arXiv subjects

Yifan Cui

Publications and source records attributed to Yifan Cui.

At least 19 recordsLinked to original sources

arXiv2026

Debiased inference for proximal dose-response function

In this paper, we study nonparametric inference for the causal dose-response curve of a continuous-treatment under unmeasured confounding by leveraging treatment- and outcome-inducing confounding proxies. To estimate the curve, we introduce a novel proximal doubly robust pseudo-outcome whose conditional mean given treatment equals the dose-response curve whenever either bridge function is correctly specified, thereby addressing a key gap in proximal causal inference for continuous-treatments. Furthermore, we derive an influence function for its smoothed causal estimand, and construct a cross-fitted debiased local-linear estimator with a proper local-quadratic bias correction. We establish pointwise and finite-dimensional asymptotic normality and a uniform Gaussian approximation over compact treatment intervals. Both smoothing bandwidths may have the mean-squared-error-optimal order without undersmoothing, while cross-fitting accommodates flexible bridge estimators under a product convergence rate conditions without fitted-class entropy restrictions. We also develop practical bandwidth selectors, pointwise confidence intervals, and simultaneous confidence bands. Extensive simulations and a data analysis highlight the practical performance of the proposed method under latent confounding and multiple proxies.

stat.ME↗

arXiv2026

Learning from the Unseen: Offline Reinforcement Learning with Hidden Actions

Standard offline reinforcement learning (RL) algorithms typically assume that the actions in the dataset are observed without error. However, in many real-world applications, the true actions are unobserved and only noisy proxies are available, causing existing RL methods to yield biased and potentially misleading conclusions. We study off-policy evaluation in infinite-horizon discounted Markov decision processes with hidden actions. By leveraging the next-state variable as a natural proxy for the unobserved action, we establish identification of the policy value and propose an influence-function-based estimator called LURE (Learning from the Unseen: Robust Estimator). LURE is multiply robust, remaining consistent under several combinations of correctly specified nuisance components, and is asymptotically normal, enabling valid statistical inference. To our knowledge, this is the first work to address offline RL with hidden actions. We demonstrate LURE's effectiveness through simulations and a sepsis management application using the MIMIC-III database.

stat.ML↗

arXiv2026

Proximal Mediation Analysis with Hidden Recanting Witnesses

Mediation analysis is essential for decomposing the causal effect of a treatment into direct and indirect pathways. However, many practical settings rely on the stringent assumption that recanting witnesses, defined as treatment-induced mediator-outcome confounders, are either absent or fully known a priori. Such a requirement is often untenable, especially when these variables remain unobservable due to measurement difficulties or privacy constraints. In this paper, we leverage proximal causal inference to develop three novel identification strategies to address the challenge of identifying path-specific effects in the presence of unknown recanting witnesses. Building on this, we develop a semiparametric inference framework that derives the efficient influence function and proposes a proximal multiply robust estimator, which remains consistent if at least one set of nuisance models is correctly specified. When all nuisance models are correctly specified and converge at appropriate rates, the estimator is asymptotically normal and achieves the semiparametric efficiency bound. We provide a minimax optimization-based debiased machine learning procedure for point estimation and constructing valid confidence intervals. The performance of the proposed methods is demonstrated by simulation studies and a real data application.

stat.ME↗

arXiv2026

Deep Optimal Individualized Treatment Rules for Bivariate Survival Outcomes via Adaptive Prediction-Powered Learning

In randomized trials involving multiple treatments, bivariate survival outcomes present significant analytical challenges for making decisions. This paper addresses the problem of deriving optimal individualized treatment rules to maximize the joint survival probability beyond fixed time points $(t_1, t_2)$ through deep neural networks, while accounting for right censoring. We propose a novel approach that models treatment rules via stochastic policies, coupling marginal accelerated failure time models via link function to capture bivariate dependence. To enhance robustness and effectiveness of decision making, we introduce an adaptive prediction-powered method that leverages auxiliary predictions from machine learning models.

stat.ML↗

arXiv2026

Proximal Path-Specific Inference

Causal mediation analysis has been extended to estimate path-specific effects with multiple intermediate variables, isolating treatment effects through a mediator of interest while excluding pathways through its ancestors. Such analyses address bias from recanting witnesses, i.e., treatment-induced mediator-outcome confounders. However, existing methods typically rely on stringent assumptions precluding general unmeasured confounding, which are often violated in practice. In this paper, we relax these restrictions by leveraging observed covariates as proxy variables to accommodate unmeasured confounding among the treatment, recanting witness, mediator, and outcome. Using proximal confounding bridge functions, we develop four nonparametric identification strategies for the path-specific effect. We further derive the efficient influence function and propose a quadruply robust, locally efficient estimator. To handle high-dimensional nuisance parameters, we propose a proximal debiased machine learning approach. We theoretically guarantee that our estimator achieves $\sqrt{n}$-consistency and asymptotic normality even when machine learning estimators for nuisance functions converge at slower rates. Our approaches are validated via semiparametric and nonparametric simulations and an application to the CDC WONDER Natality study, estimating the path-specific effect of prenatal care on preterm birth through preeclampsia, independent of maternal smoking during pregnancy.

