Searcharxiv⌕ Search

arXiv subjects

Julie Josse

Publications and source records attributed to Julie Josse.

At least 37 records · Page 2Linked to original sources
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

Federated Causal Inference: Multi-Study ATE Estimation beyond Meta-Analysis

We study Federated Causal Inference, an approach to estimate treatment effects from decentralized data across centers. We compare three classes of Average Treatment Effect (ATE) estimators derived from the Plug-in G-Formula, ranging from simple meta-analysis to one-shot and multi-shot federated learning, the latter leveraging the full data to learn the outcome model (albeit requiring more communication). Focusing on Randomized Controlled Trials (RCTs), we derive the asymptotic variance of these estimators for linear models. Our results provide practical guidance on selecting the appropriate estimator for various scenarios, including heterogeneity in sample sizes, covariate distributions, treatment assignment schemes, and center effects. We validate these findings with a simulation study.

stat.ML↗
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

Handling missing values in clinical machine learning: Insights from an expert study

Inherently interpretable machine learning (IML) models offer valuable support for clinical decision-making but face challenges when features contain missing values. Traditional approaches, such as imputation or discarding incomplete records, are often impractical in scenarios where data is missing at test time. We surveyed 55 clinicians from 29 French trauma centers, collecting 20 complete responses to study their interaction with three IML models in a real-world clinical setting for predicting hemorrhagic shock with missing values. Our findings reveal that while clinicians recognize the value of interpretability and are familiar with common IML approaches, traditional imputation techniques often conflict with their intuition. Instead of imputing unobserved values, they rely on observed features combined with medical intuition and experience. As a result, methods that natively handle missing values are preferred. These findings underscore the need to integrate clinical reasoning into future IML models to enhance human-computer interaction.

cs.LG↗
arXiv2024

R-miss-tastic: a unified platform for missing values methods and workflows

Missing values are unavoidable when working with data. Their occurrence is exacerbated as more data from different sources become available. However, most statistical models and visualization methods require complete data, and improper handling of missing data results in information loss or biased analyses. Since the seminal work of Rubin (1976), a burgeoning literature on missing values has arisen, with heterogeneous aims and motivations. This led to the development of various methods, formalizations, and tools. For practitioners, it remains nevertheless challenging to decide which method is most suited for their problem, partially due to a lack of systematic covering of this topic in statistics or data science curricula. To help address this challenge, we have launched the "R-miss-tastic" platform, which aims to provide an overview of standard missing values problems, methods, and relevant implementations of methodologies. Beyond gathering and organizing a large majority of the material on missing data (bibliography, courses, tutorials, implementations), "R-miss-tastic" covers the development of standardized analysis workflows. Indeed, we have developed several pipelines in R and Python to allow for hands-on illustration of and recommendations on missing values handling in various statistical tasks such as matrix completion, estimation and prediction, while ensuring reproducibility of the analyses. Finally, the platform is dedicated to users who analyze incomplete data, researchers who want to compare their methods and search for an up-to-date bibliography, and also teachers who are looking for didactic materials (notebooks, video, slides).

stat.ME↗
arXiv2024

Predictive Uncertainty Quantification with Missing Covariates

Predictive uncertainty quantification is crucial in decision-making problems. We investigate how to adequately quantify predictive uncertainty with missing covariates. A bottleneck is that missing values induce heteroskedasticity on the response's predictive distribution given the observed covariates. Thus, we focus on building predictive sets for the response that are valid conditionally to the missing values pattern. We show that this goal is impossible to achieve informatively in a distribution-free fashion, and we propose useful restrictions on the distribution class. Motivated by these hardness results, we characterize how missing values and predictive uncertainty intertwine. Particularly, we rigorously formalize the idea that the more missing values, the higher the predictive uncertainty. Then, we introduce a generalized framework, coined CP-MDA-Nested*, outputting predictive sets in both regression and classification. Under independence between the missing value pattern and both the features and the response (an assumption justified by our hardness results), these predictive sets are valid conditionally to any pattern of missing values. Moreover, it provides great flexibility in the trade-off between statistical variability and efficiency. Finally, we experimentally assess the performances of CP-MDA-Nested* beyond its scope of theoretical validity, demonstrating promising outcomes in more challenging configurations than independence.

