We propose a method to distinguish causal influence from hidden confounding in the following scenario: given a target variable Y, potential causal drivers X, and a large number of background features, we propose a novel criterion for identifying causal relationship based on the stability of regression coefficients of X on Y with respect to selecting different background features. To this end, we propose a statistic V measuring the coefficient's variability. We prove, subject to a symmetry assumption for the background influence, that V converges to zero if and only if X contains no causal drivers. In experiments with simulated data, the method outperforms state of the art algorithms. Further, we report encouraging results for real-world data. Our approach aligns with the general belief that causal insights admit better generalization of statistical associations across environments, and justifies similar existing heuristic approaches from the literature.
Automatic debiased machine learning and sensitivity analysis for sample selection models
Massachusetts Institute of Technology（麻省理工学院）；Düsseldorf Institute for Competition Economics, Heinrich Heine University Düsseldorf（杜塞尔多夫竞争经济学研究所，杜塞道夫大学）；Chair of Statistics and Econometrics, Heinrich Heine University Düsseldorf（统计学与计量经济学讲席，杜塞道夫大学）
Feature Space Selection and Heterogeneous Effect Estimation for Blood-Brain Barrier Permeability: A Random Forest to the Generalized Random Forest Pipeline
University of Pretoria（比勒陀利亚大学）；Ferdowsi University of Mashhad（马什哈德菲尔多西大学）
Instrumental and Proximal Causal Inference with Gaussian Processes
Department of Statistics and Actuarial Science, University of Hong Kong（香港大学统计与精算科学系）；Rational Intelligence Lab, CISPA Helmholtz Center for Information Security（CISPA霍普夫信息安全中心理性智能实验室）；Australian Institute for Machine Learning, Adelaide University（阿德莱德大学澳大利亚机器学习研究所）；College of Computing & Data Science, Nanyang Technological University（南洋理工大学计算与数据科学学院）
Correcting Model Bias with Sparse Implicit Processes
Institute of Mathematical Sciences (ICMAT-CSIC)（数学科学研究所（ICMAT-CSIC））；Escuela Politécnica Superior, Universidad Autónoma de Madrid（马德里自治大学高等理工学院）；Institute of Corpuscular Physics, University of Valencia and CSIC（瓦伦西亚大学与西班牙国家研究委员会粒子物理研究所）
