arXiv:2606.18535stat.MEcs.LG2026-06

用收缩先验学习稀疏替代混杂因子,提升多原因因果推断稳定性。

Shrinkage priors for Bayesian Substitute Confounders

论文配图:Shrinkage priors for Bayesian Substitute Confounders
图 1 · 摘自论文原文
  • 引入贝叶斯因子模型与收缩先验,生成保留多原因依赖结构的低维替代混杂得分
  • 在合成数据中验证了信号强度和几何正则化对估计精度的影响,真实数据中表现接近侵入性生物标志物
  • 适合处理多原因观测研究中的隐藏混杂,尤其适用于生物医学领域因果推断

多原因观测研究中,因果变量间的依赖结构蕴含未测量混杂的信息。直接拟合未观测混杂变量通常复杂度高,而学习低维替代得分可保留稳定因果调整所需的共享分配变异。去混杂方法(Wang and Blei, 2019)等利用此思路,但灵活的联合分配模型可能过度编码处理向量、破坏重叠性或捕捉单原因变异。本文提出基于收缩先验的贝叶斯因子分配框架,学习稀疏替代混杂因子,保持粗粒度的多原因依赖关系。理论涵盖后验集中性、因子得分收缩与重叠保持的赋值几何,不依赖特定收缩先验。在潜在变量识别假设成立时,所提回归调整估计器一致收敛于平均潜在结果。收缩先验自然促进结构学习:偏好由多个原因支持的低维因子,抑制单一原因因子,并通过逐步收缩实现潜因子排序。合成实验展示信号强度、结果有效性及几何感知正则化的角色。在阿尔茨海默病神经影像计划(ADNI)基线分析中,稀疏替代得分恢复了直接条件于侵入性脑脊液生物标志物的大部分调整效果,且崩溃诊断能识别因子退化为单一观测的情况。

原文摘要 · Abstract (English)

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.

因果推断贝叶斯方法混杂控制稀疏建模

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