We consider inferring the causal effect of a treatment (intervention) on an outcome of interest in situations where there is potentially an unobserved confounder influencing both the treatment and the outcome. This is achievable by assuming access to two separate sets of control (proxy) measurements associated with treatment and outcomes, which are used to estimate treatment effects through a function termed the causal bridge (CB). We present a new theoretical perspective, associated assumptions for when estimating treatment effects with the CB is feasible, and a bound on the average error of the treatment effect when the CB assumptions are violated. From this new perspective, we then demonstrate how coupling the CB with an autoencoder architecture allows for the sharing of statistical strength between observed quantities (proxies, treatment, and outcomes), thus improving the quality of the CB estimates. Experiments on synthetic and real-world data demonstrate the effectiveness of the proposed approach relative to state-of-the-art methodology for causal inference with proxy measurements.

The current Federated Recommendation System (FedRS) focuses on personalized recommendation services and assumes clients are personalized IoT devices (e.g., mobile phones). In this paper, we deeply dive into new but practical FedRS applications within the joint venture ecosystem. Subsidiaries engage as participants with their users and items. However, in such a situation, merely exchanging item embedding is insufficient, as user bases always exhibit both overlaps and exclusive segments, demonstrating the complexity of user information. Meanwhile, directly uploading user information is a violation of privacy and unacceptable.

We study the problem of causal function estimation in the Proxy Causal Learning (PCL) framework, where confounders are not observed but proxies for the confounders are available. Two main approaches have been proposed: outcome bridge-based and treatment bridge-based methods. In this work, we propose two kernel-based doubly robust estimators that combine the strengths of both approaches, and naturally handle continuous and high-dimensional variables. Our identification strategy builds on a recent density ratio-free method for treatment bridge-based PCL; furthermore, in contrast to previous approaches, it does not require indicator functions or kernel smoothing over the treatment variable. These properties make it especially well-suited for continuous or high-dimensional treatments. By using kernel mean embeddings, we propose the first density-ratio free doubly robust estimators for proxy causal learning, which have closed form solutions and strong uniform consistency guarantees. Our estimators outperform existing methods on PCL benchmarks, including a prior doubly robust method that requires both kernel smoothing and density ratio estimation.

Mediation analysis (Robins & Greenland 1992, Pearl 2001, Imai, Keele & Tingley 2010, Tchetgen Tchetgen & Shpitser 2012) provides a principled framework for investigating causal mechanisms by decomposing the effect of a treatment A on an outcome Y into pathways operating through a mediator of interest M. Classical mediation analysis focuses on the natural indirect effect, corresponding to the pathway from Ato Y through M, and the natural direct effect, corresponding to pathways not through M. These estimands are well understood when a single mediator is present and strong identification assumptions hold. However, in many applications, there exist multiple intermediate variables between treatment and outcome. In such settings, conventional mediation analysis typically requires the absence of treatment-induced mediator-outcome confounders--often referred to as recanting witnesses--as well as the absence of unmeasured confounding. Under these circumstances, commonly used identification assumptions such as sequential ignorability (Imai, Keele & Yamamoto 2010) or nonparametric structural equation models with independent errors (NPSEM-IE) (Pearl 2009) no longer suffice to identify natural indirect effects (Avin et al. 2005, Tchetgen Tchetgen & VanderWeele 2014). Figure 1 illustrates this issue: the recanting witness D is directly affected by A and simultaneously confounds the relationship between M and Y. Such treatment-induced confounding is common in epidemiologic studies, particularly when the mediator of interest occurs long after the treatment initiation (Robins 1999). A motivating example arises in studies of preterm birth. Mediation analysis has been widely used to explore whether adequate prenatal care (A) reduces the risk of preterm birth (Y) through preeclampsia (M) (Vansteelandt & VanderWeele 2012, VanderWeele et al. 2014, Xia & Chan 2023).

Proxy causal learning (PCL) isamethod forestimating thecausal effectoftreatments on outcomes in the presence of unobserved confounding, usingproxies (structured side information) for the confounder.

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.

We consider inferring the causal effect of a treatment (intervention) on an outcome of interest in situations where there is potentially an unobserved confounder influencing both the treatment and the outcome. This is achievable by assuming access to two separate sets of control (proxy) measurements associated with treatment and outcomes, which are used to estimate treatment effects through a function termed the em causal bridge (CB). We present a new theoretical perspective, associated assumptions for when estimating treatment effects with the CB is feasible, and a bound on the average error of the treatment effect when the CB assumptions are violated. From this new perspective, we then demonstrate how coupling the CB with an autoencoder architecture allows for the sharing of statistical strength between observed quantities (proxies, treatment, and outcomes), thus improving the quality of the CB estimates. Experiments on synthetic and real-world data demonstrate the effectiveness of the proposed approach in relation to the state-of-the-art methodology for proxy measurements.

However, proximal inference requires solving an ill-posed integral equation.

We study the problem of causal function estimation in the Proxy Causal Learning (PCL) framework, where confounders are not observed but proxies for the confounders are available. Two main approaches have been proposed: outcome bridge-based and treatment bridge-based methods. In this work, we propose two kernel-based doubly robust estimators that combine the strengths of both approaches, and naturally handle continuous and high-dimensional variables. Our identification strategy builds on a recent density ratio-free method for treatment bridge-based PCL; furthermore, in contrast to previous approaches, it does not require indicator functions or kernel smoothing over the treatment variable. These properties make it especially well-suited for continuous or high-dimensional treatments. By using kernel mean embeddings, we have closed-form solutions and strong consistency guarantees. Our estimators outperform existing methods on PCL benchmarks, including a prior doubly robust method that requires both kernel smoothing and density ratio estimation.