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Causal Inference with Treatment Measurement Error: A Nonparametric Instrumental Variable Approach

Zhu, Y; Gultchin, L; Gretton, A; Kusner, M; Silva, R; (2022) Causal Inference with Treatment Measurement Error: A Nonparametric Instrumental Variable Approach. In: Cussens, J and Zhang, K, (eds.) Proceedings of the 38th Conference on Uncertainty in Artificial Intelligence, UAI 2022. (pp. pp. 2414-2424). Proceedings of Machine Learning Research (PMLR): Eindhoven, Netherlands. Green open access

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Abstract

We propose a kernel-based nonparametric estimator for the causal effect when the cause is corrupted by error. We do so by generalizing estimation in the instrumental variable setting. Despite significant work on regression with measurement error, additionally handling unobserved confounding in the continuous setting is non-trivial: we have seen little prior work. As a by-product of our investigation, we clarify a connection between mean embeddings and characteristic functions, and how learning one simultaneously allows one to learn the other. This opens the way for kernel method research to leverage existing results in characteristic function estimation. Finally, we empirically show that our proposed method, MEKIV, improves over baselines and is robust under changes in the strength of measurement error and to the type of error distributions.

Type: Proceedings paper
Title: Causal Inference with Treatment Measurement Error: A Nonparametric Instrumental Variable Approach
Event: 38th Conference on Uncertainty in Artificial Intelligence, UAI 2022
Open access status: An open access version is available from UCL Discovery
Publisher version: https://proceedings.mlr.press/v180/zhu22a.html
Language: English
Additional information: This is an Open Access paper published under a Creative Commons Attribution 4.0 International (CC BY 4.0) Licence (https://creativecommons.org/licenses/by/4.0/).
UCL classification: UCL
UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences
UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Life Sciences
UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Life Sciences > Gatsby Computational Neurosci Unit
URI: https://discovery.ucl.ac.uk/id/eprint/10163982
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