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The aim of this thesis is to develop and explore models in, and related to, the sufficient cause framework, and additive interaction. Additive interaction is closely connected with public health interventions and can be used to make inferences about the sufficient causes in order to find the mechanisms behind an outcome, for instance a disease. In paper A we extend the additive interaction, and interventions, to include continuous exposures. We show that there does not exist a model that does not lead to inconsistent conclusions about the interaction. The sufficient cause framework can also be expressed using Boolean functions, which is expanded upon in paper B. In this paper we define a new model based on the multifactor potential outcome model (MFPO) and independence of causal influence models (ICI). In paper C we discuss the modeling and estimation of additive interaction in relation to if the exposures are harmful or protective conditioned on some other exposure. If there is uncertainty about the effects direction there can be errors in the testing of the interaction effect. / Målet med denna avhandling är att utveckla, och utforska modeller i det så kallade sufficent cause ramverket, och additiv interaktion. Additiv interaktion är nära kopplat till interventioner inom epidemiology och sociologi, men kan också användas för statistiska tester för sufficient causes för att förstå mekanimser bakom ett utfall, tex en sjukdom. I artikel A så expanderar vi modellen för additiv interaktion och interventioner till att också inkludera kontinuerliga variabler. Vi visar att det inte finns någon modell som inte leder till motsägelser i slutsatsen om interaktionen. Sufficient cause ramverket kan också utryckas via Boolska funktioner, vilket byggs vidare på i artikel B. I den artikeln definerar vi en modell baserad på mutltifactor potential outcome modellen (MFPO) och independence of causal influence modellen (ICI). I artikel C diskuterar vi modelleringen och estimering av additiv interaktion i relation till om variablerna har skadlig eller skyddande effekt betingat på någon annan variabel. Om det finns osäkerhet kring en effekts riktning så kan det leda till fel i testerna för den additiva interaktionen. / <p>Examinator: Professor Henrik Hult, Matematik, KTH</p>

A common task in data science at internet companies is to develop metrics that capture aspects of the user experience. In this thesis, we are interested in systems of measurement variables without direct causal relations such that covariance is explained by unobserved latent common causes. A framework for modeling the data generating process is given by Neuro-Causal Factor Analysis (NCFA). The graphical model consists of a directed graph with edges pointing from the latent common causes to the measurement variables; its functional relations are approximated with a constrained Variational Auto-Encoder (VAE). We refine the estimation of the graphical model by developing an MCMC algorithm over Bayesian networks from which we read marginal independence relations between the measurement variables. Unlike standard independence testing, the method is guaranteed to yield an identifiable graphical model. Our algorithm is competitive with the benchmark, and it admits additional flexibility via hyperparameters that are natural to the approach. Tuning these parameters yields superior performance over the benchmark. We train the improved NCFA model on Spotify user behavior data. It is competitive with the standard VAE on data reconstruction with the benefit of causal interpretability and model identifiability. We use the learned latent space representation to characterize clusters of Spotify users. Additionally, we train an NCFA model on data from a randomized control trial and observe treatment effects in the latent space. / En vanlig uppgift för en data scientist på ett internetbolag är att utveckla metriker som reflekterar olika aspekter av användarupplevelsen. I denna uppsats är vi intresserade av system av mätvariabler utan direkta kausala relationer, så till vida att kovarians förklaras av latenta gemensamma orsaker. Ett ramverk för att modellera den datagenererande processen ges av Neuro-Causal Factor Analysis (NCFA). Den grafiska modellen består av en riktad graf med kanter som pekar från de latenta orsaksvariablerna till mätvariablerna; funktionssambanden uppskattas med en begränsad Variational Auto-Encoder (VAE). Vi förbättrar uppskattningen av den grafiska modellen genom att utveckla en MCMC algoritm över Bayesianska nätverk från vilka vi läser de obetingade beroendesambanden mellan mätvariablerna. Till skillnad från traditionella oberoendetest så garanterar denna metod en identifierbar grafisk modell. Vår algoritm är konkurrenskraftig jämfört med referensmetoderna, och den tillåter ytterligare flexibilitet via hyperparametrar som är naturliga för metoden. Optimal justering av dessa hyperparametrar resulterar i att vår metod överträffar referensmetoderna. Vi tränar den förbättrade NCFA modellen på data om användarbeteende på Spotify. Modellen är konkurrenskraftig jämfört med en standard VAE vad gäller rekonstruktion av data, och den tillåter dessutom kausal tolkning och identifierbarhet. Vi analyserar representationen av Spotify-användarna i termer av de latenta orsaksvariablerna. Specifikt så karakteriserar vi grupper av liknande användare samt observerar utfall av en randomiserad kontrollerad studie.

