arXiv subjects

Julie Josse

Publications and source records attributed to Julie Josse.

At least 19 recordsLinked to original sources

arXiv2026

Causal Perspectives on Network Meta-Analysis

Pairwise and network meta-analyses occupy the highest tier of evidence-based medicine and routinely inform clinical guidelines and healthcare decision-making. Current approaches typically aggregate study-level treatment effects to obtain an overall estimate. We argue that the causal estimand should come first, with the aggregation derived only afterwards: the target population and the relevant sources of between-study heterogeneity should be explicitly defined before deriving the aggregation required for identification. This shift in perspective fundamentally changes both the estimands and the methodology. We develop a unified causal framework for pairwise and network meta-analysis based on aggregate data. By defining treatment effects with respect to a clinically meaningful target population, for example, the average population represented by the contributing trials, and accounting for heterogeneity induced by treatment-effect modifiers and center effects, we show that identification naturally leads to arm-level aggregation. In the network setting, this causal formulation departs fundamentally from the conventional contrast-based paradigm: arm-level aggregation emerges from the causal formulation rather than from a modeling choice, and treatment effects are identified without relying on the treatment network itself. This perspective provides an additional conceptual argument in the long-standing contrast-based versus arm-based debate. Numerical studies show that the proposed estimators target well-defined causal effects, whereas the causal interpretation of conventional approaches remains unclear. Although both approaches often produce similar estimates, we identify settings in which they diverge, with potentially important implications for the interpretation of meta-analytic evidence.

stat.ME↗

arXiv2026

Set-Valued Policy Learning

Conventional treatment policies map patient covariates to a single recommended intervention in order to maximize expected clinical outcomes. Although a rich body of causal inference methods has been developed to estimate such policies, point-valued recommendations can be highly sensitive to estimation uncertainty, model specification, and finite-sample variability, while typically providing little guidance about how confident one should be in the recommended action. In this work, we propose a set-valued policy learning paradigm for the multiple-treatment setting, in which policies output a set of plausible treatments rather than a single recommendation. This formulation enables intrinsic uncertainty quantification, with the size of the predicted set reflecting the degree of decision ambiguity. We extend the learning-to-defer framework to multiple treatments via a novel \textit{greatest Lower Bound} method, and introduce \textit{conformal policy learning}, which bridges the gap between unobserved ground-truth optimal treatments and estimated optimal treatment rules. Drawing on insights from the noisy-label literature, we develop a randomness-injection approach that guarantees marginal coverage without requiring assumptions on underlying black-box optimal treatment rules. Through experiments on synthetic data and a real-world application to In-Vitro Fertilization (IVF), we demonstrate that our methods produce robust and actionable policies that naturally incorporate clinical considerations while effectively balancing performance and reliability.

cs.LG↗

arXiv2026

Estimating treatment duration effects via clone-censor-weight: a breast cancer case study

In this work, we study the estimation of treatment duration effects in observational survival data, where treatment and covariate histories evolve over time and longer observed durations are only attainable among individuals who remain event-free and under follow-up, leading to immortal time bias under naive analyses. The cloning-censoring-weighting (CCW) framework provides a practical approach to emulate target trials of treatment duration strategies, but several methodological aspects remain insufficiently understood. We focus on static treatment duration strategies under two settings of increasing complexity: baseline confounding only, and confounding with time-varying covariates. We formalize the assumptions underlying CCW, with particular emphasis on treatment admissibility, relaxed intervention rules, and the distinction between artificial and natural censoring. We then compare several estimation approaches after cloning and censoring, including inverse probability of censoring weighting (IPCW), the G-formula, and doubly robust estimators, through simulation studies assessing robustness, variability, and sensitivity to censoring model misspecification. Finally, we apply the framework to a Breast Cancer cohort to emulate a target trial comparing 2 versus 5 years of adjuvant tamoxifen in early stage breast cancer. Due to the small number of events and limited support for the 2-year strategy, estimates are associated with substantial uncertainty. These findings highlight both the practical relevance and the limitations of CCW, and underscore the importance of sensitivity analyses in complex longitudinal observational settings.

