arXiv:2506.14051stat.MLcs.LG2025-06NeurIPS

研究罕见极端事件中的政策效果,突破传统因果推断局限。

Estimation of Treatment Effects in Extreme and Unobserved Data

  • 用多变量正则变异性建模极端数据,捕捉稀有事件特征
  • 提出一致估计器,在极端条件下准确评估干预效果
  • 适合关注气候等高影响稀有事件的研究者

因果效应估计旨在从观察数据中确定干预的影响。然而,现有因果推断文献主要针对常见事件的处理效应。当关注的是仅在罕见但重大事件中可观测的政策干预效果时(如极端气候事件),标准方法难以适用,因这些事件在观测数据中稀缺,需一定外推。极值理论(EVT)为分析极端情形下的统计现象提供方法。本文提出一种新型框架,用于评估极端数据中的处理效应,以捕捉稀有事件发生时的因果效应。特别地,采用多变量正则变异性理论建模极端性。我们开发了一个极端处理效应的一致估计器,并给出了其性能的严格非渐近分析。通过合成与半合成数据验证了估计器的有效性。

原文摘要 · Abstract (English)

Causal effect estimation seeks to determine the impact of an intervention from observational data. However, the existing causal inference literature primarily addresses treatment effects on frequently occurring events. But what if we are interested in estimating the effects of a policy intervention whose benefits, while potentially important, can only be observed and measured in rare yet impactful events, such as extreme climate events? The standard causal inference methodology is not designed for this type of inference since the events of interest may be scarce in the observed data and some degree of extrapolation is necessary. Extreme Value Theory (EVT) provides methodologies for analyzing statistical phenomena in such extreme regimes. We introduce a novel framework for assessing treatment effects in extreme data to capture the causal effect at the occurrence of rare events of interest. In particular, we employ the theory of multivariate regular variation to model extremities. We develop a consistent estimator for extreme treatment effects and present a rigorous non-asymptotic analysis of its performance. We illustrate the performance of our estimator using both synthetic and semi-synthetic data.

因果推断极值理论罕见事件

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