<p dir="ltr">This dissertation advances the field of causal inference by developing methodologies in the face of assumption violations. Traditional causal inference methodologies hinge on a core set of assumptions, which are often violated in the complex landscape of modern experiments and observational studies. This dissertation proposes novel methodologies designed to address the challenges posed by single or multiple assumption violations. By applying these innovative approaches to real-world datasets, this research uncovers valuable insights that were previously inaccessible with existing methods. </p><p><br></p><p dir="ltr">First, three significant sources of complications in causal inference that are increasingly of interest are interference among individuals, nonadherence of individuals to their assigned treatments, and unintended missing outcomes. Interference exists if the outcome of an individual depends not only on its assigned treatment, but also on the assigned treatments for other units. It commonly arises when limited controls are placed on the interactions of individuals with one another during the course of an experiment. Treatment nonadherence frequently occurs in human subject experiments, as it can be unethical to force an individual to take their assigned treatment. Clinical trials, in particular, typically have subjects that do not adhere to their assigned treatments due to adverse side effects or intercurrent events. Missing values also commonly occur in clinical studies. For example, some patients may drop out of the study due to the side effects of the treatment. Failing to account for these considerations will generally yield unstable and biased inferences on treatment effects even in randomized experiments, but existing methodologies lack the ability to address all these challenges simultaneously. We propose a novel Bayesian methodology to fill this gap. </p><p><br></p><p dir="ltr">My subsequent research further addresses one of the limitations of the first project: a set of assumptions about interference structures that may be too restrictive in some practical settings. We introduce a concept of the ``degree of interference" (DoI), a latent variable capturing the interference structure. This concept allows for handling arbitrary, unknown interference structures to facilitate inference on causal estimands. </p><p><br></p><p dir="ltr">While randomized experiments offer a solid foundation for valid causal analysis, people are also interested in conducting causal inference using observational data due to the cost and difficulty of randomized experiments and the wide availability of observational data. Nonetheless, using observational data to infer causality requires us to rely on additional assumptions. A central assumption is that of \emph{ignorability}, which posits that the treatment is randomly assigned based on the variables (covariates) included in the dataset. While crucial, this assumption is often debatable, especially when treatments are assigned sequentially to optimize future outcomes. For instance, marketers typically adjust subsequent promotions based on responses to earlier ones and speculate on how customers might have reacted to alternative past promotions. This speculative behavior introduces latent confounders, which must be carefully addressed to prevent biased conclusions. </p><p dir="ltr">In the third project, we investigate these issues by studying sequences of promotional emails sent by a US retailer. We develop a novel Bayesian approach for causal inference from longitudinal observational data that accommodates noncompliance and latent sequential confounding. </p><p><br></p><p dir="ltr">Finally, we formulate the causal inference problem for the privatized data. In the era of digital expansion, the secure handling of sensitive data poses an intricate challenge that significantly influences research, policy-making, and technological innovation. As the collection of sensitive data becomes more widespread across academic, governmental, and corporate sectors, addressing the complex balance between making data accessible and safeguarding private information requires the development of sophisticated methods for analysis and reporting, which must include stringent privacy protections. Currently, the gold standard for maintaining this balance is Differential privacy. </p><p dir="ltr">Local differential privacy is a differential privacy paradigm in which individuals first apply a privacy mechanism to their data (often by adding noise) before transmitting the result to a curator. The noise for privacy results in additional bias and variance in their analyses. Thus, it is of great importance for analysts to incorporate the privacy noise into valid inference.</p><p dir="ltr">In this final project, we develop methodologies to infer causal effects from locally privatized data under randomized experiments. We present frequentist and Bayesian approaches and discuss the statistical properties of the estimators, such as consistency and optimality under various privacy scenarios.</p>