stat.ME↗

arXiv2026

Double Machine Learning of Continuous Treatment Effects with Additive Instrumental Variables

Estimating causal effects of continuous treatments is a common problem in practice, for example, in studying average dose-response functions. Classical analyses typically assume that all confounders are fully observed, whereas in real-world applications, unmeasured confounding often persists. In this article, we propose a novel framework for the identification of average dose-response functions using instrumental variables, thereby mitigating bias induced by unobserved confounders. We introduce the concept of a uniform regular weighting function and consider covering the treatment space with a finite collection of open sets. On each of these sets, such a weighting function exists, allowing us to identify the average dose-response function locally within the corresponding region. For estimation, we propose an augmented inverse probability weighted score for continuous treatments with instrumental variables under a debiased machine learning framework, and provide practical guidance for adaptively constructing regular weighting functions from the data. We also propose a falsification test for the additive instrumental variable condition and develop a testing procedure for assessing the validity of regular weighting functions. We further establish the asymptotic properties of the resulting estimators based on kernel regression or empirical risk minimization as well as the theoretical validity of the proposed testing procedures. Finally, we conduct both simulation and empirical studies to assess the finite-sample performance of the proposed methods.

math.ST↗

arXiv2025

Identification and Debiased Learning of Causal Effects with General Instrumental Variables

Instrumental variable methods are fundamental to causal inference when treatment assignment is confounded by unobserved variables. In this article, we develop a general nonparametric causal framework for identification and learning with multi-categorical or continuous instrumental variables. Specifically, the mean potential outcomes and the average treatment effect can be identified via a regular weighting function derived from the proposed framework. Leveraging semiparametric theory, we derive efficient influence functions and construct two consistent, asymptotically normal estimators via debiased machine learning. The first estimator uses a prespecified weighting function, while the second estimator selects the optimal weighting function adaptively. Extensions to longitudinal data, dynamic treatment regimes, and multiplicative instrumental variables are further developed. We demonstrate the proposed method by employing simulation studies and analyzing real data from the Job Training Partnership Act program.

stat.ME↗

arXiv2025

On Multiple Robustness of Proximal Dynamic Treatment Regimes

Dynamic treatment regimes are sequential decision rules that adapt treatment according to individual time-varying characteristics and outcomes to achieve optimal effects, with applications in precision medicine, personalized recommendations, and dynamic marketing. Estimating optimal dynamic treatment regimes via sequential randomized trials might face costly and ethical hurdles, often necessitating the use of historical observational data. In this work, we utilize proximal causal inference framework for learning optimal dynamic treatment regimes when the unconfoundedness assumption fails. Our contributions are four-fold: (i) we propose three nonparametric identification methods for optimal dynamic treatment regimes; (ii) we establish the semiparametric efficiency bound for the value function of a given regime; (iii) we propose a (K+1)-robust method for learning optimal dynamic treatment regimes, where K is the number of stages; (iv) as a by-product for marginal structural models, we establish identification and estimation of counterfactual means under a static regime. Numerical experiments validate the efficiency and multiple robustness of our proposed methods.

stat.ME↗

arXiv2025

Reinforcement Learning with Continuous Actions Under Unmeasured Confounding

This paper addresses the challenge of offline policy learning in reinforcement learning with continuous action spaces when unmeasured confounders are present. While most existing research focuses on policy evaluation within partially observable Markov decision processes (POMDPs) and assumes discrete action spaces, we advance this field by establishing a novel identification result to enable the nonparametric estimation of policy value for a given target policy under an infinite-horizon framework. Leveraging this identification, we develop a minimax estimator and introduce a policy-gradient-based algorithm to identify the in-class optimal policy that maximizes the estimated policy value. Furthermore, we provide theoretical results regarding the consistency, finite-sample error bound, and regret bound of the resulting optimal policy. Extensive simulations and a real-world application using the German Family Panel data demonstrate the effectiveness of our proposed methodology.

stat.ML↗

arXiv2025

Proximal Inference for Indirect and Intervening Effects in Population Interventions

