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贝叶斯因果推断中的先验概率和倾向得分

Priors and Propensity Scores in Bayesian Causal Inference.

作者信息

Oganisian Arman, Linero Antonio

机构信息

Department of Biostatistics Brown University.

Department of Statistics and Data Sciences The University of Texas at Austin.

出版信息

Obs Stud. 2025 Apr 11;11(1):47-60. doi: 10.1353/obs.2025.a956841. eCollection 2025.

Abstract

Aronow et al. (2025) provide a convincing case for the special status of randomized controlled trials (RCTs) in which the propensity scores are known and can be used to make causal inferences. Here we provide a Bayesian perspective on their work by summarizing recent developments in the Bayesian literature on the topic. Whether the propensity score should play a role in Bayesian causal inference - and what that role(s) should be - has been a controversial topic for some time. We begin by describing Bayesian inference for population-level estimands and show that under commonly made (but not necessarily required) assumptions, the propensity score model has no role to play in Bayesian causal inference from a purist perspective. We discuss recent work on why these assumptions can be problematic - particularly in high-dimensional models - and discuss several Bayesian motivations for relaxing them. We describe out recent approaches for incorporating the propensity score correspond to di erent ways of relaxing these assumptions. Given these considerations, we illustrate how a Bayesian might approach the synethic examples of Aronow et al. (2025).

摘要

阿罗诺夫等人(2025年)提出了一个令人信服的案例,说明了倾向得分已知且可用于进行因果推断的随机对照试验(RCT)的特殊地位。在此,我们通过总结贝叶斯文献中关于该主题的最新进展,对他们的工作提供一个贝叶斯视角。一段时间以来,倾向得分是否应在贝叶斯因果推断中发挥作用以及应发挥何种作用一直是一个有争议的话题。我们首先描述总体水平估计量的贝叶斯推断,并表明在通常做出的(但不一定必需的)假设下,从纯粹主义的角度来看,倾向得分模型在贝叶斯因果推断中没有作用。我们讨论了近期关于为何这些假设可能存在问题的研究——特别是在高维模型中——并讨论了放松这些假设的几个贝叶斯动机。我们描述了我们最近纳入倾向得分的方法,这些方法对应于放松这些假设的不同方式。考虑到这些因素,我们说明了贝叶斯方法可能如何处理阿罗诺夫等人(2025年)的合成示例。

https://cdn.ncbi.nlm.nih.gov/pmc/blobs/1885/12139722/7edeb32ad0cb/obs_2025_11_1_136854_279514.jpg

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