stat.ME↗
arXiv2024

On the consistency of supervised learning with missing values

In many application settings, the data have missing entries which make analysis challenging. An abundant literature addresses missing values in an inferential framework: estimating parameters and their variance from incomplete tables. Here, we consider supervised-learning settings: predicting a target when missing values appear in both training and testing data. We show the consistency of two approaches in prediction. A striking result is that the widely-used method of imputing with a constant, such as the mean prior to learning is consistent when missing values are not informative. This contrasts with inferential settings where mean imputation is pointed at for distorting the distribution of the data. That such a simple approach can be consistent is important in practice. We also show that a predictor suited for complete observations can predict optimally on incomplete data, through multiple imputation. Finally, to compare imputation with learning directly with a model that accounts for missing values, we analyze further decision trees. These can naturally tackle empirical risk minimization with missing values, due to their ability to handle the half-discrete nature of incomplete variables. After comparing theoretically and empirically different missing values strategies in trees, we recommend using the "missing incorporated in attribute" method as it can handle both non-informative and informative missing values.

stat.ML↗
arXiv2024

Reweighting the RCT for generalization: finite sample error and variable selection

Randomized Controlled Trials (RCTs) may suffer from limited scope. In particular, samples may be unrepresentative: some RCTs over- or under- sample individuals with certain characteristics compared to the target population, for which one wants conclusions on treatment effectiveness. Re-weighting trial individuals to match the target population can improve the treatment effect estimation. In this work, we establish the exact expressions of the bias and variance of such reweighting procedures -- also called Inverse Propensity of Sampling Weighting (IPSW) -- in presence of categorical covariates for any sample size. Such results allow us to compare the theoretical performance of different versions of IPSW estimates. Besides, our results show how the performance (bias, variance, and quadratic risk) of IPSW estimates depends on the two sample sizes (RCT and target population). A by-product of our work is the proof of consistency of IPSW estimates. Results also reveal that IPSW performances are improved when the trial probability to be treated is estimated (rather than using its oracle counterpart). In addition, we study choice of variables: how including covariates that are not necessary for identifiability of the causal effect may impact the asymptotic variance. Including covariates that are shifted between the two samples but not treatment effect modifiers increases the variance while non-shifted but treatment effect modifiers do not. We illustrate all the takeaways in a didactic example, and on a semi-synthetic simulation inspired from critical care medicine.

stat.ME↗
arXiv2024

MMD-based Variable Importance for Distributional Random Forest

Distributional Random Forest (DRF) is a flexible forest-based method to estimate the full conditional distribution of a multivariate output of interest given input variables. In this article, we introduce a variable importance algorithm for DRFs, based on the well-established drop and relearn principle and MMD distance. While traditional importance measures only detect variables with an influence on the output mean, our algorithm detects variables impacting the output distribution more generally. We show that the introduced importance measure is consistent, exhibits high empirical performance on both real and simulated data, and outperforms competitors. In particular, our algorithm is highly efficient to select variables through recursive feature elimination, and can therefore provide small sets of variables to build accurate estimates of conditional output distributions.

stat.ML↗
arXiv2023

Model-based Clustering with Missing Not At Random Data

Model-based unsupervised learning, as any learning task, stalls as soon as missing data occurs. This is even more true when the missing data are informative, or said missing not at random (MNAR). In this paper, we propose model-based clustering algorithms designed to handle very general types of missing data, including MNAR data. To do so, we introduce a mixture model for different types of data (continuous, count, categorical and mixed) to jointly model the data distribution and the MNAR mechanism, remaining vigilant to the relative degrees of freedom of each. Several MNAR models are discussed, for which the cause of the missingness can depend on both the values of the missing variable themselves and on the class membership. However, we focus on a specific MNAR model, called MNARz, for which the missingness only depends on the class membership. We first underline its ease of estimation, by showing that the statistical inference can be carried out on the data matrix concatenated with the missing mask considering finally a standard MAR mechanism. Consequently, we propose to perform clustering using the Expectation Maximization algorithm, specially developed for this simplified reinterpretation. Finally, we assess the numerical performances of the proposed methods on synthetic data and on the real medical registry TraumaBase as well.

