Many research questions concern treatment effects on outcomes that can recur several times in the same individual. For example, medical researchers are interested in treatment effects on hospitalizations in heart failure patients and sports injuries in athletes. Competing events, such as death, complicate causal inference in studies of recurrent events because once a competing event occurs, an individual cannot have more recurrent events. Several statistical estimands have been studied in recurrent event settings, with and without competing events. However, the causal interpretations of these estimands, and the conditions that are required to identify these estimands from observed data, have yet to be formalized. Here we use a counterfactual framework for causal inference to formulate several causal estimands in recurrent event settings, with and without competing events. When competing events exist, we clarify when commonly used classical statistical estimands can be interpreted as causal quantities from the causal mediation literature, such as (controlled) direct effects and total effects. Furthermore, we show that recent results on interventionist mediation estimands allow us to define new causal estimands with recurrent and competing events that may be of particular clinical relevance in many subject matter settings. We use causal directed acyclic graphs and single world intervention graphs to illustrate how to reason about identification conditions for the various causal estimands using subject matter knowledge. Furthermore, using results on counting processes, we show how our causal estimands and their identification conditions, which are articulated in discrete time, converge to classical continuous-time counterparts in the limit of fine discretizations of time. Finally, we propose several estimators and establish their consistency for the various identifying functionals.
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Unlike traditional time series, the action sequences of human decision making usually involve many cognitive processes such as beliefs, desires, intentions, and theory of mind, i.e., what others are thinking. This makes predicting human decision-making challenging to be treated agnostically to the underlying psychological mechanisms. We propose here to use a recurrent neural network architecture based on long short-term memory networks (LSTM) to predict the time series of the actions taken by human subjects engaged in gaming activity, the first application of such methods in this research domain. In this study, we collate the human data from 8 published literature of the Iterated Prisoner's Dilemma comprising 168,386 individual decisions and post-process them into 8,257 behavioral trajectories of 9 actions each for both players. Similarly, we collate 617 trajectories of 95 actions from 10 different published studies of Iowa Gambling Task experiments with healthy human subjects. We train our prediction networks on the behavioral data and demonstrate a clear advantage over the state-of-the-art methods in predicting human decision-making trajectories in both the single-agent scenario of the Iowa Gambling Task and the multi-agent scenario of the Iterated Prisoner's Dilemma. Moreover, we observe that the weights of the LSTM networks modeling the top performers tend to have a wider distribution compared to poor performers, as well as a larger bias, which suggest possible interpretations for the distribution of strategies adopted by each group.
The approximate uniform sampling of graph realizations with a given degree sequence is an everyday task in several social science, computer science, engineering etc. projects. One approach is using Markov chains. The best available current result about the well-studied switch Markov chain is that it is rapidly mixing on P-stable degree sequences (see DOI:10.1016/j.ejc.2021.103421). The switch Markov chain does not change any degree sequence. However, there are cases where degree intervals are specified rather than a single degree sequence. (A natural scenario where this problem arises is in hypothesis testing on social networks that are only partially observed.) Rechner, Strowick, and M\"uller-Hannemann introduced in 2018 the notion of degree interval Markov chain which uses three (separately well-studied) local operations (switch, hinge-flip and toggle), and employing on degree sequence realizations where any two sequences under scrutiny have very small coordinate-wise distance. Recently Amanatidis and Kleer published a beautiful paper (arXiv:2110.09068), showing that the degree interval Markov chain is rapidly mixing if the sequences are coming from a system of very thin intervals which are centered not far from a regular degree sequence. In this paper we extend substantially their result, showing that the degree interval Markov chain is rapidly mixing if the intervals are centred at P-stable degree sequences.
Many areas of science make extensive use of computer simulators that implicitly encode likelihood functions of complex systems. Classical statistical methods are poorly suited for these so-called likelihood-free inference (LFI) settings, particularly outside asymptotic and low-dimensional regimes. Although new machine learning methods, such as normalizing flows, have revolutionized the sample efficiency and capacity of LFI methods, it remains an open question whether they produce confidence sets with correct conditional coverage for small sample sizes. This paper unifies classical statistics with modern machine learning to present (i) a practical procedure for the Neyman construction of confidence sets with finite-sample guarantees of nominal coverage, and (ii) diagnostics that estimate conditional coverage over the entire parameter space. We refer to our framework as likelihood-free frequentist inference (LF2I). Any method that defines a test statistic, like the likelihood ratio, can leverage the LF2I machinery to create valid confidence sets and diagnostics without costly Monte Carlo samples at fixed parameter settings. We study the power of two test statistics (ACORE and BFF), which, respectively, maximize versus integrate an odds function over the parameter space. Our paper discusses the benefits and challenges of LF2I, with a breakdown of the sources of errors in LF2I confidence sets.
Randomized field experiments are the gold standard for evaluating the impact of software changes on customers. In the online domain, randomization has been the main tool to ensure exchangeability. However, due to the different deployment conditions and the high dependence on the surrounding environment, designing experiments for automotive software needs to consider a higher number of restricted variables to ensure conditional exchangeability. In this paper, we show how at Volvo Cars we utilize causal graphical models to design experiments and explicitly communicate the assumptions of experiments. These graphical models are used to further assess the experiment validity, compute direct and indirect causal effects, and reason on the transportability of the causal conclusions.
