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Rohit Bhattacharya

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11 papers

2 author rows

NeurIPS Conference 2024 Conference Paper

Proximal Causal Inference With Text Data

Jacob M. Chen
Rohit Bhattacharya
Katherine A. Keith

Recent text-based causal methods attempt to mitigate confounding bias by estimating proxies of confounding variables that are partially or imperfectly measured from unstructured text data. These approaches, however, assume analysts have supervised labels of the confounders given text for a subset of instances, a constraint that is sometimes infeasible due to data privacy or annotation costs. In this work, we address settings in which an important confounding variable is completely unobserved. We propose a new causal inference method that uses two instances of pre-treatment text data, infers two proxies using two zero-shot models on the separate instances, and applies these proxies in the proximal g-formula. We prove, under certain assumptions about the instances of text and accuracy of the zero-shot predictions, that our method of inferring text-based proxies satisfies identification conditions of the proximal g-formula while other seemingly reasonable proposals do not. To address untestable assumptions associated with our method and the proximal g-formula, we further propose an odds ratio falsification heuristic that flags when to proceed with downstream effect estimation using the inferred proxies. We evaluate our method in synthetic and semi-synthetic settings---the latter with real-world clinical notes from MIMIC-III and open large language models for zero-shot prediction---and find that our method produces estimates with low bias. We believe that this text-based design of proxies allows for the use of proximal causal inference in a wider range of scenarios, particularly those for which obtaining suitable proxies from structured data is difficult.

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UAI Conference 2024 Conference Paper

Statistical and Causal Robustness for Causal Null Hypothesis Tests

Junhui Yang
Rohit Bhattacharya
Youjin Lee
Ted Westling

Prior work applying semiparametric theory to causal inference has primarily focused on deriving estimators that exhibit statistical robustness under a prespecified causal model that permits identification of a desired causal parameter. However, a fundamental challenge is correct specification of such a model, which usually involves making untestable assumptions. Evidence factors is an approach to combining hypothesis tests of a common causal null hypothesis under two or more candidate causal models. Under certain conditions, this yields a test that is valid if at least one of the underlying models is correct, which is a form of causal robustness. We propose a method of combining semiparametric theory with evidence factors. We develop a causal null hypothesis test based on joint asymptotic normality of $K$ asymptotically linear semiparametric estimators, where each estimator is based on a distinct identifying functional derived from each of $K$ candidate causal models. We show that this test provides both statistical and causal robustness in the sense that it is valid if at least one of the $K$ proposed causal models is correct, while also allowing for slower than parametric rates of convergence in estimating nuisance functions. We demonstrate the effectiveness of our method via simulations and applications to the Framingham Heart Study and Wisconsin Longitudinal Study.

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UAI Conference 2023 Conference Paper

Causal inference with outcome-dependent missingness and self-censoring

Jacob M. Chen
Daniel Malinsky
Rohit Bhattacharya

We consider missingness in the context of causal inference when the outcome of interest may be missing. If the outcome directly affects its own missingness status, i. e. , it is “self-censoring”, this may lead to severely biased causal effect estimates. Miao et al. (2015) proposed the shadow variable method to correct for bias due to self-censoring; however, verifying the required model assumptions can be difficult. Here, we propose a test based on a randomized incentive variable offered to encourage reporting of the outcome that can be used to verify identification assumptions that are sufficient to correct for both self-censoring and confounding bias. Concretely, the test confirms whether a given set of pre-treatment covariates is sufficient to block all backdoor paths between the treatment and outcome as well as all paths between the treatment and missingness indicator after conditioning on the outcome. We show that under these conditions, the causal effect is identified by using the treatment as a shadow variable, and it leads to an intuitive inverse probability weighting estimator that uses a product of the treatment and response weights. We evaluate the efficacy of our test and downstream estimator via simulations.

