Studying causal effects of continuous treatments is important for gaining a deeper understanding of many interventions, policies, or medications, yet researchers are often left with observational studies for doing so. In the observational setting, confounding is a barrier to the estimation of causal effects. Weighting approaches seek to control for confounding by reweighting samples so that confounders are comparable across different treatment values. Yet, for continuous treatments, weighting methods are highly sensitive to model misspecification. In this paper we elucidate the key property that makes weights effective in estimating causal quantities involving continuous treatments. We show that to eliminate confounding, weights should make treatment and confounders independent on the weighted scale. We develop a measure that characterizes the degree to which a set of weights induces such independence. Further, we propose a new model-free method for weight estimation by optimizing our measure. We study the theoretical properties of our measure and our weights, and prove that our weights can explicitly mitigate treatment-confounder dependence. The empirical effectiveness of our approach is demonstrated in a suite of challenging numerical experiments, where we find that our weights are quite robust and work well under a broad range of settings.
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Average treatment effect (ATE) estimation is an essential problem in the causal inference literature, which has received significant recent attention, especially with the presence of high-dimensional confounders. We consider the ATE estimation problem in high dimensions when the observed outcome (or label) itself is possibly missing. The labeling indicator's conditional propensity score is allowed to depend on the covariates, and also decay uniformly with sample size - thus allowing for the unlabeled data size to grow faster than the labeled data size. Such a setting fills in an important gap in both the semi-supervised (SS) and missing data literatures. We consider a missing at random (MAR) mechanism that allows selection bias - this is typically forbidden in the standard SS literature, and without a positivity condition - this is typically required in the missing data literature. We first propose a general doubly robust 'decaying' MAR (DR-DMAR) SS estimator for the ATE, which is constructed based on flexible (possibly non-parametric) nuisance estimators. The general DR-DMAR SS estimator is shown to be doubly robust, as well as asymptotically normal (and efficient) when all the nuisance models are correctly specified. Additionally, we propose a bias-reduced DR-DMAR SS estimator based on (parametric) targeted bias-reducing nuisance estimators along with a special asymmetric cross-fitting strategy. We demonstrate that the bias-reduced ATE estimator is asymptotically normal as long as either the outcome regression or the propensity score model is correctly specified. Moreover, the required sparsity conditions are weaker than all the existing doubly robust causal inference literature even under the regular supervised setting - this is a special degenerate case of our setting. Lastly, this work also contributes to the growing literature on generalizability in causal inference.
Query-focused meeting summarization(QFMS) aims to generate a specific summary for the given query according to the meeting transcripts. Due to the conflict between long meetings and limited input size, previous works mainly adopt extract-then-summarize methods, which use extractors to simulate binary labels or ROUGE scores to extract utterances related to the query and then generate a summary. However, the previous approach fails to fully use the comparison between utterances. To the extractor, comparison orders are more important than specific scores. In this paper, we propose a Ranker-Generator framework. It learns to rank the utterances by comparing them in pairs and learning from the global orders, then uses top utterances as the generator's input. We show that learning to rank utterances helps to select utterances related to the query effectively, and the summarizer can benefit from it. Experimental results on QMSum show that the proposed model outperforms all existing multi-stage models with fewer parameters.
In experimental and observational studies, there is often interest in understanding the mechanism through which an intervention program improves the final outcome. Causal mediation analyses have been developed for this purpose but are primarily considered for the case of perfect treatment compliance, with a few exceptions that require the exclusion restriction assumption. In this article, we consider a semiparametric framework for assessing causal mediation in the presence of treatment noncompliance without the exclusion restriction. We propose a set of assumptions to identify the natural mediation effects for the entire study population and further, for the principal natural mediation effects within subpopulations characterized by the potential compliance behavior. We derive the efficient influence functions for the principal natural mediation effect estimands and motivate a set of multiply robust estimators for inference. The multiply robust estimators remain consistent to their respective estimands under four types of misspecification of the working models and are efficient when all nuisance models are correctly specified. We further introduce a nonparametric extension of the proposed estimators by incorporating machine learners to estimate the nuisance functions. Sensitivity analysis methods are also discussed for addressing key identification assumptions. We demonstrate the proposed methods via simulations and an application to a real data example.
Leveraging tools from the study of linear fractional transformations and algebraic Riccati equations, a local characterization of consistent conjectural variations equilibrium is given for two player games on continuous action spaces with costs approximated by quadratic functions. A discrete time dynamical system in the space of conjectures is derived, a solution method for computing fixed points of these dynamics (equilibria) is given, local stability properties of the dynamics around the equilibria are characterized, and conditions are given that guarantee a unique stable equilibrium.
Reweighted wake-sleep (RWS) is a machine learning method for performing Bayesian inference in a very general class of models. RWS draws $K$ samples from an underlying approximate posterior, then uses importance weighting to provide a better estimate of the true posterior. RWS then updates its approximate posterior towards the importance-weighted estimate of the true posterior. However, recent work [Chattergee and Diaconis, 2018] indicates that the number of samples required for effective importance weighting is exponential in the number of latent variables. Attaining such a large number of importance samples is intractable in all but the smallest models. Here, we develop massively parallel RWS, which circumvents this issue by drawing $K$ samples of all $n$ latent variables, and individually reasoning about all $K^n$ possible combinations of samples. While reasoning about $K^n$ combinations might seem intractable, the required computations can be performed in polynomial time by exploiting conditional independencies in the generative model. We show considerable improvements over standard "global" RWS, which draws $K$ samples from the full joint.
