Abstract The notion that an independent central bank reduces a country’s inflation is a controversial hypothesis. To date, it has not been possible to satisfactorily answer this question because the complex macroeconomic structure that gives rise to the data has not been adequately...

Abstract Understanding the pathways whereby an intervention has an effect on an outcome is a common scientific goal. A rich body of literature provides various decompositions of the total intervention effect into pathway-specific effects. Interventional direct and indirect effects provide one...

Abstract In this article, we propose a new method to learn the underlying acyclic mixed graph of a linear non-Gaussian structural equation model with given observational data. We build on an algorithm proposed by Wang and Drton, and we show that one can augment the hidden variable structure of...

Abstract Modern longitudinal studies collect feature data at many timepoints, often of the same order of sample size. Such studies are typically affected by dropout and positivity violations. We tackle these problems by generalizing effects of recent incremental interventions (which shift...

Abstract Marginal structural models (MSMs) can be used to estimate the causal effect of a potentially time-varying treatment in the presence of time-dependent confounding via weighted regression. The standard approach of using inverse probability of treatment weighting (IPTW) can be sensitive to...

Abstract I contrast the “data fitting” vs “data interpreting” approaches to data science along three dimensions: Expediency, Transparency, and Explainability. “Data fitting” is driven by the faith that the secret to rational decisions lies in the data itself. In contrast, the...

Abstract The increasing availability of passively observed data has yielded a growing interest in “data fusion” methods, which involve merging data from observational and experimental sources to draw causal conclusions. Such methods often require a precarious tradeoff between the unknown...

Abstract The injunction to “analyze the way you randomize” is well known to statisticians since Fisher advocated for randomization as the basis of inference. Yet even those convinced by the merits of randomization-based inference seldom follow this injunction to the letter. Bernoulli...

Abstract The principle of insufficient reason (PIR) assigns equal probabilities to each alternative of a random experiment whenever there is no reason to prefer one over the other. The maximum entropy principle (MaxEnt) generalizes PIR to the case where statistical information like expectations...

Abstract Unmeasured confounding is an important threat to the validity of observational studies. A common way to deal with unmeasured confounding is to compute bounds for the causal effect of interest, that is, a range of values that is guaranteed to include the true effect, given the observed...