arXiv:2508.08752stat.MEcs.LG2025-08被引 4

用新方法分析隐藏混杂因素对因果推断的影响

Sensitivity Analysis to Unobserved Confounding with Copula-based Normalizing Flows

  • 基于高斯耦合流建模未观测混杂,用ρ参数量化混杂强度
  • 给出ρ曲线,可确定使因果效应归零所需的混杂程度
  • 支持贝叶斯框架,提供因果效应的可信区间

我们提出一种新的因果推断敏感性分析方法,用于评估未观测混杂的影响。该方法基于一种称为ρ-GNF的耦合式因果图归一化流模型,其中ρ∈[-1,+1]为敏感性参数,代表因未观测混杂导致的暴露与结果间的非因果关联,通过高斯耦合进行建模。ρ-GNF可将平均因果效应(ACE)表示为ρ的函数,反映不同混杂强度下的效应估计。其输出为ρ曲线,可在给定ρ取值区间下提供ACE的边界,并识别使ACE归零所需的混杂强度。我们还提出了该方法的贝叶斯版本,假设ρ的先验分布后,可推导出ACE的后验分布及可信区间。通过模拟数据和真实世界数据实验,验证了该方法的优势。

原文摘要 · Abstract (English)

We propose a novel method for sensitivity analysis to unobserved confounding in causal inference. The method builds on a copula-based causal graphical normalizing flow that we term $ρ$-GNF, where $ρ\in [-1,+1]$ is the sensitivity parameter. The parameter represents the non-causal association between exposure and outcome due to unobserved confounding, which is modeled as a Gaussian copula. In other words, the $ρ$-GNF enables scholars to estimate the average causal effect (ACE) as a function of $ρ$, accounting for various confounding strengths. The output of the $ρ$-GNF is what we term the $ρ_{curve}$, which provides the bounds for the ACE given an interval of assumed $ρ$ values. The $ρ_{curve}$ also enables scholars to identify the confounding strength required to nullify the ACE. We also propose a Bayesian version of our sensitivity analysis method. Assuming a prior over the sensitivity parameter $ρ$ enables us to derive the posterior distribution over the ACE, which enables us to derive credible intervals. Finally, leveraging on experiments from simulated and real-world data, we show the benefits of our sensitivity analysis method.

因果推断敏感性分析耦合流

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