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arXiv2026

Principled Federated Random Forests for Heterogeneous Data

Random Forests (RF) are among the most powerful and widely used predictive models for centralized tabular data, yet few methods exist to adapt them to the federated learning setting. Unlike most federated learning approaches, the piecewise-constant nature of RF prevents exact gradient-based optimization. As a result, existing federated RF implementations rely on unprincipled heuristics: for instance, aggregating decision trees trained independently on clients fails to optimize the global impurity criterion, even under simple distribution shifts. We propose FedForest, a new federated RF algorithm for horizontally partitioned data that naturally accommodates diverse forms of client data heterogeneity, from covariate shift to more complex outcome shift mechanisms. We prove that our splitting procedure, based on aggregating carefully chosen client statistics, closely approximates the split selected by a centralized algorithm. Moreover, FedForest allows splits on client indicators, enabling a non-parametric form of personalization that is absent from prior federated random forest methods. Empirically, we demonstrate that the resulting federated forests closely match centralized performance across heterogeneous benchmarks while remaining communication-efficient.

stat.ML↗

arXiv2026

Preference-based Conditional Treatment Effects and Policy Learning

We introduce a new preference-based framework for conditional treatment effect estimation and policy learning, built on the Conditional Preference-based Treatment Effect (CPTE). CPTE requires only that outcomes be ranked under a preference rule, unlocking flexible modeling of heterogeneous effects with multivariate, ordinal, or preference-driven outcomes. This unifies applications such as conditional probability of necessity and sufficiency, conditional Win Ratio, and Generalized Pairwise Comparisons. Despite the intrinsic non-identifiability of comparison-based estimands, CPTE provides interpretable targets and delivers new identifiability conditions for previous unidentifiable estimands. We present estimation strategies via matching, quantile, and distributional regression, and further design efficient influence-function estimators to correct plug-in bias and maximize policy value. Synthetic and semi-synthetic experiments demonstrate clear performance gains and practical impact.

stat.ML↗

arXiv2026

Causal Evaluation of Membership Inference Attacks

Membership Inference Attacks (MIAs) aim to distinguish training points (members) from unseen data (non-members), and are widely used to quantify memorization and assess privacy risks. Standard MIA evaluation requires repeated retraining, which is computationally costly for large models. One-run (single training with randomized data inclusion) and zero-run (post hoc evaluation) methods are often used instead, but their statistical validity remains unclear. We address this gap by framing MIA evaluation as a causal inference problem, defining \emph{memorization as the causal effect of including a data point in the training set}. This novel formulation reveals and formalizes key sources of bias in existing protocols: one-run methods suffer from interference between jointly included points, while zero-run evaluations are additionally confounded by distribution shift between member and non-member evaluation data. We derive causal analogues of standard MIA metrics and propose practical estimators for multi-run, one-run, and zero-run regimes with non-asymptotic consistency guarantees. We validate our approach in several settings, including pretrained and fine-tuned LLMs, showing that it enables reliable measurement of MIA performance without retraining and under distribution shift. Overall, our framework provides a principled foundation for privacy evaluation in modern AI systems.

cs.LG↗

arXiv2026

Policy learning under constraint: Maximizing a primary outcome while controlling an adverse event

A medical policy aims to support decision-making by mapping patient characteristics to individualized treatment recommendations. Standard approaches typically optimize a single outcome criterion. For example, recommending treatment according to the sign of the Conditional Average Treatment Effect (CATE) maximizes the policy "value" by exploiting treatment effect heterogeneity. This point of view shifts policy learning towards the challenge of learning a reliable CATE estimator. However, in multi-outcome settings, such strategies ignore the risk of adverse events, despite their relevance. PLUC (Policy Learning Under Constraint) addresses this challenges by learning an estimator of the CATE that yields smoothed policies controlling the probability of an adverse event in observational settings. Inspired by insights from EP-learning, PLUC involves the optimization of strongly convex Lagrangian criteria over a convex hull of functions. Its alternating procedure iteratively applies the Frank-Wolfe algorithm to minimize the current criterion, then performs a targeting step that updates the criterion so that its evaluations at previously visited landmarks become targeted estimators of the corresponding theoretical quantities. An R package PLUC-R provides a practical implementation. We illustrate PLUC's performance through a series of numerical experiments.