stat.ML↗
arXiv2023

AdaptiveConformal: An R Package for Adaptive Conformal Inference

Conformal Inference (CI) is a popular approach for generating finite sample prediction intervals based on the output of any point prediction method when data are exchangeable. Adaptive Conformal Inference (ACI) algorithms extend CI to the case of sequentially observed data, such as time series, and exhibit strong theoretical guarantees without having to assume exchangeability of the observed data. The common thread that unites algorithms in the ACI family is that they adaptively adjust the width of the generated prediction intervals in response to the observed data. We provide a detailed description of five ACI algorithms and their theoretical guarantees, and test their performance in simulation studies. We then present a case study of producing prediction intervals for influenza incidence in the United States based on black-box point forecasts. Implementations of all the algorithms are released as an open-source R package, AdaptiveConformal, which also includes tools for visualizing and summarizing conformal prediction intervals.

stat.CO↗
arXiv2023

Positivity-free Policy Learning with Observational Data

Policy learning utilizing observational data is pivotal across various domains, with the objective of learning the optimal treatment assignment policy while adhering to specific constraints such as fairness, budget, and simplicity. This study introduces a novel positivity-free (stochastic) policy learning framework designed to address the challenges posed by the impracticality of the positivity assumption in real-world scenarios. This framework leverages incremental propensity score policies to adjust propensity score values instead of assigning fixed values to treatments. We characterize these incremental propensity score policies and establish identification conditions, employing semiparametric efficiency theory to propose efficient estimators capable of achieving rapid convergence rates, even when integrated with advanced machine learning algorithms. This paper provides a thorough exploration of the theoretical guarantees associated with policy learning and validates the proposed framework's finite-sample performance through comprehensive numerical experiments, ensuring the identification of causal effects from observational data is both robust and reliable.

stat.ME↗
arXiv2023

Variable importance for causal forests: breaking down the heterogeneity of treatment effects

Causal random forests provide efficient estimates of heterogeneous treatment effects. However, forest algorithms are also well-known for their black-box nature, and therefore, do not characterize how input variables are involved in treatment effect heterogeneity, which is a strong practical limitation. In this article, we develop a new importance variable algorithm for causal forests, to quantify the impact of each input on the heterogeneity of treatment effects. The proposed approach is inspired from the drop and relearn principle, widely used for regression problems. Importantly, we show how to handle the forest retrain without a confounding variable. If the confounder is not involved in the treatment effect heterogeneity, the local centering step enforces consistency of the importance measure. Otherwise, when a confounder also impacts heterogeneity, we introduce a corrective term in the retrained causal forest to recover consistency. Additionally, experiments on simulated, semi-synthetic, and real data show the good performance of our importance measure, which outperforms competitors on several test cases. Experiments also show that our approach can be efficiently extended to groups of variables, providing key insights in practice.

stat.ML↗
arXiv2023

Conformal Prediction with Missing Values

Conformal prediction is a theoretically grounded framework for constructing predictive intervals. We study conformal prediction with missing values in the covariates -- a setting that brings new challenges to uncertainty quantification. We first show that the marginal coverage guarantee of conformal prediction holds on imputed data for any missingness distribution and almost all imputation functions. However, we emphasize that the average coverage varies depending on the pattern of missing values: conformal methods tend to construct prediction intervals that under-cover the response conditionally to some missing patterns. This motivates our novel generalized conformalized quantile regression framework, missing data augmentation, which yields prediction intervals that are valid conditionally to the patterns of missing values, despite their exponential number. We then show that a universally consistent quantile regression algorithm trained on the imputed data is Bayes optimal for the pinball risk, thus achieving valid coverage conditionally to any given data point. Moreover, we examine the case of a linear model, which demonstrates the importance of our proposal in overcoming the heteroskedasticity induced by missing values. Using synthetic and data from critical care, we corroborate our theory and report improved performance of our methods.