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UAI Conference 2023 Conference Paper

On Testability and Goodness of Fit Tests in Missing Data Models

Razieh Nabi
Rohit Bhattacharya

Significant progress has been made in developing identification and estimation techniques for missing data problems where modeling assumptions can be described via a directed acyclic graph. The validity of results using such techniques rely on the assumptions encoded by the graph holding true; however, verification of these assumptions has not received sufficient attention in prior work. In this paper, we provide new insights on the testable implications of three broad classes of missing data graphical models, and design goodness-of-fit tests for them. The classes of models explored are: sequential missing-at-random and missing-not-at-random models which can be used for modeling longitudinal studies with dropout/censoring, and a no self-censoring model which can be applied to cross-sectional studies and surveys.

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TMLR Journal 2023 Journal Article

RCT Rejection Sampling for Causal Estimation Evaluation

Katherine A. Keith
Sergey Feldman
David Jurgens
Jonathan Bragg
Rohit Bhattacharya

Confounding is a significant obstacle to unbiased estimation of causal effects from observational data. For settings with high-dimensional covariates---such as text data, genomics, or the behavioral social sciences---researchers have proposed methods to adjust for confounding by adapting machine learning methods to the goal of causal estimation. However, empirical evaluation of these adjustment methods has been challenging and limited. In this work, we build on a promising empirical evaluation strategy that simplifies evaluation design and uses real data: subsampling randomized controlled trials (RCTs) to create confounded observational datasets while using the average causal effects from the RCTs as ground-truth. We contribute a new sampling algorithm, which we call RCT rejection sampling, and provide theoretical guarantees that causal identification holds in the observational data to allow for valid comparisons to the ground-truth RCT. Using synthetic data, we show our algorithm indeed results in low bias when oracle estimators are evaluated on the confounded samples, which is not always the case for a previously proposed algorithm. In addition to this identification result, we highlight several finite data considerations for evaluation designers who plan to use RCT rejection sampling on their own datasets. As a proof of concept, we implement an example evaluation pipeline and walk through these finite data considerations with a novel, real-world RCT---which we release publicly---consisting of approximately 70k observations and text data as high-dimensional covariates. Together, these contributions build towards a broader agenda of improved empirical evaluation for causal estimation.

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UAI Conference 2022 Conference Paper

On testability of the front-door model via Verma constraints

Rohit Bhattacharya
Razieh Nabi

The front-door criterion can be used to identify and compute causal effects despite the existence of unmeasured confounders between a treatment and outcome. However, the key assumptions – (i) the existence of a variable (or set of variables) that fully mediates the effect of the treatment on the outcome, and (ii) which simultaneously does not suffer from similar issues of confounding as the treatment-outcome pair – are often deemed implausible. This paper explores the testability of these assumptions. We show that under mild conditions involving an auxiliary variable, the assumptions encoded in the front-door model (and simple extensions of it) may be tested via generalized equality constraints a. k. a Verma constraints. We propose two goodness-of-fit tests based on this observation, and evaluate the efficacy of our proposal on real and synthetic data. We also provide theoretical and empirical comparisons to instrumental variable approaches to handling unmeasured confounding.

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JMLR Journal 2022 Journal Article

Semiparametric Inference For Causal Effects In Graphical Models With Hidden Variables

Rohit Bhattacharya
Razieh Nabi
Ilya Shpitser

Identification theory for causal effects in causal models associated with hidden variable directed acyclic graphs (DAGs) is well studied. However, the corresponding algorithms are underused due to the complexity of estimating the identifying functionals they output. In this work, we bridge the gap between identification and estimation of population-level causal effects involving a single treatment and a single outcome. We derive influence function based estimators that exhibit double robustness for the identified effects in a large class of hidden variable DAGs where the treatment satisfies a simple graphical criterion; this class includes models yielding the adjustment and front-door functionals as special cases. We also provide necessary and sufficient conditions under which the statistical model of a hidden variable DAG is nonparametrically saturated and implies no equality constraints on the observed data distribution. Further, we derive an important class of hidden variable DAGs that imply observed data distributions observationally equivalent (up to equality constraints) to fully observed DAGs. In these classes of DAGs, we derive estimators that achieve the semiparametric efficiency bounds for the target of interest where the treatment satisfies our graphical criterion. Finally, we provide a sound and complete identification algorithm that directly yields a weight based estimation strategy for any identifiable effect in hidden variable causal models. [abs] [ pdf ][ bib ] [ code ] &copy JMLR 2022. ( edit, beta )

