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Robin J. Evans

Publications and source records attributed to Robin J. Evans.

At least 19 recordsLinked to original sources

To do($x$) or not to do($x$): Medical Image Counterfactuals for Dataset Augmentation

Medical image analysis is often hindered by biased datasets, which can lead to biased models and limited clinical applicability. A promising strategy for mitigating such biases is to augment training data with synthetic images. Counterfactual (CF) generation is one such strategy, though the term is used in two different senses: in some works, CFs are produced through causality-based interventions derived from structural causal models, whereas in others, they are produced by non-causal image edits or conventional conditional generative models, such as altering anatomy or adding pathologies. In this work, we study this distinction and evaluate its practical consequences for medical image augmentation. We compare three conditioning strategies: $\textit{Deterministic}$, which changes selected variables while holding the remaining variables fixed; $\textit{Undirected}$, which updates variables according to learned statistical associations without assigning causal directions; and $\textit{Causal}$, which propagates interventions along a directed causal graph. We analyse how these choices affect the resulting images, and explore when causally grounded methods improve dataset augmentation or bring limited benefit. In particular, we assess downstream performance and fairness, where fairness refers to reduced sensitivity to dataset biases across sensitive subgroups. Our experiments demonstrate that using a causal approach to synthetic training data generation can lead to tangible benefits, with these insights offering valuable guidance to machine learning practitioners for the effective design of data generation protocols.

cs.LG

Counterfactual Marginalisation: Framework for Evaluating Robustness to Nuisance Variables

Machine learning models can achieve strong test performance while relying on demographic or acquisition-related shortcuts. We propose counterfactual (CF) marginalisation as a test-time evaluation procedure for assessing robustness of classification models to such variables. Given a CF image generator, we intervene on nuisance parent variables such as age or sex, generate CF versions of each test image, and average predictions over a target intervention distribution. This produces intervention-aware predictions that marginalise demographic effects while preserving patient-specific latent information. We use these predictions to define metrics for CF risk, calibration, stability and worst-case sensitivity. We demonstrate this framework's utility for quantitative robustness evaluation.

cs.LG

Frugal, Flexible, Faithful: Causal Data Simulation via Frengression

Machine learning has revitalized causal inference by combining flexible models and principled estimators, yet robust benchmarking and evaluation remain challenging with real-world data. In this work, we introduce frengression, a deep generative realization of the frugal parameterization that models the joint distribution of covariates, treatments and outcomes around the causal margin of interest. Frengression provides accurate estimation and flexible, faithful simulation of multivariate, time-varying data; it also enables direct sampling from user-specified interventional distributions. Model consistency and extrapolation guarantees are established, with validation on real-world clinical trial data demonstrating frengression's practical utility. We envision this framework sparking new research into generative approaches for causal margin modelling.

stat.ME

Deriving Complete Constraints in Hidden Variable Models

Hidden variable graphical models can sometimes imply constraints on the observable distribution that are more complex than simple conditional independence relations. These observable constraints can falsify assumptions of the model that would otherwise be untestable due to the unobserved variables and can be used to constrain estimation procedures to improve statistical efficiency. Knowing the complete set of observable constraints is thus ideal, but this can be difficult to determine in many settings. In models with categorical observed variables and a joint distribution that is completely characterized by linear relations to the unobservable response function variables, we develop a systematic method for deriving the complete set of observable constraints. We illustrate the method in several new settings, including ones that imply both inequality and equality constraints.

stat.ME

Data Fusion with Distributional Equivalence Test-then-pool

Randomized controlled trials (RCTs) are the gold standard for causal inference, yet practical constraints often limit the size of the concurrent control arm. Borrowing control data from previous trials offers a potential efficiency gain, but naive borrowing can induce bias when historical and current populations differ. Existing test-then-pool (TTP) procedures address this concern by testing for equality of control outcomes between historical and concurrent trials before borrowing; however, standard implementations may suffer from reduced power or inadequate control of the Type-I error rate. We develop a new TTP framework that fuses control arms while rigorously controlling the Type-I error rate of the final treatment effect test. Our method employs kernel two-sample testing via maximum mean discrepancy (MMD) to capture distributional differences, and equivalence testing to avoid introducing uncontrolled bias, providing a more flexible and informative criterion for pooling. To ensure valid inference, we introduce partial bootstrap and partial permutation procedures for approximating null distributions in the presence of heterogeneous controls. We further establish the overall validity and consistency. We provide empirical studies demonstrating that the proposed approach achieves higher power than standard TTP methods while maintaining nominal error control, highlighting its value as a principled tool for leveraging historical controls in modern clinical trials.

