Shrinkage priors for Bayesian Substitute Confounders
- URL: http://arxiv.org/abs/2606.18535v1
- Date: Tue, 16 Jun 2026 23:03:42 GMT
- Title: Shrinkage priors for Bayesian Substitute Confounders
- Abstract summary: We develop a framework for learning sparse substitute confounders that retain coarse multi-cause dependence shrinkage priors.<n>The proposed regression-adjusted estimators are consistent for mean potential outcomes when the corresponding latent variable identification assumptions hold.
- Score: 2.1080886003173283
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Multi-cause observational studies contain information about unmeasured confounding through the dependence structure among causes. However, literal imputation of the unobserved confounder is often more complex than learning a lower-dimensional substitute score that preserves the shared assignment variation needed for stable causal adjustment. The deconfounder (Wang and Blei, 2019) and related substitute confounder methods exploit this idea, but flexible assignment models can fit the joint distribution of the causes while producing scores that over-encode the treatment vector, collapse overlap, or capture single-cause variation. We develop a Bayesian factor assignment framework for learning sparse substitute confounders that retain coarse multi-cause dependence with shrinkage priors. The theory is stated at the level of posterior concentration, factor score contraction, and overlap-preserving assignment geometry and therefore does not rely on a particular shrinkage prior. Under these conditions, the proposed regression-adjusted estimators are consistent for mean potential outcomes when the corresponding latent variable identification assumptions hold. Shrinkage priors provide a natural tool for latent structural learning: they favour low-dimensional factors supported by multiple causes, discourage effectively single-cause factors, and induce an ordering of the latent factors through progressive shrinkage. Synthetic experiments illustrate the roles of signal strength, outcome validity, and geometry-aware regularization. In an Alzheimer's Disease Neuroimaging Initiative (ADNI) baseline analysis, sparse substitute scores recover much of the adjustment obtained by directly conditioning on invasive cerebrospinal-fluid biomarkers, while collapse diagnostics identify when fitted factors reduce to individual observed measurements.
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