Long-term Causal Inference via Modeling Sequential Latent Confounding

Fuente: arXiv
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Main Authors: Chen, Weilin, Cai, Ruichu, Yan, Yuguang, Hao, Zhifeng, Hernández-Lobato, José Miguel
Format: Preprint
Published: 2025
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author Chen, Weilin
Cai, Ruichu
Yan, Yuguang
Hao, Zhifeng
Hernández-Lobato, José Miguel
author_facet Chen, Weilin
Cai, Ruichu
Yan, Yuguang
Hao, Zhifeng
Hernández-Lobato, José Miguel
contents Long-term causal inference is an important but challenging problem across various scientific domains. To solve the latent confounding problem in long-term observational studies, existing methods leverage short-term experimental data. Ghassami et al. propose an approach based on the Conditional Additive Equi-Confounding Bias (CAECB) assumption, which asserts that the confounding bias in the short-term outcome is equal to that in the long-term outcome, so that the long-term confounding bias and the causal effects can be identified. While effective in certain cases, this assumption is limited to scenarios where there is only one short-term outcome with the same scale as the long-term outcome. In this paper, we introduce a novel assumption that extends the CAECB assumption to accommodate temporal short-term outcomes. Our proposed assumption states a functional relationship between sequential confounding biases across temporal short-term outcomes, under which we theoretically establish the identification of long-term causal effects. Based on the identification result, we develop an estimator and conduct a theoretical analysis of its asymptotic properties. Extensive experiments validate our theoretical results and demonstrate the effectiveness of the proposed method.
format Preprint
id arxiv_https___arxiv_org_abs_2502_18994
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Long-term Causal Inference via Modeling Sequential Latent Confounding
Chen, Weilin
Cai, Ruichu
Yan, Yuguang
Hao, Zhifeng
Hernández-Lobato, José Miguel
Machine Learning
Long-term causal inference is an important but challenging problem across various scientific domains. To solve the latent confounding problem in long-term observational studies, existing methods leverage short-term experimental data. Ghassami et al. propose an approach based on the Conditional Additive Equi-Confounding Bias (CAECB) assumption, which asserts that the confounding bias in the short-term outcome is equal to that in the long-term outcome, so that the long-term confounding bias and the causal effects can be identified. While effective in certain cases, this assumption is limited to scenarios where there is only one short-term outcome with the same scale as the long-term outcome. In this paper, we introduce a novel assumption that extends the CAECB assumption to accommodate temporal short-term outcomes. Our proposed assumption states a functional relationship between sequential confounding biases across temporal short-term outcomes, under which we theoretically establish the identification of long-term causal effects. Based on the identification result, we develop an estimator and conduct a theoretical analysis of its asymptotic properties. Extensive experiments validate our theoretical results and demonstrate the effectiveness of the proposed method.
title Long-term Causal Inference via Modeling Sequential Latent Confounding
topic Machine Learning
url https://arxiv.org/abs/2502.18994