Unmeasured confounding, unethical exposure, and ill-defined interventions pose significant challenges to evaluating policy-relevant mediation estimands in medicine and public health. In observational studies involving harmful exposures, the population intervention indirect effect (PIIE) is often more salient than the natural indirect effect, as the latter relies on hypothetical interventions that may be ethically or practically unfeasible. While the PIIE can be identified via the generalized front-door criterion under unmeasured exposure-outcome confounding, existing estimation methods typically assume the absence of unmeasured confounding for the mediator. Furthermore, when the exposure corresponds to ill-defined interventions, the standard PIIE criterion fails; however, the generalized front-door formula may still identify the causal effect of an intervening variable designed to capture the indirect effect. This paper develops a unified identification and estimation framework for the PIIE and the causal effect of an intervening variable in settings with pervasive unmeasured confounding affecting exposure-mediator, exposure-outcome, and mediator-outcome relationships. Specifically, we leverage observed covariates as proxy variables to construct three distinct identification strategies within a proximal causal inference framework. We characterize the semiparametric efficiency bound for the target estimands and develop multiply robust, locally efficient estimators that remain consistent under partial model misspecification. The finite-sample performance of our estimators is demonstrated through simulations. Finally, we apply our methodology to study the indirect effect of alcohol consumption on depression risk as mediated by depersonalization symptoms.

stat.ME↗

arXiv2025

A Generalized Fiducial Framework for Partially Identified Treatment Effects

Over the past two decades, there has been renewed interest in fiducial inference, a statistical framework originally proposed by R. A. Fisher in the 1930s. Existing contributions, however, have largely focused on point-identified models, where the parameter vector is uniquely determined by the joint distribution of the observables and the model assumptions. This paper develops a unified fiducial inference procedure for partially identified models, thereby extending the applicability of the framework to settings in which the identified set is non-degenerate. The acceptance rate of the proposed sampler naturally serves as a diagnostic: high values support the identifying assumptions, while near-zero values signal their potential violation. We establish a Bernstein-von Mises theorem for the fiducial distribution, which provides theoretical guarantees for the proposed sampler. As two leading examples, we provide uncertainty quantification for the instrumental variable model and the mediation model under a range of causal assumptions and target parameters. The proposed methodology is illustrated through extensive simulations and empirical applications.

stat.ME↗

arXiv2024

Vision Technologies with Applications in Traffic Surveillance Systems: A Holistic Survey

Traffic Surveillance Systems (TSS) have become increasingly crucial in modern intelligent transportation systems, with vision technologies playing a central role for scene perception and understanding. While existing surveys typically focus on isolated aspects of TSS, a comprehensive analytical framework bridging low-level and high-level perception tasks, particularly considering emerging technologies, remains lacking. This paper presents a systematic review of vision technologies in TSS, examining both low-level perception tasks (object detection, classification, and tracking) and high-level perception tasks (parameter estimation, anomaly detection, and behavior understanding). Specifically, we first provide a detailed methodological categorization and comprehensive performance evaluation for each task. Our investigation reveals five fundamental limitations in current TSS: perceptual data degradation in complex scenarios, data-driven learning constraints, semantic understanding gaps, sensing coverage limitations and computational resource demands. To address these challenges, we systematically analyze five categories of current approaches and potential trends: advanced perception enhancement, efficient learning paradigms, knowledge-enhanced understanding, cooperative sensing frameworks and efficient computing frameworks, critically assessing their real-world applicability. Furthermore, we evaluate the transformative potential of foundation models in TSS, which exhibit remarkable zero-shot learning abilities, strong generalization, and sophisticated reasoning capabilities across diverse tasks. This review provides a unified analytical framework bridging low-level and high-level perception tasks, systematically analyzes current limitations and solutions, and presents a structured roadmap for integrating emerging technologies, particularly foundation models, to enhance TSS capabilities.

cs.CV↗

arXiv2024

Learning Robust Treatment Rules for Censored Data

There is a fast-growing literature on estimating optimal treatment rules directly by maximizing the expected outcome. In biomedical studies and operations applications, censored survival outcome is frequently observed, in which case the truncated mean survival time and survival probability are of great interest. In this paper, we propose two robust criteria for learning optimal treatment rules with censored survival outcomes; the former one targets an optimal treatment rule maximizing the truncated mean survival time, where the cutoff is specified by a given quantile such as median; the latter one targets an optimal treatment rule maximizing buffered survival probabilities, where the predetermined threshold is adjusted to account for the truncated mean survival time. We develop a sampling-based difference-of-convex algorithm for learning the proposed optimal treatment rules, and provide theoretical justifications for them. In simulation studies, our estimators show improved performance compared to existing methods. We also demonstrate the proposed method using AIDS clinical trial data.

