mlsanityData to 14 Oct 2026

Interventional Processes for Causal Uncertainty Quantification

arXiv 2410.14483 ↗First posted 18 Oct 2024stat.ML cs.LG stat.MEcited by 2

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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.

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28 of 56 references.

References · 28

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16 more
  1. 2020Kernel Methods for Causal Functions: Dose, Heterogeneous, and Incremental Response Curvescited by 36
  2. 2017General Bayesian Updating and the Loss-Likelihood Bootstrapcited by 34
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