stat.ME

Distinguishability of causal structures under latent confounding and selection

Statistical relationships in observed data can arise for several different reasons: the observed variables may be causally related, they may share a latent common cause, or there may be selection bias. Each of these scenarios can be modelled using different causal graphs. Not all such causal graphs, however, can be distinguished by experimental data. In this paper, we formulate the equivalence class of causal graphs as a novel graphical structure, the selected-marginalized directed graph (smDG). That is, we show that two directed acyclic graphs with latent and selected vertices have the same smDG if and only if they are indistinguishable, even when allowing for arbitrary interventions on the observed variables. As a substitute for the more familiar d-separation criterion for DAGs, we provide an analogous sound and complete separation criterion in smDGs for conditional independence relative to passive observations. Finally, we provide a series of sufficient conditions under which two causal structures are indistinguishable when there is only access to passive observations.

math.ST

Testing Generalizability in Causal Inference

Ensuring robust model performance in diverse real-world scenarios requires addressing generalizability across domains with covariate shifts. However, no formal procedure exists for statistically evaluating generalizability in machine learning algorithms. Existing predictive metrics like mean squared error (MSE) help to quantify the relative performance between models, but do not directly answer whether a model can or cannot generalize. To address this gap in the domain of causal inference, we propose a systematic framework for statistically evaluating the generalizability of high-dimensional causal inference models. Our approach uses the frugal parameterization to flexibly simulate from fully and semi-synthetic causal benchmarks, offering a comprehensive evaluation for both mean and distributional regression methods. Grounded in real-world data, our method ensures more realistic evaluations, which is often missing in current work relying on simplified datasets. Furthermore, using simulations and statistical testing, our framework is robust and avoids over-reliance on conventional metrics, providing statistical safeguards for decision making.

cs.LG

Exact Simulation of Longitudinal Data from Marginal Structural Models

Simulating longitudinal data from specified marginal structural models is a crucial but challenging task for evaluating causal inference methods and informing study design. While data generation typically proceeds in a fully conditional manner using structural equations according to a temporal ordering, it is difficult to ensure alignment between conditional distributions and the target marginal causal effects, which presents a fundamental challenge. To address this, we propose a flexible and efficient algorithm for simulating longitudinal data that adheres exactly to a specified marginal structural model. Our approach accommodates time-to-event outcomes and extends naturally to survival settings, which are prevalent in applied research. Compared to existing approaches, it offers several advantages: it enables exact simulation from a known causal model rather than relying on approximations; avoids restrictive assumptions about the data-generating process; and remains computationally efficient by requiring only the evaluation of analytical expressions, rather than Monte Carlo methods or numerical integration. Through simulation studies replicating realistic scenarios, we validate the method's accuracy and utility. Our method will facilitate researchers in effectively simulating data with target causal structures for their specific scenarios.

stat.ME

Outcome-Informed Weighting for Robust ATE Estimation

Reliable causal effect estimation from observational data requires adjustment for confounding and sufficient overlap in covariate distributions between treatment groups. However, in high-dimensional settings, lack of overlap often inflates the variance and weakens the robustness of inverse propensity score weighting (IPW) based estimators. Although many approaches that rely on covariate adjustment have been proposed to mitigate these issues, we instead shift the focus to the outcome space. In this paper, we introduce the Augmented Marginal outcome density Ratio (AMR) estimator, an outcome-informed weighting method that naturally filters out irrelevant information, alleviates practical positivity violations and outperforms standard augmented IPW and covariate adjustment-based methods in terms of both efficiency and robustness. Additionally, by eliminating the need for strong a priori assumptions, our post-hoc calibration framework is also effective in settings with high-dimensional covariates. We present experimental results on synthetic data, the NHANES dataset and text applications, demonstrating the robustness of AMR and its superior performance under weak overlap and high-dimensional covariates.

stat.ME

State-space algorithm for detecting the nanohertz gravitational wave background

The stochastic gravitational wave background (SGWB) can be observed in the nanohertz band using a pulsar timing array (PTA). Here a computationally efficient state-space framework is developed for analysing SGWB data, in which the stochastic gravitational wave strain at Earth is tracked with a non-linear Kalman filter and separated simultaneously from intrinsic, achromatic pulsar spin wandering. The filter is combined with a nested sampler to estimate the parameters of the model, and to calculate a Bayes factor for selecting between models with and without a SGWB. The procedure extends previous state-space formulations of PTA data analysis applied to individually resolvable binary black hole sources. The performance of the new algorithm is tested on synthetic data from the first International PTA Mock Data Challenge. It is shown that the algorithm distinguishes a SGWB from pure noise for $A_{\rm gw} \geq 3 \times 10^{-14}$, where $A_{\rm gw}$ denotes the standard normalization factor for a power spectral density with power-law exponent $-13/3$. Additional, systematic validation tests are also performed with synthetic data generated independently by adjusting the injected parameters to cover astrophysically plausible ranges. Full posterior distributions are recovered and tested for accuracy. The state-space procedure is memory-light and evaluates the likelihood for a standard-sized PTA dataset in $\lesssim 10^{-1}$ s without optimization on a standard central processing unit.