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arXiv2025

Do we Need Dozens of Methods for Real World Missing Value Imputation?

Missing values pose a persistent challenge in modern data science. Consequently, there is an ever-growing number of publications introducing new imputation methods in various fields. While many studies compare imputation approaches, they often focus on a limited subset of algorithms and evaluate performance primarily through pointwise metrics such as RMSE, which are not suitable to measure the preservation of the true data distribution. In this work, we provide a systematic benchmarking method based on the idea of treating imputation as a distributional prediction task. We consider a large number of algorithms and, for the first time, evaluate them not only on synthetic missing mechanisms, but also on real-world missingness scenarios, using the concept of Imputation Scores. Finally, while the focus of previous benchmark has often been on numerical data, we also consider mixed data sets in our study. The analysis overwhelmingly confirms the superiority of iterative imputation algorithms, especially the methods implemented in the mice R package.

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arXiv2025

When Pattern-by-Pattern Works: Theoretical and Empirical Insights for Logistic Models with Missing Values

Predicting with missing inputs challenges even parametric models, as parameter estimation alone is insufficient for prediction on incomplete data. While several works study prediction in linear models, we focus on logistic models, where optimal predictors lack closed-form expressions. We prove that a Pattern-by-Pattern strategy (PbP), which learns one logistic model per missingness pattern, accurately approximates Bayes probabilities under a Gaussian Pattern Mixture Model (GPMM). Crucially, this result holds across standard missing data scenarios (MCAR and MAR) and, notably, in Missing Not at Random (MNAR) settings where standard methods often fail. Empirically, we compare PbP against imputation and EM methods across classification, probability estimation, calibration, and inference. Our analysis provides a comprehensive view of logistic regression with missing values. It reveals that mean imputation can be used as baseline for low sample sizes and PbP for large sample sizes, as both methods are fast to train and may have good performances in some settings. The best performances are achieved by non-linear multiple iterative imputation techniques that include the response label (Random Forest MICE with response), which are more computationally expensive.

stat.ML↗

arXiv2025

Model Agnostic Differentially Private Causal Inference

Estimating causal effects from observational data is essential in fields such as medicine, economics and social sciences, where privacy concerns are paramount. We propose a general, model-agnostic framework for differentially private estimation of average treatment effects (ATE) that avoids strong structural assumptions on the data-generating process or the models used to estimate propensity scores and conditional outcomes. In contrast to prior work, which enforces differential privacy by directly privatizing these nuisance components, our approach decouples nuisance estimation from privacy protection. This separation allows the use of flexible, state-of-the-art black-box models, while differential privacy is achieved by perturbing only predictions and aggregation steps within a fold-splitting scheme with ensemble techniques. We instantiate the framework for three classical estimators -- the G-Formula, inverse propensity weighting (IPW), and augmented IPW (AIPW) -- and provide formal utility and privacy guarantees, together with privatized confidence intervals. Empirical results on synthetic and real data show that our methods maintain competitive performance under realistic privacy budgets.

cs.LG↗

arXiv2025

Causal Meta-Analysis: Rethinking the Foundations of Evidence-Based Medicine

Meta-analysis, by synthesizing effect estimates from multiple studies conducted in diverse settings, stands at the top of the evidence hierarchy in clinical research. Yet, conventional approaches based on fixed- or random-effects models lack a causal framework, which may limit their interpretability and utility for public policy. Incorporating causal inference reframes meta-analysis as the estimation of well-defined causal effects on clearly specified populations, enabling a principled approach to handling study heterogeneity. We show that classical meta-analysis estimators have a clear causal interpretation when effects are measured as risk differences. However, this breaks down for nonlinear measures like the risk ratio and odds ratio. To address this, we introduce novel causal aggregation formulas that remain compatible with standard meta-analysis practices and do not require access to individual-level data. To evaluate real-world impact, we apply both classical and causal meta-analysis methods to 500 published meta-analyses. While the conclusions often align, notable discrepancies emerge, revealing cases where conventional methods may suggest a treatment is beneficial when, under a causal lens, it is in fact harmful.

