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A Proxy Variable View of Shared Confounding
Yixin Wang · David Blei

Thu Jul 22 08:30 PM -- 08:35 PM (PDT) @
in Causal Learning »

Causal inference from observational data can be biased by unobserved confounders. Confounders—the variables that affect both the treatments and the outcome—induce spurious non-causal correlations between the two. Without additional conditions, unobserved confounders generally make causal quantities hard to identify. In this paper, we focus on the setting where there are many treatments with shared confounding, and we study under what conditions is causal identification possible. The key observation is that we can view subsets of treatments as proxies of the unobserved confounder and identify the intervention distributions of the rest. Moreover, while existing identification formulas for proxy variables involve solving integral equations, we show that one can circumvent the need for such solutions by directly modeling the data. Finally, we extend these results to an expanded class of causal graphs, those with other confounders and selection variables.

Keywords: Causal Inference

Author Information

Yixin Wang (Columbia University)
David Blei (Columbia University)

David Blei is a Professor of Statistics and Computer Science at Columbia University, and a member of the Columbia Data Science Institute. His research is in statistical machine learning, involving probabilistic topic models, Bayesian nonparametric methods, and approximate posterior inference algorithms for massive data. He works on a variety of applications, including text, images, music, social networks, user behavior, and scientific data. David has received several awards for his research, including a Sloan Fellowship (2010), Office of Naval Research Young Investigator Award (2011), Presidential Early Career Award for Scientists and Engineers (2011), Blavatnik Faculty Award (2013), and ACM-Infosys Foundation Award (2013). He is a fellow of the ACM.

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