astro-ph.IM

Marginal Causal Flows for Validation and Inference

Investigating the marginal causal effect of an intervention on an outcome from complex data remains challenging due to the inflexibility of employed models and the lack of complexity in causal benchmark datasets, which often fail to reproduce intricate real-world data patterns. In this paper we introduce Frugal Flows, a novel likelihood-based machine learning model that uses normalising flows to flexibly learn the data-generating process, while also directly inferring the marginal causal quantities from observational data. We propose that these models are exceptionally well suited for generating synthetic data to validate causal methods. They can create synthetic datasets that closely resemble the empirical dataset, while automatically and exactly satisfying a user-defined average treatment effect. To our knowledge, Frugal Flows are the first generative model to both learn flexible data representations and also exactly parameterise quantities such as the average treatment effect and the degree of unobserved confounding. We demonstrate the above with experiments on both simulated and real-world datasets.

cs.LG

Adaptive cancellation of mains power interference in continuous gravitational wave searches with a hidden Markov model

Continuous gravitational wave searches with terrestrial, long-baseline interferometers are hampered by long-lived, narrowband features in the power spectral density of the detector noise, known as lines. Candidate GW signals which overlap spectrally with known lines are typically vetoed. Here we demonstrate a line subtraction method based on adaptive noise cancellation, using a recursive least squares algorithm, a common approach in electrical engineering applications such as audio and biomedical signal processing. We validate the line subtraction method by combining it with a hidden Markov model (HMM), a standard continuous wave search tool, to detect an injected continuous wave signal with an unknown and randomly wandering frequency, which overlaps with the mains power line at $60 \, {\rm Hz}$ in the Laser Interferometer Gravitational Wave Observatory (LIGO). The performance of the line subtraction method is tested on an injected continuous wave signal obscured by (a) synthetic noise data with both Gaussian and non-Gaussian components, and (b) real noise data obtained from the LIGO Livingston detector. In both cases, before applying the line subtraction method the HMM does not detect the injected continuous wave signal. After applying the line subtraction method the mains power line is suppressed by 20--40 dB, and the HMM detects the underlying signal, with a time-averaged root-mean-square error in the frequency estimate of $\sim 0.05 $ Hz. The performance of the line subtraction method with respect to the characteristics of the 60 Hz line and the control parameters of the recursive least squares algorithm is quantified in terms of receiver operating characteristic curves.

gr-qc

State-space analysis of a continuous gravitational wave source with a pulsar timing array: inclusion of the pulsar terms

Pulsar timing arrays can detect continuous nanohertz gravitational waves emitted by individual supermassive black hole binaries. The data analysis procedure can be formulated within a time-domain, state-space framework, in which the radio timing observations are related to a temporal sequence of latent states, namely the intrinsic pulsar spin frequency. The achromatic wandering of the pulsar spin frequency is tracked using a Kalman filter concurrently with the pulse frequency modulation induced by a gravitational wave from a single source. The modulation is the sum of terms proportional to the gravitational wave strain at the Earth and at every pulsar in the array. Here we generalize previous state-space formulations of the pulsar timing array problem to include the pulsar terms; that is, we copy the pulsar terms from traditional, non-state-space analyses over to the state-space framework. The performance of the generalized Kalman filter is tested using astrophysically representative software injections in Gaussian measurement noise. It is shown that including the pulsar terms corrects for previously identified biases in the parameter estimates (especially the sky position of the source) which also arise in traditional matched-filter analyses that exclude the pulsar terms. Additionally, including the pulsar terms decreases the minimum detectable strain by $14\%$. Overall, the study verifies that the pulsar terms do not raise any special extra impediments for the state-space framework, beyond those studied in traditional analyses. The inspiral-driven evolution of the wave frequency at the Earth and at the retarded time at every pulsar in the array is also investigated.

astro-ph.HE

Kalman tracking and parameter estimation of continuous gravitational waves with a pulsar timing array

