Falco Bargagli Stoffi: Causal Stability Selection

Subscribe to the channel to get notified when we release a new video. Like the video to tell YouTube that you want more content like this on your feed. See our website for future seminars: https://sites.google.com/view/ocis/home Tuesday, June 23, 2026: Speaker: Falco Bargagli Stoffi (University of California, Los Angeles) Details: Zoom link, Meeting ID: 968 8371 7451, Passcode: 414559 Title: Causal Stability Selection Abstract: Identifying covariates that modify treatment effects is a central problem in causal inference. Yet existing data-adaptive procedures do not provide finite-sample control over the expected number of false discoveries, risking spurious findings that fail to replicate. We introduce causal stability selection, an algorithm that combines cross-fitted estimation of conditional average treatment effects with integrated path stability selection. The method accommodates arbitrary treatment effect estimators and arbitrary base selectors, and produces a selection set with an explicit, non-asymptotic bound on the expected number of false positives. Under standard causal identifying assumptions and regularity conditions on the base selector, we prove that the estimated selection probabilities converge to their oracle counterparts at the rate of the underlying treatment effect estimator. This establishes a direct connection between treatment effect estimation and effect modifier discovery. We illustrate the method on a randomized trial in oncology and on observational data on maternal smoking and infant birthweight. Discussant: Melody Huang (Yale University)