Thomas Kolokotrones | Searcharxiv

arXiv2026

A plug-in estimator of the non-iterative conditional expectation g-formula using long short-term memory models

The non-iterative conditional expectation (NICE) plug-in estimator of the g-formula can be used to estimate the causal effects of sustained treatment strategies, even in the presence of treatment-confounder feedback, under the assumptions of exchangeability, positivity, and consistency. In practical applications, parametric models are commonly used to estimate the joint distribution of confounders, treatments, and outcomes over time. As an alternative to parametric models, long short-term memory (LSTM) models, designed to capture both short-term patterns and long-range dependencies in sequential data, may better accommodate complex temporal dependencies among time-varying confounders, treatments, and outcomes. However, the validity of statistical inferences of a plug-in estimator based on LSTM models has not yet been investigated. Here, we provide proof of principle that, under a complex data generation mechanism that resembles data from a cohort of persons with HIV and sufficiently large sample sizes, an LSTM-based NICE g-formula plug-in estimator results in less bias than parametric estimators while achieving near-nominal coverage for 95\% confidence intervals. This work is intended to spur the development of a theoretical framework that encompasses deep learning plug-in estimators for causal inference based on high-dimensional longitudinal data.

stat.ME↗

arXiv2022

Deep Learning Methods for Proximal Inference via Maximum Moment Restriction

The No Unmeasured Confounding Assumption is widely used to identify causal effects in observational studies. Recent work on proximal inference has provided alternative identification results that succeed even in the presence of unobserved confounders, provided that one has measured a sufficiently rich set of proxy variables, satisfying specific structural conditions. However, proximal inference requires solving an ill-posed integral equation. Previous approaches have used a variety of machine learning techniques to estimate a solution to this integral equation, commonly referred to as the bridge function. However, prior work has often been limited by relying on pre-specified kernel functions, which are not data adaptive and struggle to scale to large datasets. In this work, we introduce a flexible and scalable method based on a deep neural network to estimate causal effects in the presence of unmeasured confounding using proximal inference. Our method achieves state of the art performance on two well-established proximal inference benchmarks. Finally, we provide theoretical consistency guarantees for our method.

stat.ML↗