arXiv:2509.19814stat.MEcs.AI2025-09AAAI被引 1

针对用户冲量拿奖励导致的因果推断偏差,提出混合模型新方法。

Causal Inference under Threshold Manipulation: Bayesian Mixture Modeling and Heterogeneous Treatment Effects

  • 用贝叶斯混合模型区分策略性消费与正常消费群体。
  • 在大样本下保证因果效应估计的后验收敛性。
  • 可分析不同用户群的异质性影响,适合小样本细分场景。

许多营销应用(如信用卡奖励计划)通过设定消费阈值激励用户增加支出。准确评估阈值对用户行为的因果影响对制定有效营销策略至关重要。尽管回归不连续设计是此类因果推断的标准方法,但当用户知晓阈值并主动调整支出以达标时,其假设可能失效。为此,本文提出一种新的因果推断框架,将观察到的消费分布建模为两部分混合:一部分为受阈值策略性影响的用户,另一部分为不受影响的用户。采用两步贝叶斯方法拟合模型:先建模非聚集用户,再在阈值附近样本上拟合混合模型。证明了在大样本下因果效应后验分布的收缩性。进一步扩展至分层贝叶斯框架,以估计跨用户子群体的异质性因果效应,即使子样本量较小也能实现稳定推断。通过模拟研究验证方法有效性,并利用真实营销数据展示其实际应用价值。

原文摘要 · Abstract (English)

Many marketing applications, including credit card incentive programs, offer rewards to customers who exceed specific spending thresholds to encourage increased consumption. Quantifying the causal effect of these thresholds on customers is crucial for effective marketing strategy design. Although regression discontinuity design is a standard method for such causal inference tasks, its assumptions can be violated when customers, aware of the thresholds, strategically manipulate their spending to qualify for the rewards. To address this issue, we propose a novel framework for estimating the causal effect under threshold manipulation. The main idea is to model the observed spending distribution as a mixture of two distributions: one representing customers strategically affected by the threshold, and the other representing those unaffected. To fit the mixture model, we adopt a two-step Bayesian approach consisting of modeling non-bunching customers and fitting a mixture model to a sample around the threshold. We show posterior contraction of the resulting posterior distribution of the causal effect under large samples. Furthermore, we extend this framework to a hierarchical Bayesian setting to estimate heterogeneous causal effects across customer subgroups, allowing for stable inference even with small subgroup sample sizes. We demonstrate the effectiveness of our proposed methods through simulation studies and illustrate their practical implications using a real-world marketing dataset.

因果推断贝叶斯建模异质效应营销优化

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