# Sequential Deconfounding for Causal Inference with Unobserved Confounders

arXiv: https://arxiv.org/abs/2104.09323 · HTML: https://mlsanity.com/paper/2104.09323/

## Key facts

- Cited by 24 papers in the map (data through 14 Oct 2026).
- Builds on 19 of its 64 references that are in the map.
- First posted on arXiv 16 Apr 2021.

## Builds on (most cited first, 19 of 19)

- [Estimation and Inference of Heterogeneous Treatment Effects using Random Forests](https://mlsanity.com/paper/1510.04342/) (2015)
- [Causal Effect Inference with Deep Latent-Variable Models](https://mlsanity.com/paper/1705.08821/) (2017)
- [Gaussian Processes for Big Data](https://mlsanity.com/paper/1309.6835/) (2013)
- [Learning Representations for Counterfactual Inference](https://mlsanity.com/paper/1605.03661/) (2016)
- [Bayesian Inference of Individualized Treatment Effects using Multi-task Gaussian Processes](https://mlsanity.com/paper/1704.02801/) (2017)
- [Estimating Counterfactual Treatment Outcomes over Time Through Adversarially Balanced Representations](https://mlsanity.com/paper/2002.04083/) (2020)
- [Nonparametric Estimation of Heterogeneous Treatment Effects: From Theory to Learning Algorithms](https://mlsanity.com/paper/2101.10943/) (2021)
- [The Blessings of Multiple Causes](https://mlsanity.com/paper/1805.06826/) (2018)
- [Time Series Deconfounder: Estimating Treatment Effects over Time in the Presence of Hidden Confounders](https://mlsanity.com/paper/1902.00450/) (2019)
- [Deconfounding Reinforcement Learning in Observational Settings](https://mlsanity.com/paper/1812.10576/) (2018)
- [Estimating Average Treatment Effects via Orthogonal Regularization](https://mlsanity.com/paper/2101.08490/) (2021)
- [The Deconfounded Recommender: A Causal Inference Approach to Recommendation](https://mlsanity.com/paper/1808.06581/) (2018)
- [Comment on "Blessings of Multiple Causes"](https://mlsanity.com/paper/1910.05438/) (2019)
- [AttDMM: An Attentive Deep Markov Model for Risk Scoring in Intensive Care Units](https://mlsanity.com/paper/2102.04702/) (2021)
- [Implicit Causal Models for Genome-wide Association Studies](https://mlsanity.com/paper/1710.10742/) (2017)
- [Towards Clarifying the Theory of the Deconfounder](https://mlsanity.com/paper/2003.04948/) (2020)
- [Artificial Intelligence Framework for Simulating Clinical Decision-Making: A Markov Decision Process Approach](https://mlsanity.com/paper/1301.2158/) (2013)
- [Causal Inference using Gaussian Processes with Structured Latent Confounders](https://mlsanity.com/paper/2007.07127/) (2020)
- [Discussion of "The Blessings of Multiple Causes" by Wang and Blei](https://mlsanity.com/paper/1910.06991/) (2019)

## Built on by (most cited first, 24 of 24)

- [Causal Transformer for Estimating Counterfactual Outcomes](https://mlsanity.com/paper/2204.07258/) (2022)
- [When Physics Meets Machine Learning: A Survey of Physics-Informed Machine Learning](https://mlsanity.com/paper/2203.16797/) (2022)
- [Combining Observational and Randomized Data for Estimating Heterogeneous Treatment Effects](https://mlsanity.com/paper/2202.12891/) (2022)
- [Estimating individual treatment effects under unobserved confounding using binary instruments](https://mlsanity.com/paper/2208.08544/) (2022)
- [Estimating Treatment Effects from Irregular Time Series Observations with Hidden Confounders](https://mlsanity.com/paper/2303.02320/) (2023)
- [Generalizing Off-Policy Learning under Sample Selection Bias](https://mlsanity.com/paper/2112.01387/) (2021)
- [Deconfounding Temporal Autoencoder: Estimating Treatment Effects over Time Using Noisy Proxies](https://mlsanity.com/paper/2112.03013/) (2021)
- [Estimating Conditional Average Treatment Effects with Missing Treatment Information](https://mlsanity.com/paper/2203.01422/) (2022)
- [Right on Time: Revising Time Series Models by Constraining their Explanations](https://mlsanity.com/paper/2402.12921/) (2024)
- [Causal Contrastive Learning for Counterfactual Regression Over Time](https://mlsanity.com/paper/2406.00535/) (2024)
- [Stabilized Neural Prediction of Potential Outcomes in Continuous Time](https://mlsanity.com/paper/2410.03514/) (2024)
- [Causal Forecasting:Generalization Bounds for Autoregressive Models](https://mlsanity.com/paper/2111.09831/) (2021)
- [Time Series Causal Link Estimation under Hidden Confounding using Knockoff Interventions](https://mlsanity.com/paper/2209.11497/) (2022)
- [Two-way Deconfounder for Off-policy Evaluation in Causal Reinforcement Learning](https://mlsanity.com/paper/2412.05783/) (2024)
- [Learning Optimal Dynamic Treatment Regimes Using Causal Tree Methods in Medicine](https://mlsanity.com/paper/2204.07124/) (2022)
- [Uplift modeling with continuous treatments: A predict-then-optimize approach](https://mlsanity.com/paper/2412.09232/) (2024)
- [Estimating Treatment Effects in Continuous Time with Hidden Confounders](https://mlsanity.com/paper/2302.09446/) (2023)
- [Spatial Deconfounder: Interference-Aware Deconfounding for Spatial Causal Inference](https://mlsanity.com/paper/2510.08762/) (2025)
- [Detecting User Exits from Online Behavior: A Duration-Dependent Latent State Model](https://mlsanity.com/paper/2208.03937/) (2022)
- [Estimating Heterogeneous Treatment Effects by Combining Weak Instruments and Observational Data](https://mlsanity.com/paper/2406.06452/) (2024)
- [Mitigating Frequency Bias in Next-Basket Recommendation via Deconfounders](https://mlsanity.com/paper/2211.09072/) (2022)
- [Causal Dynamic Variational Autoencoder for Counterfactual Regression in Longitudinal Data](https://mlsanity.com/paper/2310.10559/) (2023)
- [A Perspective on Individualized Treatment Effects Estimation from Time-series Health Data](https://mlsanity.com/paper/2402.04668/) (2024)
- [Conditional Average Treatment Effect Estimation Under Hidden Confounders](https://mlsanity.com/paper/2506.12304/) (2025)

## Abstract (arXiv)

Using observational data to estimate the effect of a treatment is a powerful tool for decision-making when randomized experiments are infeasible or costly. However, observational data often yields biased estimates of treatment effects, since treatment assignment can be confounded by unobserved variables. A remedy is offered by deconfounding methods that adjust for such unobserved confounders. In this paper, we develop the Sequential Deconfounder, a method that enables estimating individualized treatment effects over time in presence of unobserved confounders. This is the first deconfounding method that can be used in a general sequential setting (i.e., with one or more treatments assigned at each timestep). The Sequential Deconfounder uses a novel Gaussian process latent variable model to infer substitutes for the unobserved confounders, which are then used in conjunction with an outcome model to estimate treatment effects over time. We prove that using our method yields unbiased estimates of individualized treatment responses over time. Using simulated and real medical data, we demonstrate the efficacy of our method in deconfounding the estimation of treatment responses over time.