Automated simplification models aim to make input texts more readable. Such methods have the potential to make complex information accessible to a wider audience, e.g., providing access to recent medical literature which might otherwise be impenetrable for a lay reader. However, such models risk introducing errors into automatically simplified texts, for instance by inserting statements unsupported by the corresponding original text, or by omitting key information. Providing more readable but inaccurate versions of texts may in many cases be worse than providing no such access at all. The problem of factual accuracy (and the lack thereof) has received heightened attention in the context of summarization models, but the factuality of automatically simplified texts has not been investigated. We introduce a taxonomy of errors that we use to analyze both references drawn from standard simplification datasets and state-of-the-art model outputs. We find that errors often appear in both that are not captured by existing evaluation metrics, motivating a need for research into ensuring the factual accuracy of automated simplification models.
Automatic text summarization has experienced substantial progress in recent years. With this progress, the question has arisen whether the types of summaries that are typically generated by automatic summarization models align with users' needs. Ter Hoeve et al (2020) answer this question negatively. Amongst others, they recommend focusing on generating summaries with more graphical elements. This is in line with what we know from the psycholinguistics literature about how humans process text. Motivated from these two angles, we propose a new task: summarization with graphical elements, and we verify that these summaries are helpful for a critical mass of people. We collect a high quality human labeled dataset to support research into the task. We present a number of baseline methods that show that the task is interesting and challenging. Hence, with this work we hope to inspire a new line of research within the automatic summarization community.
It is shown, with two sets of indicators that separately load on two distinct factors, independent of one another conditional on the past, that if it is the case that at least one of the factors causally affects the other, then, in many settings, the process will converge to a factor model in which a single factor will suffice to capture the covariance structure among the indicators. Factor analysis with one wave of data can then not distinguish between factor models with a single factor versus those with two factors that are causally related. Therefore, unless causal relations between factors can be ruled out a priori, alleged empirical evidence from one-wave factor analysis for a single factor still leaves open the possibilities of a single factor or of two factors that causally affect one another. The implications for interpreting the factor structure of psychological scales, such as self-report scales for anxiety and depression, or for happiness and purpose, are discussed. The results are further illustrated through simulations to gain insight into the practical implications of the results in more realistic settings prior to the convergence of the processes. Some further generalizations to an arbitrary number of underlying factors are noted.
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 inferences for complex, long-range dependencies challenging. In this paper, we develop a novel Causal Transformer for estimating counterfactual outcomes over time. Our model is specifically designed to capture complex, long-range dependencies among time-varying confounders. For this, we combine three transformer subnetworks with separate inputs for time-varying covariates, previous treatments, and previous outcomes into a joint network with in-between cross-attentions. We further develop a custom, end-to-end training procedure for our Causal Transformer. Specifically, we propose a novel counterfactual domain confusion loss to address confounding bias: it aims to learn adversarial balanced representations, so that they are predictive of the next outcome but non-predictive of the current treatment assignment. We evaluate our Causal Transformer based on synthetic and real-world datasets, where it achieves superior performance over current baselines. To the best of our knowledge, this is the first work proposing transformer-based architecture for estimating counterfactual outcomes from longitudinal data.
This paper focuses on the expected difference in borrower's repayment when there is a change in the lender's credit decisions. Classical estimators overlook the confounding effects and hence the estimation error can be magnificent. As such, we propose another approach to construct the estimators such that the error can be greatly reduced. The proposed estimators are shown to be unbiased, consistent, and robust through a combination of theoretical analysis and numerical testing. Moreover, we compare the power of estimating the causal quantities between the classical estimators and the proposed estimators. The comparison is tested across a wide range of models, including linear regression models, tree-based models, and neural network-based models, under different simulated datasets that exhibit different levels of causality, different degrees of nonlinearity, and different distributional properties. Most importantly, we apply our approaches to a large observational dataset provided by a global technology firm that operates in both the e-commerce and the lending business. We find that the relative reduction of estimation error is strikingly substantial if the causal effects are accounted for correctly.
Causal inference is a critical research topic across many domains, such as statistics, computer science, education, public policy and economics, for decades. Nowadays, estimating causal effect from observational data has become an appealing research direction owing to the large amount of available data and low budget requirement, compared with randomized controlled trials. Embraced with the rapidly developed machine learning area, various causal effect estimation methods for observational data have sprung up. In this survey, we provide a comprehensive review of causal inference methods under the potential outcome framework, one of the well known causal inference framework. The methods are divided into two categories depending on whether they require all three assumptions of the potential outcome framework or not. For each category, both the traditional statistical methods and the recent machine learning enhanced methods are discussed and compared. The plausible applications of these methods are also presented, including the applications in advertising, recommendation, medicine and so on. Moreover, the commonly used benchmark datasets as well as the open-source codes are also summarized, which facilitate researchers and practitioners to explore, evaluate and apply the causal inference methods.
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