Sequential Treatment Effect Estimation with Unmeasured Confounders
- URL: http://arxiv.org/abs/2505.09113v1
- Date: Wed, 14 May 2025 03:42:43 GMT
- Title: Sequential Treatment Effect Estimation with Unmeasured Confounders
- Authors: Yingrong Wang, Anpeng Wu, Baohong Li, Ziyang Xiao, Ruoxuan Xiong, Qing Han, Kun Kuang,
- Abstract summary: This paper studies the cumulative causal effects of sequential treatments in the presence of unmeasured confounders.<n>We propose a novel Decomposing Sequential Instrumental Variable framework for CounterFactual Regression.
- Score: 24.064743106746885
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: This paper studies the cumulative causal effects of sequential treatments in the presence of unmeasured confounders. It is a critical issue in sequential decision-making scenarios where treatment decisions and outcomes dynamically evolve over time. Advanced causal methods apply transformer as a backbone to model such time sequences, which shows superiority in capturing long time dependence and periodic patterns via attention mechanism. However, even they control the observed confounding, these estimators still suffer from unmeasured confounders, which influence both treatment assignments and outcomes. How to adjust the latent confounding bias in sequential treatment effect estimation remains an open challenge. Therefore, we propose a novel Decomposing Sequential Instrumental Variable framework for CounterFactual Regression (DSIV-CFR), relying on a common negative control assumption. Specifically, an instrumental variable (IV) is a special negative control exposure, while the previous outcome serves as a negative control outcome. This allows us to recover the IVs latent in observation variables and estimate sequential treatment effects via a generalized moment condition. We conducted experiments on 4 datasets and achieved significant performance in one- and multi-step prediction, supported by which we can identify optimal treatments for dynamic systems.
Related papers
- TV-SurvCaus: Dynamic Representation Balancing for Causal Survival Analysis [0.0]
TV-SurvCaus is a novel framework that extends representation balancing techniques to the time-varying treatment setting for survival analysis.<n>We provide theoretical guarantees through (1) a generalized bound for time-varying precision in estimation of heterogeneous effects, (2) variance control via sequential balancing weights, (3) consistency results for dynamic treatment regimes, and (5) a formal bound on the bias due to treatment-confounder feedback.
arXiv Detail & Related papers (2025-05-03T11:04:52Z) - TCFimt: Temporal Counterfactual Forecasting from Individual Multiple
Treatment Perspective [50.675845725806724]
We propose a comprehensive framework of temporal counterfactual forecasting from an individual multiple treatment perspective (TCFimt)
TCFimt constructs adversarial tasks in a seq2seq framework to alleviate selection and time-varying bias and designs a contrastive learning-based block to decouple a mixed treatment effect into separated main treatment effects and causal interactions.
The proposed method shows satisfactory performance in predicting future outcomes with specific treatments and in choosing optimal treatment type and timing than state-of-the-art methods.
arXiv Detail & Related papers (2022-12-17T15:01:05Z) - Continuous-Time Modeling of Counterfactual Outcomes Using Neural
Controlled Differential Equations [84.42837346400151]
Estimating counterfactual outcomes over time has the potential to unlock personalized healthcare.
Existing causal inference approaches consider regular, discrete-time intervals between observations and treatment decisions.
We propose a controllable simulation environment based on a model of tumor growth for a range of scenarios.
arXiv Detail & Related papers (2022-06-16T17:15:15Z) - Disentangled Counterfactual Recurrent Networks for Treatment Effect
Inference over Time [71.30985926640659]
We introduce the Disentangled Counterfactual Recurrent Network (DCRN), a sequence-to-sequence architecture that estimates treatment outcomes over time.
With an architecture that is completely inspired by the causal structure of treatment influence over time, we advance forecast accuracy and disease understanding.
We demonstrate that DCRN outperforms current state-of-the-art methods in forecasting treatment responses, on both real and simulated data.
arXiv Detail & Related papers (2021-12-07T16:40:28Z) - SurvITE: Learning Heterogeneous Treatment Effects from Time-to-Event
Data [83.50281440043241]
We study the problem of inferring heterogeneous treatment effects from time-to-event data.
We propose a novel deep learning method for treatment-specific hazard estimation based on balancing representations.
arXiv Detail & Related papers (2021-10-26T20:13:17Z) - Deep Bayesian Estimation for Dynamic Treatment Regimes with a Long
Follow-up Time [28.11470886127216]
Causal effect estimation for dynamic treatment regimes (DTRs) contributes to sequential decision making.
We combine outcome regression models with treatment models for high dimensional features using uncensored subjects that are small in sample size.
Also, the developed deep Bayesian models can model uncertainty and output the prediction variance which is essential for the safety-aware applications, such as self-driving cars and medical treatment design.
arXiv Detail & Related papers (2021-09-20T13:21:39Z) - Improving Inference from Simple Instruments through Compliance
Estimation [0.0]
Instrumental variables (IV) regression is widely used to estimate causal treatment effects in settings where receipt of treatment is not fully random.
While IV can recover consistent treatment effect estimates, they are often noisy.
We study how to improve the efficiency of IV estimates by exploiting the predictable variation in the strength of the instrument.
arXiv Detail & Related papers (2021-08-08T20:18:34Z) - Sequential Deconfounding for Causal Inference with Unobserved
Confounders [18.586616164230566]
We develop the Sequential Deconfounder, a method that enables estimating individualized treatment effects over time.
This is the first deconfounding method that can be used in a general sequential setting.
We prove that using our method yields unbiased estimates of individualized treatment responses over time.
arXiv Detail & Related papers (2021-04-16T09:56:39Z) - Efficient Causal Inference from Combined Observational and
Interventional Data through Causal Reductions [68.6505592770171]
Unobserved confounding is one of the main challenges when estimating causal effects.
We propose a novel causal reduction method that replaces an arbitrary number of possibly high-dimensional latent confounders.
We propose a learning algorithm to estimate the parameterized reduced model jointly from observational and interventional data.
arXiv Detail & Related papers (2021-03-08T14:29:07Z) - Evaluating (weighted) dynamic treatment effects by double machine
learning [0.12891210250935145]
We consider evaluating the causal effects of dynamic treatments in a data-driven way under a selection-on-observables assumption.
We make use of so-called Neyman-orthogonal score functions, which imply the robustness of treatment effect estimation to moderate (local) misspecifications.
We demonstrate that the estimators are regularityally normal and $sqrtn$-consistent under specific conditions.
arXiv Detail & Related papers (2020-12-01T09:55:40Z) - DeepRite: Deep Recurrent Inverse TreatmEnt Weighting for Adjusting
Time-varying Confounding in Modern Longitudinal Observational Data [68.29870617697532]
We propose Deep Recurrent Inverse TreatmEnt weighting (DeepRite) for time-varying confounding in longitudinal data.
DeepRite is shown to recover the ground truth from synthetic data, and estimate unbiased treatment effects from real data.
arXiv Detail & Related papers (2020-10-28T15:05:08Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.