信息检索 · 计算机科学 2024-10-17 Jianfeng Deng , Qingfeng Chen , Debo Cheng , Jiuyong Li , Lin Liu , Xiaojing Du