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arXiv2025

Federated Causal Inference from Multi-Site Observational Data via Propensity Score Aggregation

Causal inference typically assumes centralized access to individual-level data. Yet, in practice, data are often decentralized across multiple sites, making centralization infeasible due to privacy, logistical, or legal constraints. We address this problem by estimating the Average Treatment Effect (ATE) from decentralized observational data via a Federated Learning (FL) approach, allowing inference through the exchange of aggregate statistics rather than individual-level data. We propose a novel method to estimate propensity scores via a federated weighted average of local scores using Membership Weights (MW), defined as probabilities of site membership conditional on covariates. MW can be flexibly estimated with parametric or non-parametric classification models using standard FL algorithms. The resulting propensity scores are used to construct Federated Inverse Propensity Weighting (Fed-IPW) and Augmented IPW (Fed-AIPW) estimators. In contrast to meta-analysis methods, which fail when any site violates positivity, our approach exploits heterogeneity in treatment assignment across sites to improve overlap. We show that Fed-IPW and Fed-AIPW perform well under site-level heterogeneity in sample sizes, treatment mechanisms, and covariate distributions. Theoretical analysis and experiments on simulated and real-world data demonstrate clear advantages over meta-analysis and related approaches.

stat.ME↗

arXiv2025

Optimal Transport with Heterogeneously Missing Data

We consider the problem of solving the optimal transport problem between two empirical distributions with missing values. Our main assumption is that the data is missing completely at random (MCAR), but we allow for heterogeneous missingness probabilities across features and across the two distributions. As a first contribution, we show that the Wasserstein distance between empirical Gaussian distributions and linear Monge maps between arbitrary distributions can be debiased without significantly affecting the sample complexity. Secondly, we show that entropic regularized optimal transport can be estimated efficiently and consistently using iterative singular value thresholding (ISVT). We propose a validation set-free hyperparameter selection strategy for ISVT that leverages our estimator of the Bures-Wasserstein distance, which could be of independent interest in general matrix completion problems. Finally, we validate our findings on a wide range of numerical applications.

stat.ML↗

arXiv2025

A Unified Framework for the Transportability of Population-Level Causal Measures

Generalization methods offer a powerful solution to one of the key drawbacks of randomized controlled trials (RCTs): their limited representativeness. By enabling the transport of treatment effect estimates to target populations subject to distributional shifts, these methods are increasingly recognized as the future of meta-analysis, the current gold standard in evidence-based medicine. Yet most existing approaches focus on the risk difference, overlooking the diverse range of causal measures routinely reported in clinical research. Reporting multiple effect measures-both absolute (e.g., risk difference, number needed to treat) and relative (e.g., risk ratio, odds ratio)-is essential to ensure clinical relevance, policy utility, and interpretability across contexts. To address this gap, we propose a unified framework for transporting a broad class of first-moment population causal effect measures under covariate shift. We provide identification results under two conditional exchangeability assumptions, derive both classical and semiparametric estimators, and evaluate their performance through theoretical analysis, simulations, and real-world applications. Our analysis shows the specificity of different causal measures and thus the interest of studying them all: for instance, two common approaches (one-step, estimating equation) lead to similar estimators for the risk difference but to two distinct estimators for the odds ratio.

stat.ME↗

arXiv2025

Causal mediation analysis with one or multiple mediators: a comparative study

Mediation analysis breaks down the causal effect of a treatment on an outcome into an indirect effect, acting through a third group of variables called mediators, and a direct effect, operating through other mechanisms. Mediation analysis is hard because confounders between treatment, mediators, and outcome blur effect estimates in observational studies. Many estimators have been proposed to adjust on those confounders and provide accurate causal estimates. We consider parametric and non-parametric implementations of classical estimators and provide a thorough evaluation for the estimation of the direct and indirect effects in the context of causal mediation analysis for binary, continuous, and multi-dimensional mediators. We assess several approaches in a comprehensive benchmark on simulated data. Our results show that advanced statistical approaches such as the multiply robust and the double machine learning estimators achieve good performances in most of the simulated settings and on real data. As an example of application, we propose a thorough analysis of factors known to influence cognitive functions to assess if the mechanism involves modifications in brain morphology using the UK Biobank brain imaging cohort. This analysis shows that for several physiological factors, such as hypertension and obesity, a substantial part of the effect is mediated by changes in the brain structure. This work provides guidance to the practitioner from the formulation of a valid causal mediation problem, including the verification of the identification assumptions, to the choice of an adequate estimator.