Continuous nanohertz gravitational waves from individual supermassive black hole binaries may be detectable with pulsar timing arrays. A novel search strategy is developed, wherein intrinsic achromatic spin wandering is tracked simultaneously with the modulation induced by a single gravitational wave source in the pulse times of arrival. A two-step inference procedure is applied within a state-space framework, such that the modulation is tracked with a Kalman filter, which then provides a likelihood for nested sampling. The procedure estimates the static parameters in the problem, such as the sky position of the source, without fitting for ensemble-averaged statistics such as the power spectral density of the timing noise, and therefore complements traditional parameter estimation methods. It also returns the Bayes factor relating a model with a single gravitational wave source to one without, complementing traditional detection methods. It is shown via astrophysically representative software injections in Gaussian measurement noise that the procedure distinguishes a gravitational wave from pure noise down to a characteristic wave strain of $h_0 \approx 2 \times 10^{-15}$. Full posterior distributions of model parameters are recovered and tested for accuracy. There is a bias of $\approx 0.3$ rad in the marginalised one-dimensional posterior for the orbital inclination $ι$, introduced by dropping the so-called `pulsar terms'. Smaller biases $\lesssim 10 \%$ are also observed in other static parameters.

astro-ph.HE

Toward a Complete Criterion for Value of Information in Insoluble Decision Problems

In a decision problem, observations are said to be material if they must be taken into account to perform optimally. Decision problems have an underlying (graphical) causal structure, which may sometimes be used to evaluate certain observations as immaterial. For soluble graphs - ones where important past observations are remembered - there is a complete graphical criterion; one that rules out materiality whenever this can be done on the basis of the graphical structure alone. In this work, we analyse a proposed criterion for insoluble graphs. In particular, we prove that some of the conditions used to prove immateriality are necessary; when they are not satisfied, materiality is possible. We discuss possible avenues and obstacles to proving necessity of the remaining conditions.

stat.OT

Data fusion for efficiency gain in ATE estimation: A practical review with simulations

The integration of real-world data (RWD) and randomized controlled trials (RCT) is increasingly important for advancing causal inference in scientific research. This combination holds great promise for enhancing the efficiency of causal effect estimation, offering benefits such as reduced trial participant numbers and expedited drug access for patients. Despite the availability of numerous data fusion methods, selecting the most appropriate one for a specific research question remains challenging. This paper systematically reviews and compares these methods regarding their assumptions, limitations, and implementation complexities. Through simulations reflecting real-world scenarios, we identify a prevalent risk-reward trade-off across different methods. We investigate and interpret this trade-off, providing key insights into the strengths and weaknesses of various methods; thereby helping researchers navigate through the application of data fusion for improved causal inference.

stat.ME

A Kernel Test for Causal Association via Noise Contrastive Backdoor Adjustment

Causal inference grows increasingly complex as the number of confounders increases. Given treatments $X$, confounders $Z$ and outcomes $Y$, we develop a non-parametric method to test the \textit{do-null} hypothesis $H_0:\; p(y|\text{\it do}(X=x))=p(y)$ against the general alternative. Building on the Hilbert Schmidt Independence Criterion (HSIC) for marginal independence testing, we propose backdoor-HSIC (bd-HSIC) and demonstrate that it is calibrated and has power for both binary and continuous treatments under a large number of confounders. Additionally, we establish convergence properties of the estimators of covariance operators used in bd-HSIC. We investigate the advantages and disadvantages of bd-HSIC against parametric tests as well as the importance of using the do-null testing in contrast to marginal independence testing or conditional independence testing. A complete implementation can be found at \hyperlink{https://github.com/MrHuff/kgformula}{\texttt{https://github.com/MrHuff/kgformula}}.

stat.ME

Combining experimental and observational data through a power likelihood

Randomized controlled trials are the gold standard for causal inference and play a pivotal role in modern evidence-based medicine. However, the sample sizes they use are often too limited to draw significant causal conclusions for subgroups that are less prevalent in the population. In contrast, observational data are becoming increasingly accessible in large volumes but can be subject to bias as a result of hidden confounding. Given these complementary features, we propose a power likelihood approach to augmenting RCTs with observational data to improve the efficiency of treatment effect estimation. We provide a data-adaptive procedure for maximizing the expected log predictive density (ELPD) to select the learning rate that best regulates the information from the observational data. We validate our method through a simulation study that shows increased power while maintaining an approximate nominal coverage rate. Finally, we apply our method in a real-world data fusion study augmenting the PIONEER 6 clinical trial with a US health claims dataset, demonstrating the effectiveness of our method and providing detailed guidance on how to address practical considerations in its application.

stat.ME