论文标题
连续时间随机过程的因果鉴定
Causal identification for continuous-time stochastic processes
论文作者
论文摘要
许多现实世界的过程是可以被视为连续时间“功能数据”的轨迹。例子包括患者的生物标志物浓度,环境污染物水平和股票价格。数据收集的相应进展已接近连续的时间测量,例如生理监视器,可穿戴数字设备和环境传感器。估计时变治疗的因果关系的统计方法,以离散及时测量的时间变化。但是,由于无限无限的变量的纠缠,诸如G形式,结构嵌套模型和边际结构模型之类的离散时间方法并不能轻易推广到连续时间。此外,研究人员表明,离散时间量表的选择会严重影响因果关系的因果推断的质量。在本文中,我们通过正交和加权在连续的时间混淆下为一般CADLAG随机过程的连续时间治疗结果建立了因果鉴定结果。我们使用三个具体的运行示例来证明我们的识别假设的合理性,以及它们与离散时间G方法文献的联系。
Many real-world processes are trajectories that may be regarded as continuous-time "functional data". Examples include patients' biomarker concentrations, environmental pollutant levels, and prices of stocks. Corresponding advances in data collection have yielded near continuous-time measurements, from e.g. physiological monitors, wearable digital devices, and environmental sensors. Statistical methodology for estimating the causal effect of a time-varying treatment, measured discretely in time, is well developed. But discrete-time methods like the g-formula, structural nested models, and marginal structural models do not generalize easily to continuous time, due to the entanglement of uncountably infinite variables. Moreover, researchers have shown that the choice of discretization time scale can seriously affect the quality of causal inferences about the effects of an intervention. In this paper, we establish causal identification results for continuous-time treatment-outcome relationships for general cadlag stochastic processes under continuous-time confounding, through orthogonalization and weighting. We use three concrete running examples to demonstrate the plausibility of our identification assumptions, as well as their connections to the discrete-time g methods literature.