Frugal, Flexible, Faithful: Causal Data Simulation via Frengression
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Abstract (arXiv)
Machine learning has revitalized causal inference by combining flexible models and principled estimators, yet robust benchmarking and evaluation remain challenging with real-world data. In this work, we introduce frengression, a deep generative realization of the frugal parameterization that models the joint distribution of covariates, treatments and outcomes around the causal margin of interest. Frengression provides accurate estimation and flexible, faithful simulation of multivariate, time-varying data; it also enables direct sampling from user-specified interventional distributions. Model consistency and extrapolation guarantees are established, with validation on real-world clinical trial data demonstrating frengression's practical utility. We envision this framework sparking new research into generative approaches for causal margin modelling.
Key facts. Cited by 2 papers in the map (data through 14 Oct 2026). Builds on 24 of its 54 references that are in the map. First posted on arXiv 1 Aug 2025.
Builds on
24 of 54 references.
References · 24
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12 more
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Citing papers per year: 2026: 2.
2 papers.
- 2026Theoretical Analysis of Engression and Reverse Markov Engression31 May 2026
- 2026Controllable Generative Sandbox for Causal Inference3 Mar 2026