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UAI Conference 2021 Conference Paper

Path dependent structural equation models

Ranjani Srinivasan
Jaron Jia Rong Lee
Rohit Bhattacharya
Ilya Shpitser

Causal analyses of longitudinal data generally assume that the qualitative causal structure relating variables remains invariant over time. In structured systems that transition between qualitatively different states in discrete time steps, such an approach is deficient on two fronts. First, time-varying variables may have state-specific causal relationships that need to be captured. Second, an intervention can result in state transitions downstream of the intervention different from those actually observed in the data. In other words, interventions may counterfactually alter the subsequent temporal evolution of the system. We introduce a generalization of causal graphical models, Path Dependent Structural Equation Models (PDSEMs), that can describe such systems. We show how causal inference may be performed in such models and illustrate its use in simulations and data obtained from a septoplasty surgical procedure.

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ICML Conference 2020 Conference Paper

Full Law Identification in Graphical Models of Missing Data: Completeness Results

Razieh Nabi
Rohit Bhattacharya
Ilya Shpitser

Missing data has the potential to affect analyses conducted in all fields of scientific study including healthcare, economics, and the social sciences. Several approaches to unbiased inference in the presence of non-ignorable missingness rely on the specification of the target distribution and its missingness process as a probability distribution that factorizes with respect to a directed acyclic graph. In this paper, we address the longstanding question of the characterization of models that are identifiable within this class of missing data distributions. We provide the first completeness result in this field of study – necessary and sufficient graphical conditions under which, the full data distribution can be recovered from the observed data distribution. We then simultaneously address issues that may arise due to the presence of both missing data and unmeasured confounding, by extending these graphical conditions and proofs of completeness, to settings where some variables are not just missing, but completely unobserved.

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UAI Conference 2019 Conference Paper

Causal Inference Under Interference And Network Uncertainty

Rohit Bhattacharya
Daniel Malinsky
Ilya Shpitser

Classical causal and statistical inference methods typically assume the observed data consists of independent realizations. However, in many applications this assumption is inappropriate due to a network of dependences between units in the data. Methods for estimating causal effects have been developed in the setting where the structure of dependence between units is known exactly, but in practice there is often substantial uncertainty about the precise network structure. This is true, for example, in trial data drawn from vulnerable communities where social ties are difficult to query directly. In this paper we combine techniques from the structure learning and interference literatures in causal inference, proposing a general method for estimating causal effects under data dependence when the structure of this dependence is not known a priori. We demonstrate the utility of our method on synthetic datasets which exhibit network dependence.

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UAI Conference 2019 Conference Paper

Identification In Missing Data Models Represented By Directed Acyclic Graphs

Rohit Bhattacharya
Razieh Nabi
Ilya Shpitser
James M. Robins

Missing data is a pervasive problem in data analyses, resulting in datasets that contain censored realizations of a target distribution. Many approaches to inference on the target distribution using censored observed data, rely on missing data models represented as a factorization with respect to a directed acyclic graph. In this paper we consider the identifiability of the target distribution within this class of models, and show that the most general identification strategies proposed so far retain a significant gap in that they fail to identify a wide class of identifiable distributions. To address this gap, we propose a new algorithm that significantly generalizes the types of manipulations used in the ID algorithm [14, 16], developed in the context of causal inference, in order to obtain identification.

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