中文
相关论文

相关论文: Leaning Time-Varying Instruments for Identifying C…

200 篇论文

Most approaches for assessing causality in complex dynamical systems fail when the interactions between variables are inherently non-linear and non-stationary. Here we introduce Temporal Autoencoders for Causal Inference (TACI), a…

机器学习 · 计算机科学 2024-06-06 Josuan Calderon , Gordon J. Berman

Standard instrumental variables (IV) methods identify a Local Average Treatment Effect under monotonicity, which rules out defiers. In many empirical environments, however, distinct instruments may induce heterogeneous and even opposing…

计量经济学 · 经济学 2026-02-16 Johann Caro-Burnett

Instrumental variable approaches have gained popularity for estimating causal effects in the presence of unmeasured confounders. However, the availability of instrumental variables in the primary dataset is often challenged due to stringent…

统计方法学 · 统计学 2026-03-31 Kang Shuai , Shanshan Luo , Wei Li , Yangbo He

Accurately estimating treatment effects over time is crucial in fields such as precision medicine, epidemiology, economics, and marketing. Many current methods for estimating treatment effects over time assume that all confounders are…

机器学习 · 统计学 2025-11-11 Mouad El Bouchattaoui , Myriam Tami , Benoit Lepetit , Paul-Henry Cournède

Imitation learning from demonstrations usually suffers from the confounding effects of unmeasured variables (i.e., unmeasured confounders) on the states and actions. If ignoring them, a biased estimation of the policy would be entailed. To…

机器学习 · 计算机科学 2025-07-24 Yan Zeng , Shenglan Nie , Feng Xie , Libo Huang , Peng Wu , Zhi Geng

Using deep latent variable models in causal inference has attracted considerable interest recently, but an essential open question is their ability to yield consistent causal estimates. While they have demonstrated promising results and…

机器学习 · 计算机科学 2022-01-25 Severi Rissanen , Pekka Marttinen

Instrumental variable analysis is a widely used method to estimate causal effects in the presence of unmeasured confounding. When the instruments, exposure and outcome are not measured in the same sample, Angrist and Krueger (1992)…

统计理论 · 数学 2018-09-07 Qingyuan Zhao , Jingshu Wang , Jack Bowden , Dylan S. Small

The instrumental variable (IV) approach is commonly used to infer causal effects in the presence of unmeasured confounding. Existing methods typically aim to estimate the mean causal effects, whereas a few other methods focus on quantile…

统计方法学 · 统计学 2025-03-13 Anastasiia Holovchak , Sorawit Saengkyongam , Nicolai Meinshausen , Xinwei Shen

Causal inference is the process of using assumptions, study designs, and estimation strategies to draw conclusions about the causal relationships between variables based on data. This allows researchers to better understand the underlying…

机器学习 · 计算机科学 2022-12-13 Anpeng Wu , Kun Kuang , Ruoxuan Xiong , Fei Wu

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

Time-varying parameter vector autoregression provides a flexible framework to capture structural changes within time series. However, when applied to high-dimensional data, this model encounters challenges of over-parametrization and…

统计方法学 · 统计学 2025-05-14 Yiyong Luo , Jim E. Griffin

The task of causal representation learning aims to uncover latent higher-level causal variables that affect lower-level observations. Identifying the true latent causal variables from observed data, while allowing instantaneous causal…

机器学习 · 计算机科学 2026-02-19 Yuhang Liu , Zhen Zhang , Dong Gong , Mingming Gong , Biwei Huang , Anton van den Hengel , Kun Zhang , Javen Qinfeng Shi

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

Inferring causal relationships from observed data is an important task, yet it becomes challenging when the data is subject to various external interferences. Most of these interferences are the additional effects of external factors on…

机器学习 · 计算机科学 2025-11-14 Ruichu Cai , Xiaokai Huang , Wei Chen , Zijian Li , Zhifeng Hao

In offline reinforcement learning (RL) an optimal policy is learned solely from a priori collected observational data. However, in observational data, actions are often confounded by unobserved variables. Instrumental variables (IVs), in…

机器学习 · 统计学 2024-10-16 Luofeng Liao , Zuyue Fu , Zhuoran Yang , Yixin Wang , Mladen Kolar , Zhaoran Wang

Instrumental variable (IV) is a powerful approach to inferring the causal effect of a treatment on an outcome of interest from observational data even when there exist latent confounders between the treatment and the outcome. However,…

人工智能 · 计算机科学 2022-06-07 Debo Cheng , Jiuyong Li , Lin Liu , Kui Yu , Thuc Duy Lee , Jixue Liu

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…

机器学习 · 计算机科学 2022-07-19 Zhenyu Lu , Yurong Cheng , Mingjun Zhong , George Stoian , Ye Yuan , Guoren Wang

Traditional instrumental variable (IV) methods often struggle with weak or invalid instruments and rely heavily on external data. We introduce a Synthetic Instrumental Variable (SIV) approach that constructs valid instruments using only…

统计方法学 · 统计学 2025-12-22 Ratbek Dzhumashev , Ainura Tursunalieva

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…

机器学习 · 计算机科学 2023-06-28 Liyuan Xu , Yutian Chen , Siddarth Srinivasan , Nando de Freitas , Arnaud Doucet , Arthur Gretton

Estimating causal effects in a target population with unmeasured confounders is challenging, especially when instrumental variables (IVs) are unavailable. However, IVs from auxiliary populations with similar problems can help infer causal…

统计方法学 · 统计学 2025-08-06 Wei Li , Jiapeng Liu , Peng Ding , Zhi Geng