Sensitivity Analysis to Unobserved Confounding with Copula-based Normalizing Flows

We propose a novel method for sensitivity analysis to unobserved confounding in causal inference. The method builds on a copula-based causal graphical normalizing flow that we term ρ-GNF, where ρ ∈ [-1,+1] is the sensitivity parameter. The parameter represents the non-causal association between exposure and outcome due to unobserved confounding, which is modeled as a Gaussian copula. In other words, the ρ-GNF enables scholars to estimate the average causal effect (ACE) as a function of ρ, accounting for various confounding strengths. The output of the ρ-GNF is what we term the ρcurve, which provides the bounds for the ACE given an interval of assumed ρ values. The ρcurve also enables scholars to identify the confounding strength required to nullify the ACE. We also propose a Bayesian version of our sensitivity analysis method. Assuming a prior over the sensitivity parameter ρ enables us to derive the posterior distribution over the ACE, which enables us to derive credible intervals. Finally, leveraging on experiments from simulated and real-world data, we show the benefits of our sensitivity analysis method.