Multiple Causal Inference with Latent Confounding
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Causal inference from observational data requires assumptions. These assumptions range from measuring confounders to identifying instruments. Traditionally, these assumptions have focused on estimation in a single causal problem. In this work, we develop techniques for causal estimation in causal problems with multiple treatments. We develop two assumptions based on shared confounding between treatments and independence of treatments given the confounder. Together these assumptions lead to a confounder estimator regularized by mutual information. For this estimator, we develop a tractable lower bound. To fit the outcome model, we use the residual information in the treatments given the confounder. We validate on simulations and an example from clinical medicine.
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