The importance of unspanned macroeconomic variables for Dynamic Term Structure Models has been intensively discussed in the literature. To our best knowledge the earlier studies considered only linear interactions between the economy and the real-world dynamics of interest rates in DTSMs. We propose a generalized modelling setup for Gaussian DTSMs which allows for unspanned nonlinear associations between the two and we exploit it in forecasting. Specifically, we construct a custom sequential Monte Carlo estimation and forecasting scheme where we introduce Gaussian Process priors to model nonlinearities. Sequential scheme we propose can also be used with dynamic portfolio optimization to assess the potential of generated economic value to investors. The methodology is presented using US Treasury data and selected macroeconomic indices. Namely, we look at core inflation and real economic activity. We contrast the results obtained from the nonlinear model with those stemming from an application of a linear model. Unlike for real economic activity, in case of core inflation we find that, compared to linear models, application of nonlinear models leads to statistically significant gains in economic value across considered maturities.
Semi-supervised (SS) inference has received much attention in recent years. Apart from a moderate-sized labeled data, L, the SS setting is characterized by an additional, much larger sized, unlabeled data, U. The setting of |U| >> |L|, makes SS inference unique and different from the standard missing data problems, owing to natural violation of the so-called "positivity" or "overlap" assumption. However, most of the SS literature implicitly assumes L and U to be equally distributed, i.e., no selection bias in the labeling. Inferential challenges in missing at random (MAR) type labeling allowing for selection bias, are inevitably exacerbated by the decaying nature of the propensity score (PS). We address this gap for a prototype problem, the estimation of the response's mean. We propose a double robust SS (DRSS) mean estimator and give a complete characterization of its asymptotic properties. The proposed estimator is consistent as long as either the outcome or the PS model is correctly specified. When both models are correctly specified, we provide inference results with a non-standard consistency rate that depends on the smaller size |L|. The results are also extended to causal inference with imbalanced treatment groups. Further, we provide several novel choices of models and estimators of the decaying PS, including a novel offset logistic model and a stratified labeling model. We present their properties under both high and low dimensional settings. These may be of independent interest. Lastly, we present extensive simulations and also a real data application.
Across domains such as medicine, employment, and criminal justice, predictive models often target labels that imperfectly reflect the outcomes of interest to experts and policymakers. For example, clinical risk assessments deployed to inform physician decision-making often predict measures of healthcare utilization (e.g., costs, hospitalization) as a proxy for patient medical need. These proxies can be subject to outcome measurement error when they systematically differ from the target outcome they are intended to measure. However, prior modeling efforts to characterize and mitigate outcome measurement error overlook the fact that the decision being informed by a model often serves as a risk-mitigating intervention that impacts the target outcome of interest and its recorded proxy. Thus, in these settings, addressing measurement error requires counterfactual modeling of treatment effects on outcomes. In this work, we study intersectional threats to model reliability introduced by outcome measurement error, treatment effects, and selection bias from historical decision-making policies. We develop an unbiased risk minimization method which, given knowledge of proxy measurement error properties, corrects for the combined effects of these challenges. We also develop a method for estimating treatment-dependent measurement error parameters when these are unknown in advance. We demonstrate the utility of our approach theoretically and via experiments on real-world data from randomized controlled trials conducted in healthcare and employment domains. As importantly, we demonstrate that models correcting for outcome measurement error or treatment effects alone suffer from considerable reliability limitations. Our work underscores the importance of considering intersectional threats to model validity during the design and evaluation of predictive models for decision support.
The concept of causality plays an important role in human cognition . In the past few decades, causal inference has been well developed in many fields, such as computer science, medicine, economics, and education. With the advancement of deep learning techniques, it has been increasingly used in causal inference against counterfactual data. Typically, deep causal models map the characteristics of covariates to a representation space and then design various objective optimization functions to estimate counterfactual data unbiasedly based on the different optimization methods. This paper focuses on the survey of the deep causal models, and its core contributions are as follows: 1) we provide relevant metrics under multiple treatments and continuous-dose treatment; 2) we incorporate a comprehensive overview of deep causal models from both temporal development and method classification perspectives; 3) we assist a detailed and comprehensive classification and analysis of relevant datasets and source code.
Analyzing observational data from multiple sources can be useful for increasing statistical power to detect a treatment effect; however, practical constraints such as privacy considerations may restrict individual-level information sharing across data sets. This paper develops federated methods that only utilize summary-level information from heterogeneous data sets. Our federated methods provide doubly-robust point estimates of treatment effects as well as variance estimates. We derive the asymptotic distributions of our federated estimators, which are shown to be asymptotically equivalent to the corresponding estimators from the combined, individual-level data. We show that to achieve these properties, federated methods should be adjusted based on conditions such as whether models are correctly specified and stable across heterogeneous data sets.
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