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Cette thèse étudie les causes et conséquences du processus de ségrégation résidentielle dans l’Afrique du Sud (AFS) post-Apartheid. Nous nous intéressons à plusieurs aspects encore débattus dans la littérature. Le premier concerne l’impact des préférences des individus pour la composition raciale de leur voisinage sur la ségrégation. Le second a trait à l’impact de la ségrégation résidentielle sur les niveaux de revenus des différents groupes raciaux. Le dernier quantifie les différentes causes de la ségrégation. Dans le premier chapitre, nous réconcilions la littérature théorique sur l’impact des préférences pour la composition raciale du voisinage avec les observations empiriques de niveaux décroissants de ségrégation aux US et en AFS. Nous soutenons l’idée que si les individus internalisent les apports économiques et sociaux de chaque nouvel arrivant dans leur voisinage alors des voisinages intégrés peuvent émerger. Cet effet est empiriquement plus fort que l’homophilie et le racisme. Dans le second chapitre, nous étudions l’impact de la ségrégation sur l’ensemble de la distribution des revenus. Nous montrons que la ségrégation a un effet positif sur les hauts revenus pour les Blancs tandis qu’elle a un effet négatif pour les Noirs au bas de la distribution. L’effet de la ségrégation est souvent plus important que l’effet de l’éducation. Enfin, dans le troisième chapitre, nous quantifions l’impact de chaque déterminant de la ségrégation. Nous trouvons que le manque d’accès aux services publics de base est le déterminant principal, alors que les différences de caractéristiques sociodémographiques ne comptent que pour une faible part pour les quartiers les plus ségrégués. / This thesis studies the causes and consequences of the residential segregation process in the post-Apartheid South Africa.Inside this general issue, we are interested in several aspects still debated in the literature on residential segregation. Thefirst concerns the impact of individuals’ preferences for the racial composition of their neighborhood on the segregationlevels. The second question deals with the impact of residential segregation on the income levels of each racial group. Thelast issue is related to quantifying the different causes of segregation.Three chapters constitute this thesis. In the first chapter, we reconcile the theoretical literature on the impact of preferencesfor the racial composition of the neighborhood with the empirical evidences of declining levels of segregation in theUnited-States and South Africa. We argue that if individuals internalize the economic and social life that a new entrantbrings with him, then integrated neighborhoods can emerge. This effect is empirically stronger than homophilly andracism. In the second chapter, we study the impact of residential segregation on the whole income distribution. We showthat residential segregation has a positif effect on top incomes for Whites, whereas it has a negatif effect for Blacks at thebottom of the distribution. The effect of residential segregation is even more important than the effect of education inmost cases. In the third chapter, we quantify the impact of each determinant of segregation. We find that the lackof access to basic public services is the main determinant, whereas differences in sociodemographics only account for asmall part in the most segregated areas.

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Background: When assessing the association between a factor X and a subsequent outcome Y in observational studies, the question that arises is what are the variables to adjust for to reduce bias due to confounding for causal inference on the effect of X on Y. Disregarding such factors is often a source of overestimation because these variables may affect both X and Y. On the other hand, adjustment for such variables can also be a source of underestimation because such variables may be the causal consequence of X and part of the mechanism that leads from X to Y. Methods: In this paper, we present a simple method to compute control variables in the presence of age at onset data on both X and a set of other variables. Using these age at onset data, control variables are computed that adjust only for conditions that occur prior to X. This strategy can be used in prospective as well as in survival analysis. Our method is motivated by an argument based on the counterfactual model of a causal effect. Results: The procedure is exemplified by examining of the relation between panic attack and the subsequent incidence of MDD. Conclusions: The results reveal that the adjustment for all other variables, irrespective of their temporal relation to X, can yield a false negative result (despite unconsidered confounders and other sources of bias).

In this work, we study and extend algorithms for Sparse Regression and Causal Inference problems. Both the problems are fundamental in the area of Data Science. The goal of regression problem is to nd out the \best" relationship between an output variable and input variables, given samples of the input and output values. We consider sparse regression under a high-dimensional linear model with strongly correlated variables, situations which cannot be handled well using many existing model selection algorithms. We study the performance of the popular feature selection algorithms such as LASSO, Elastic Net, BoLasso, Clustered Lasso as well as Projected Gradient Descent algorithms under this setting in terms of their running time, stability and consistency in recovering the true support. We also propose a new feature selection algorithm, BoPGD, which cluster the features rst based on their sample correlation and do subsequent sparse estimation using a bootstrapped variant of the projected gradient descent method with projection on the non-convex L0 ball. We attempt to characterize the efficiency and consistency of our algorithm by performing a host of experiments on both synthetic and real world datasets. Discovering causal relationships, beyond mere correlation, is widely recognized as a fundamental problem. The Causal Inference problems use observations to infer the underlying causal structure of the data generating process. The input to these problems is either a multivariate time series or i.i.d sequences and the output is a Feature Causal Graph where the nodes correspond to the variables and edges capture the direction of causality. For high dimensional datasets, determining the causal relationships becomes a challenging task because of the curse of dimensionality. Graphical modeling of temporal data based on the concept of \Granger Causality" has gained much attention in this context. The blend of Granger methods along with model selection techniques, such as LASSO, enables efficient discovery of a \sparse" sub-set of causal variables in high dimensional settings. However, these temporal causal methods use an input parameter, L, the maximum time lag. This parameter is the maximum gap in time between the occurrence of the output phenomenon and the causal input stimulus. How-ever, in many situations of interest, the maximum time lag is not known, and indeed, finding the range of causal e ects is an important problem. In this work, we propose and evaluate a data-driven and computationally efficient method for Granger causality inference in the Vector Auto Regressive (VAR) model without foreknowledge of the maximum time lag. We present two algorithms Lasso Granger++ and Group Lasso Granger++ which not only constructs the hypothesis feature causal graph, but also simultaneously estimates a value of maxlag (L) for each variable by balancing the trade-o between \goodness of t" and \model complexity".