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Jul, 2021
因果推理中的敏感性分析的Hölder界
Hölder Bounds for Sensitivity Analysis in Causal Reasoning
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Serge Assaad, Shuxi Zeng, Henry Pfister, Fan Li, Lawrence Carin
TL;DR
本文使用H"older不等式，通过度量未观察到的混杂因子U对结果Y的影响，探究了处理T对结果Y的作用的区间估计与置信度的问题，并提出了一种基于总变异距离和条件期望值偏差的边界方法和校准策略。
Abstract
We examine
interval estimation
of the effect of a treatment T on an outcome Y given the existence of an unobserved confounder U. Using H\"older's inequality, we derive a set of bounds on the
confounding bias
|E[Y
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