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Causality

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Large-scale nonlinear Granger causality for inferring directed dependence from short multivariate time-series data.

Scientific reports
A key challenge to gaining insight into complex systems is inferring nonlinear causal directional relations from observational time-series data. Specifically, estimating causal relationships between interacting components in large systems with only s...

Machine Learning for Causal Inference: On the Use of Cross-fit Estimators.

Epidemiology (Cambridge, Mass.)
BACKGROUND: Modern causal inference methods allow machine learning to be used to weaken parametric modeling assumptions. However, the use of machine learning may result in complications for inference. Doubly robust cross-fit estimators have been prop...

Estimating heterogeneous survival treatment effect in observational data using machine learning.

Statistics in medicine
Methods for estimating heterogeneous treatment effect in observational data have largely focused on continuous or binary outcomes, and have been relatively less vetted with survival outcomes. Using flexible machine learning methods in the counterfact...

Challenges in Obtaining Valid Causal Effect Estimates with Machine Learning Algorithms.

American journal of epidemiology
Unlike parametric regression, machine learning (ML) methods do not generally require precise knowledge of the true data generating mechanisms. As such, numerous authors have advocated for ML methods to estimate causal effects. Unfortunately, ML algor...

Invited Commentary: Machine Learning in Causal Inference-How Do I Love Thee? Let Me Count the Ways.

American journal of epidemiology
In this issue of the Journal, Mooney et al. (Am J Epidemiol. 2021;190(8):1476-1482) discuss machine learning as a tool for causal research in the style of Internet headlines. Here we comment by adapting famous literary quotations, including the one i...

Thirteen Questions About Using Machine Learning in Causal Research (You Won't Believe the Answer to Number 10!).

American journal of epidemiology
Machine learning is gaining prominence in the health sciences, where much of its use has focused on data-driven prediction. However, machine learning can also be embedded within causal analyses, potentially reducing biases arising from model misspeci...

AIPW: An R Package for Augmented Inverse Probability-Weighted Estimation of Average Causal Effects.

American journal of epidemiology
An increasing number of recent studies have suggested that doubly robust estimators with cross-fitting should be used when estimating causal effects with machine learning methods. However, not all existing programs that implement doubly robust estima...