Causal message-passing for experiments with unknown and general network interference

Edited by David Donoho, Stanford University, Stanford, CA; received December 26, 2023; accepted August 8, 2024
September 27, 2024
121 (40) e2322232121

Significance

Randomized experiments are the gold standard for assessing the impact of various decisions, including policy changes, medical treatments, or product enhancements. However, these experiments often face the challenge of network interference, where a decision affecting one individual impacts others, complicating the analysis. Our research introduces Causal Message-Passing, a framework inspired by techniques from physics and statistics to tackle this complexity. It allows for a more nuanced understanding of interconnected data, crucial for predicting outcomes in environments where individual responses are interdependent. This approach enhances the accuracy of decision-making in networked settings, offering insights for scientists and practitioners across diverse fields.

Abstract

Randomized experiments are a powerful methodology for data-driven evaluation of decisions or interventions. Yet, their validity may be undermined by network interference. This occurs when the treatment of one unit impacts not only its outcome but also that of connected units, biasing traditional treatment effect estimations. Our study introduces a framework to accommodate complex and unknown network interference, moving beyond specialized models in the existing literature. Our framework, termed causal message-passing, is grounded in high-dimensional approximate message-passing methodology. It is tailored for multiperiod experiments and is particularly effective in settings with many units and prevalent network interference. The framework models causal effects as a dynamic process where a treated unit’s impact propagates through the network via neighboring units until equilibrium is reached. This approach allows us to approximate the dynamics of potential outcomes over time, enabling the extraction of valuable information before treatment effects reach equilibrium. Utilizing causal message-passing, we introduce a practical algorithm to estimate the total treatment effect, defined as the impact observed when all units are treated compared to the scenario where no unit receives treatment. We demonstrate the effectiveness of this approach across five numerical scenarios, each characterized by a distinct interference structure.

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Data, Materials, and Software Availability

There are no data underlying this work.

Acknowledgments

Author contributions

S.S. and M.B. designed research; S.S. and M.B. performed research; S.S. analyzed data; and S.S. and M.B. wrote the paper.

Competing interests

The authors declare no competing interest.

Supporting Information

Appendix 01 (PDF)

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Published in

Go to Proceedings of the National Academy of Sciences
Proceedings of the National Academy of Sciences
Vol. 121 | No. 40
October 1, 2024
PubMed: 39331409

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Data, Materials, and Software Availability

There are no data underlying this work.

Submission history

Received: December 26, 2023
Accepted: August 8, 2024
Published online: September 27, 2024
Published in issue: October 1, 2024

Keywords

  1. experiment design
  2. network interference
  3. total treatment effect
  4. approximate message-passing

Acknowledgments

Author Contributions
S.S. and M.B. designed research; S.S. and M.B. performed research; S.S. analyzed data; and S.S. and M.B. wrote the paper.
Competing Interests
The authors declare no competing interest.

Notes

*
Rigorous statements are provided in section 3.
The result still holds true if the function ψ is almost everywhere continuous in the first argument and continuous in the other arguments.
This article is a PNAS Direct Submission.

Authors

Affiliations

Operations, Information & Technology, Graduate School of Business, Stanford University, Stanford, CA 94305
Operations, Information & Technology, Graduate School of Business, Stanford University, Stanford, CA 94305

Notes

1
To whom correspondence should be addressed. Email: [email protected] or [email protected].

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Causal message-passing for experiments with unknown and general network interference
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