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stat.ML updates on arXiv.org

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Sensitivity Analysis to Unobserved Confounding with Copul...
Sourabh Balgi, Marc Braun, Jose M. Peña, Adel Daoud · 2025-08-12 · via stat.ML updates on arXiv.org

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 $ρ\in [-1,+1]$ 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 $ρ_{curve}$, which provides the bounds for the ACE given an interval of assumed $ρ$ values. The $ρ_{curve}$ 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.