stat.ML↗
arXiv2023

Generalizing treatment effects with incomplete covariates: identifying assumptions and multiple imputation algorithms

We focus on the problem of generalizing a causal effect estimated on a randomized controlled trial (RCT) to a target population described by a set of covariates from observational data. Available methods such as inverse propensity sampling weighting are not designed to handle missing values, which are however common in both data sources. In addition to coupling the assumptions for causal effect identifiability and for the missing values mechanism and to defining appropriate estimation strategies, one difficulty is to consider the specific structure of the data with two sources and treatment and outcome only available in the RCT. We propose three multiple imputation strategies to handle missing values when generalizing treatment effects, each handling the multi-source structure of the problem differently (separate imputation, joint imputation with fixed effect, joint imputation ignoring source information). As an alternative to multiple imputation, we also propose a direct estimation approach that treats incomplete covariates as semi-discrete variables. The multiple imputation strategies and the latter alternative rely on different sets of assumptions concerning the impact of missing values on identifiability. We discuss these assumptions and assess the methods through an extensive simulation study. This work is motivated by the analysis of a large registry of over 20,000 major trauma patients and an RCT studying the effect of tranexamic acid administration on mortality in major trauma patients admitted to ICU. The analysis illustrates how the missing values handling can impact the conclusion about the effect generalized from the RCT to the target population.

stat.ME↗
arXiv2023

Efficient and robust transfer learning of optimal individualized treatment regimes with right-censored survival data

An individualized treatment regime (ITR) is a decision rule that assigns treatments based on patients' characteristics. The value function of an ITR is the expected outcome in a counterfactual world had this ITR been implemented. Recently, there has been increasing interest in combining heterogeneous data sources, such as leveraging the complementary features of randomized controlled trial (RCT) data and a large observational study (OS). Usually, a covariate shift exists between the source and target population, rendering the source-optimal ITR unnecessarily optimal for the target population. We present an efficient and robust transfer learning framework for estimating the optimal ITR with right-censored survival data that generalizes well to the target population. The value function accommodates a broad class of functionals of survival distributions, including survival probabilities and restrictive mean survival times (RMSTs). We propose a doubly robust estimator of the value function, and the optimal ITR is learned by maximizing the value function within a pre-specified class of ITRs. We establish the $N^{-1/3}$ rate of convergence for the estimated parameter indexing the optimal ITR, and show that the proposed optimal value estimator is consistent and asymptotically normal even with flexible machine learning methods for nuisance parameter estimation. We evaluate the empirical performance of the proposed method by simulation studies and a real data application of sodium bicarbonate therapy for patients with severe metabolic acidaemia in the intensive care unit (ICU), combining a RCT and an observational study with heterogeneity.

stat.ME↗
arXiv2023

Causal inference methods for combining randomized trials and observational studies: a review

With increasing data availability, causal effects can be evaluated across different data sets, both randomized controlled trials (RCTs) and observational studies. RCTs isolate the effect of the treatment from that of unwanted (confounding) co-occurring effects but they may suffer from unrepresentativeness, and thus lack external validity. On the other hand, large observational samples are often more representative of the target population but can conflate confounding effects with the treatment of interest. In this paper, we review the growing literature on methods for causal inference on combined RCTs and observational studies, striving for the best of both worlds. We first discuss identification and estimation methods that improve generalizability of RCTs using the representativeness of observational data. Classical estimators include weighting, difference between conditional outcome models, and doubly robust estimators. We then discuss methods that combine RCTs and observational data to either ensure uncounfoundedness of the observational analysis or to improve (conditional) average treatment effect estimation. We also connect and contrast works developed in both the potential outcomes literature and the structural causal model literature. Finally, we compare the main methods using a simulation study and real world data to analyze the effect of tranexamic acid on the mortality rate in major trauma patients. A review of available codes and new implementations is also provided.

stat.ME↗