Interventional Processes for Causal Uncertainty Quantification
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Abstract (arXiv)
Reliable uncertainty quantification for causal effects is crucial in high-stakes applications, but remains challenging when the target is an entire function rather than a scalar estimand. In this work, we introduce a GP-based approach for uncertainty quantification of interventional functions. The central idea is to build on recent work representing interventional functions as an inner-product of observational functions in a reproducing kernel Hilbert space (RKHS), by constructing appropriate GP priors for such functions and inferring posteriors from observational data. Our approach yields closed-form posterior moments and tractable training and inference, while avoiding pathologies of previous GP prior constructions for RKHS functions. We further derive a practical procedure for posterior coverage calibration. Across synthetic benchmarks, causal Bayesian optimization tasks, and a large-scale real dataset, our method improves uncertainty quantification while remaining competitive in causal effect estimation.
Key facts. Cited by 2 papers in the map (data through 14 Oct 2026). Builds on 28 of its 56 references that are in the map. First posted on arXiv 18 Oct 2024.
Builds on
28 of 56 references.
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16 more
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