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Causal discovery in time series is increasingly performed using nonlinear machine-learning models, yet the resulting causal relationships are almost always summarized by scalar edge scores. We argue that this practice obscures the true…

机器学习 · 计算机科学 2026-05-29 Valentina V. Kuskova , Dmitry Zaytsev , Michael Coppedge

The paper focuses on sequential experiments for categorical responses in which whether or not a further observation is made depends on the outcome of a previous experiment. Examples include subsequent medical interventions being performed…

统计方法学 · 统计学 2025-07-04 Anna Klimova , Tamás Rudas

Many research questions in public health and medicine concern sustained interventions in populations defined by substantive priorities. Existing methods to answer such questions typically require a measured covariate set sufficient to…

统计方法学 · 统计学 2023-06-30 Audrey Renson , Michael Hudgens , Alexander Keil , Paul Zivich , Allison Aiello

In empirical studies with time-to-event outcomes, investigators often leverage observational data to conduct causal inference on the effect of exposure when randomized controlled trial data is unavailable. Model misspecification and lack of…

统计方法学 · 统计学 2023-05-05 Shenbo Xu , Bang Zheng , Bowen Su , Stan Finkelstein , Roy Welsch , Kenney Ng , Ioanna Tzoulaki , Zach Shahn

Consider the problem of estimating the causal effect of some attribute of a text document; for example: what effect does writing a polite vs. rude email have on response time? To estimate a causal effect from observational data, we need to…

机器学习 · 统计学 2023-02-09 Lin Gui , Victor Veitch

Estimating treatment effects conditional on observed covariates can improve the ability to tailor treatments to particular individuals. Doing so effectively requires dealing with potential confounding, and also enough data to adequately…

From personalised medicine to targeted advertising, it is an inherent task to provide a sequence of decisions with historical covariates and outcome data. This requires understanding of both the dynamics and heterogeneity of treatment…

统计方法学 · 统计学 2022-06-22 Oscar Hernan Madrid Padilla , Yi Yu

Structural causal models postulate noisy functional relations among a set of interacting variables. The causal structure underlying each such model is naturally represented by a directed graph whose edges indicate for each variable which…

统计理论 · 数学 2022-03-15 David Strieder , Tobias Freidling , Stefan Haffner , Mathias Drton

This paper considers identifying and estimating the Average Treatment Effect on the Treated (ATT) when untreated potential outcomes are generated by an interactive fixed effects model. That is, in addition to time-period and individual…

计量经济学 · 经济学 2022-02-15 Brantly Callaway , Sonia Karami

We propose a new method to estimate causal effects from nonexperimental data. Each pair of sample units is first associated with a stochastic 'treatment' - differences in factors between units - and an effect - a resultant outcome…

统计方法学 · 统计学 2022-11-08 Andre F. Ribeiro , Frank Neffke , Ricardo Hausmann

This paper discusses the fundamental principles of causal inference - the area of statistics that estimates the effect of specific occurrences, treatments, interventions, and exposures on a given outcome from experimental and observational…

统计方法学 · 统计学 2021-12-03 Francesca Dominici , Falco J. Bargagli-Stoffi , Fabrizia Mealli

The health effects of environmental exposures have been studied for decades, typically using standard regression models to assess exposure-outcome associations found in observational non-experimental data. We propose and illustrate a…

应用统计 · 统计学 2017-09-20 Marie-Abele C. Bind , Donald B. Rubin

In the context of individual-level causal inference, we study the problem of predicting whether someone will respond or not to a treatment based on their features and past examples of features, treatment indicator (e.g., drug/no drug), and…

机器学习 · 统计学 2019-06-04 Nathan Kallus

This paper is concerned with modeling the dependence structure of two (or more) time-series in the presence of a (possible multivariate) covariate which may include past values of the time series. We assume that the covariate influences…

统计理论 · 数学 2018-12-11 Natalie Neumeyer , Marek Omelka , Sarka Hudecova

Although the notion of diagnostic problem has been extensively investigated in the context of static systems, in most practical applications the behavior of the modeled system is significantly variable during time. The goal of the paper is…

人工智能 · 计算机科学 2013-03-25 Luigi Portinale

Unmeasured confounding and selection bias are often of concern in observational studies and may invalidate a causal analysis if not appropriately accounted for. Under outcome-dependent sampling, a latent factor that has causal effects on…

统计方法学 · 统计学 2022-08-03 Kendrick Qijun Li , Xu Shi , Wang Miao , Eric Tchetgen Tchetgen

Estimating long-term causal effects by combining long-term observational and short-term experimental data is a crucial but challenging problem in many real-world scenarios. In existing methods, several ideal assumptions, e.g. latent…

机器学习 · 计算机科学 2025-05-12 Ruichu Cai , Junjie Wan , Weilin Chen , Zeqin Yang , Zijian Li , Peng Zhen , Jiecheng Guo

Scientific researchers utilize randomized experiments to draw casual statements. Most early studies as well as current work on experiments with sequential intervention decisions has been focusing on estimating the causal effects among…

统计方法学 · 统计学 2022-07-27 Jingying Zeng

Inferring causation from time series data is of scientific interest in different disciplines, particularly in neural connectomics. While different approaches exist in the literature with parametric modeling assumptions, we focus on a…

统计方法学 · 统计学 2023-12-18 Rahul Biswas , SuryaNarayana Sripada , Somabha Mukherjee

Estimating counterfactual outcomes over time from observational data is relevant for many applications (e.g., personalized medicine). Yet, state-of-the-art methods build upon simple long short-term memory (LSTM) networks, thus rendering…

机器学习 · 计算机科学 2022-06-06 Valentyn Melnychuk , Dennis Frauen , Stefan Feuerriegel