stat.ME↗

arXiv2024

Exploring causal effects of hormone- and radio-treatments in an observational study of breast cancer using copula-based semi-competing risks models

Breast cancer patients may experience relapse or death after surgery during the follow-up period, leading to dependent censoring of relapse. This phenomenon, known as semi-competing risk, imposes challenges in analyzing treatment effects on breast cancer and necessitates advanced statistical tools for unbiased analysis. Despite progress in estimation and inference within semi-competing risks regression, its application to causal inference is still in its early stages. This article aims to propose a frequentist and semi-parametric framework based on copula models that can facilitate valid causal inference, net quantity estimation and interpretation, and sensitivity analysis for unmeasured factors under right-censored semi-competing risks data. We also propose novel procedures to enhance parameter estimation and its applicability in real practice. After that, we apply the proposed framework to a breast cancer study and detect the time-varying causal effects of hormone- and radio-treatments on patients' relapse-free survival and overall survival. Moreover, extensive numerical evaluations demonstrate the method's feasibility, highlighting minimal estimation bias and reliable statistical inference.

stat.ME↗

arXiv2024

Semiparametric fiducial inference for Cox models

R. A. Fisher introduced the fiducial distribution as a potential replacement for the Bayesian posterior distribution in the 1930s. During the past century, fiducial approaches have been explored in various parametric and nonparametric settings. However, to the best of our knowledge, no fiducial inference has been developed in the realm of semiparametric statistics. In this paper, we propose a novel fiducial approach for semiparametric models. In memory of Sir David Cox who passed away in 2022, we use the Cox proportional hazards model, which is the most popular model for the analysis of survival data, as a running example. Other models and extensions are also discussed. In our experiments, we find that our method performs particularly well in situations where the maximum likelihood estimator fails.

stat.ME↗

arXiv2023

Policy Learning with Distributional Welfare

In this paper, we explore optimal treatment allocation policies that target distributional welfare. Most literature on treatment choice has considered utilitarian welfare based on the conditional average treatment effect (ATE). While average welfare is intuitive, it may yield undesirable allocations especially when individuals are heterogeneous (e.g., with outliers) - the very reason individualized treatments were introduced in the first place. This observation motivates us to propose an optimal policy that allocates the treatment based on the conditional quantile of individual treatment effects (QoTE). Depending on the choice of the quantile probability, this criterion can accommodate a policymaker who is either prudent or negligent. The challenge of identifying the QoTE lies in its requirement for knowledge of the joint distribution of the counterfactual outcomes, which is not generally point-identified. We introduce minimax policies that are robust to this model uncertainty. A range of identifying assumptions can be used to yield more informative policies. For both stochastic and deterministic policies, we establish the asymptotic bound on the regret of implementing the proposed policies. The framework can be generalized to any setting where welfare is defined as a functional of the joint distribution of the potential outcomes.

stat.ME↗

arXiv2023

Optimal Treatment Regimes for Proximal Causal Learning

A common concern when a policymaker draws causal inferences from and makes decisions based on observational data is that the measured covariates are insufficiently rich to account for all sources of confounding, i.e., the standard no confoundedness assumption fails to hold. The recently proposed proximal causal inference framework shows that proxy variables that abound in real-life scenarios can be leveraged to identify causal effects and therefore facilitate decision-making. Building upon this line of work, we propose a novel optimal individualized treatment regime based on so-called outcome and treatment confounding bridges. We then show that the value function of this new optimal treatment regime is superior to that of existing ones in the literature. Theoretical guarantees, including identification, superiority, excess value bound, and consistency of the estimated regime, are established. Furthermore, we demonstrate the proposed optimal regime via numerical experiments and a real data application.

stat.ME↗

arXiv2023

A Semiparametric Instrumented Difference-in-Differences Approach to Policy Learning

Recently, there has been a surge in methodological development for the difference-in-differences (DiD) approach to evaluate causal effects. Standard methods in the literature rely on the parallel trends assumption to identify the average treatment effect on the treated. However, the parallel trends assumption may be violated in the presence of unmeasured confounding, and the average treatment effect on the treated may not be useful in learning a treatment assignment policy for the entire population. In this article, we propose a general instrumented DiD approach for learning the optimal treatment policy. Specifically, we establish identification results using a binary instrumental variable (IV) when the parallel trends assumption fails to hold. Additionally, we construct a Wald estimator, novel inverse probability weighting (IPW) estimators, and a class of semiparametric efficient and multiply robust estimators, with theoretical guarantees on consistency and asymptotic normality, even when relying on flexible machine learning algorithms for nuisance parameters estimation. Furthermore, we extend the instrumented DiD to the panel data setting. We evaluate our methods in extensive simulations and a real data application.

stat.ME↗