6.5LGJun 4
Causal Longitudinal Prior-Fitted Networks for Counterfactual Outcome PredictionAmirhossein Zare, Amirhessam Zare, Herlock Rahimi et al.
Longitudinal treatment decisions require predicting potential outcomes under future treatment sequences in the presence of time-varying confounding, heterogeneous patient dynamics, and limited domain-specific data. Existing longitudinal causal estimators typically train a new model for each cohort or simulator. We introduce Causal Longitudinal Prior-Fitted Networks (CausalLongPFN), a prior-fitted in-context predictor for longitudinal causal prediction. The model is pretrained entirely on synthetic episodes sampled from a broad prior over temporal structural causal models, exposing it to treatment-confounder feedback, latent heterogeneity, nonlinear state evolution, delayed effects, and cumulative treatment responses. At test time, CausalLongPFN is frozen: it conditions on support trajectories, a query history, and a proposed future treatment sequence, and returns a predictive distribution over future outcomes without gradient updates or propensity-model fitting. Multi-step predictions are obtained by recursively applying the one-step predictor under the specified treatment sequence. We evaluate on branchable cancer, HIV, and warfarin benchmarks with ground-truth counterfactual labels, and on factual-only rolling-origin prediction in MIMIC-III ICU trajectories. CausalLongPFN is competitive with domain-trained longitudinal baselines on counterfactual benchmarks and performs strongly on factual MIMIC-III prediction, suggesting that broad synthetic causal pretraining can provide a useful frozen alternative when repeated domain-specific training is costly or impractical.
LGDec 19, 2025
Weighted Stochastic Differential Equation to Implement Wasserstein-Fisher-Rao Gradient FlowHerlock Rahimi
Score-based diffusion models currently constitute the state of the art in continuous generative modeling. These methods are typically formulated via overdamped or underdamped Ornstein--Uhlenbeck-type stochastic differential equations, in which sampling is driven by a combination of deterministic drift and Brownian diffusion, resulting in continuous particle trajectories in the ambient space. While such dynamics enjoy exponential convergence guarantees for strongly log-concave target distributions, it is well known that their mixing rates deteriorate exponentially in the presence of nonconvex or multimodal landscapes, such as double-well potentials. Since many practical generative modeling tasks involve highly non-log-concave target distributions, considerable recent effort has been devoted to developing sampling schemes that improve exploration beyond classical diffusion dynamics. A promising line of work leverages tools from information geometry to augment diffusion-based samplers with controlled mass reweighting mechanisms. This perspective leads naturally to Wasserstein--Fisher--Rao (WFR) geometries, which couple transport in the sample space with vertical (reaction) dynamics on the space of probability measures. In this work, we formulate such reweighting mechanisms through the introduction of explicit correction terms and show how they can be implemented via weighted stochastic differential equations using the Feynman--Kac representation. Our study provides a preliminary but rigorous investigation of WFR-based sampling dynamics, and aims to clarify their geometric and operator-theoretic structure as a foundation for future theoretical and algorithmic developments.