stat.AP↗

arXiv2025

Double Debiased Machine Learning for Mediation Analysis with Continuous Treatments

Uncovering causal mediation effects is of significant value to practitioners seeking to isolate the direct treatment effect from the potential mediated effect. We propose a double machine learning (DML) algorithm for mediation analysis that supports continuous treatments. To estimate the target mediated response curve, our method uses a kernel-based doubly robust moment function for which we prove asymptotic Neyman orthogonality. This allows us to obtain asymptotic normality with nonparametric convergence rate while allowing for nonparametric or parametric estimation of the nuisance parameters. We then derive an optimal bandwidth strategy along with a procedure for estimating asymptotic confidence intervals. Finally, to illustrate the benefits of our method, we provide a numerical evaluation of our approach on a simulation along with an application to real-world medical data to analyze the effect of glycemic control on cognitive functions.

stat.ML↗

arXiv2025

Rethinking the Win Ratio: A Causal Framework for Hierarchical Outcome Analysis

Quantifying causal effects in the presence of complex and multivariate outcomes remains a key challenge in treatment evaluation. For hierarchical multivariate outcomes, the FDA recommends the Win Ratio and Generalized Pairwise Comparisons approaches \citep{Pocock2011winratio,Buyse2010}. However, commonly used estimators can yield treatment recommendations that target a population-level estimand (the probability that a randomly sampled patient under treatment fares better than another randomly sampled patient under control), which can contradict conclusions drawn from an ideal estimand (the probability that an individual would fare better with treatment than without), especially in heterogeneous populations. This discrepancy arises from the non-identifiability of the latter estimand and underscores both the influence of the chosen causal measure on the resulting conclusions and the necessity of articulating the underlying causal framework with clarity. We propose a novel, individual-level yet identifiable causal effect measure that more closely approximates the ideal individual-level estimand. We show that computing the Win Ratio or Net Benefit via nearest-neighbor pairing between treated and control patients, which can be seen as an extreme form of stratification, yields an estimator of our new causal measure in both randomized controlled trials and observational settings. We then develop a distributional regression framework, alongside semiparametric efficient estimators. Our methods are simple to implement and readily applicable in practice. We evaluate the proposed approach through simulations and apply it to the CRASH-3 trial \citep{crash3}, a major study assessing the effects of tranexamic acid in patients with traumatic brain injury.

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arXiv2025

Treatment Effect Estimation in Causal Survival Analysis: Practical Recommendations

The restricted mean survival time (RMST) difference offers an interpretable causal contrast to estimate the treatment effect for time-to-event outcomes, yet a wide range of available estimators leaves limited guidance for practice. We provide a unified review of RMST estimators for randomized trials and observational studies, establish identification and asymptotic properties, and supply new derivations where needed. Our extensive simulation study compares simple nonparametric methods (such as unweighted Kaplan-Meier estimators) alongside parametric and nonparametric implementations of the G-formula, weighting approaches, Buckley-James transformations, and augmented estimators under diverse censoring mechanisms and model specifications. Across scenarios, classical Kaplan-Meier estimators (weighted when required by the censoring process) and G-formula methods perform well in randomized settings, while in observational data G-formula estimators remain competitive; however, augmented estimators such as AIPTW-AIPCW generally offer robustness to model misspecification and a favorable bias-variance trade-off. Parametric estimators perform best under correct specification, whereas nonparametric methods avoid functional assumptions but require large sample sizes to achieve reliable performance. We offer practical recommendations for estimator choice and provide open-source R code to support reproducibility and application.

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