Search arXivSearch

arXiv · 2608.10339

Expert-Guided g-computation with Large Language Models for Estimating Causal Effects on Timings: Applications to Hospital Quality Improvement

Abstract

Hospital quality improvement (QI) programs routinely face multiple candidate interventions to optimize hospital flow, but existing methods struggle to estimate and rank the causal effects of such interventions. This work focuses on one of the most standard hospital metrics, the average length of stay (LOS), and its causal estimand, the average time saved. To characterize this causal effect, qualitative approaches rely on expert judgment to map patient trajectories, making them susceptible to cognitive biases; quantitative approaches rely on data-driven models, which fail when interventions are hypothetical with no historical data or have complex causal mechanisms that require clinical reasoning rather than data alone. We propose expert-guided g-computation, or egg-computation, which combines the complementary strengths of both approaches by connecting the Gantt charts commonly used to map patient trajectories with the causal DAG literature. We introduce a causal model over Gantt charts and establish identification using a variant of g-computation that seeks expert input only for components unidentifiable from data. To make egg-computation practical, we develop an LLM-assisted pipeline that reliably scales up expert reasoning. In simulations, egg-computation outperforms conventional causal inference methods when patients have diverse causal structures and intervention mechanisms. In a study of eleven candidate QI interventions at an urban safety-net hospital, the LLM pipeline generated graphs and time-saving estimates highly concordant with those of human experts. Beyond healthcare, egg-computation is a broadly applicable framework for estimating the average time saved for candidate interventions whose causal mechanisms can be represented using Gantt charts.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Patrick Vossler, Jialin Ouyang, F. Richard Guo, Anran Huang, Ali Shojaie, Lucas Zier, Fan Xia, Jean Feng. 2026-08-11. Expert-Guided g-computation with Large Language Models for Estimating Causal Effects on Timings: Applications to Hospital Quality Improvement. https://arxiv.org/abs/2608.10339

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Switchback Experiments under Geometric Mixing

The switchback is an experimental design that measures treatment effects by repeatedly turning an intervention on and off for a whole system. Switchback experiments are a robust way to overcome cross-unit spillover effects; however, they are vulnerable to bias from temporal carryovers. In this paper, we consider properties of switchback experiments in Markovian systems that mix at a geometric rate. We find that, in this setting, standard switchback designs suffer considerably from carryover bias: Their estimation error decays as $T^{-1/3}$ in terms of the experiment horizon $T$, whereas in the absence of carryovers a faster rate of $T^{-1/2}$ would have been possible. We also show, however, that judicious use of burn-in periods can considerably improve the situation, and enables errors that decay as $\log(T)^{1/2}T^{-1/2}$. Our formal results are mirrored in an empirical evaluation.

stat.ME

Saddlepoint approximations for plug-in resampling

Resampling-based procedures can improve on normal approximations in sparse, large-scale testing problems, but their computational cost can be prohibitive. We recognize that several existing procedures belong to a faster plug-in resampling subclass, fixing fitted nuisance parameters during resampling. When the resampled statistic is a sum of conditionally independent terms, the saddlepoint approximation (SPA) for the resampling $p$-value offers further acceleration, replacing resampling with an analytical tail approximation. However, standard Edgeworth-based approximation-error bounds impose regularity conditions that are hard to verify for plug-in resampling laws. We use an alternative approach to establish a finite-sample relative-error bound for the Lugannani-Rice approximation under more tractable conditions, which we apply in two contexts. In statistical genetics, we identify response resampling procedures as the targets of existing SPAs and establish guarantees in a representative setting. In conditional independence testing, we introduce spaCRT, an SPA for the distilled conditional randomization test (dCRT), which has been applied successfully in biology. Our rates quantify the effects of sparsity and signal strength, with matching lower bounds in special cases. We additionally establish asymptotic Type-I error control of the corresponding plug-in resampling procedures under growing sparsity. In simulations and single-cell CRISPR data analysis, spaCRT closely approximates dCRT $p$-values and preserves its statistical performance while accelerating computation by up to 250-fold.

stat.ME

NIRVAR: Network Informed Restricted Vector Autoregression

High-dimensional panels of time series often arise in finance and macroeconomics, where co-movements within groups of panel components occur. Extracting these groupings from the data provides a coarse-grained description of the complex system in question and can inform subsequent prediction tasks. We develop a novel methodology to model such a panel as a restricted vector autoregressive process, where the coefficient matrix is the weighted adjacency matrix of a stochastic block model. This network time series model, which we call the Network Informed Restricted Vector Autoregression (NIRVAR) model, yields a coefficient matrix that has a sparse block-diagonal structure. We propose an estimation procedure that embeds each panel component in a low-dimensional latent space and clusters the embedded points to recover the blocks of the coefficient matrix. Crucially, the method allows for network-based time series modelling when the underlying network is unobserved. We derive the bias, consistency and asymptotic normality of the NIRVAR estimator. Simulation studies suggest that the NIRVAR estimated embedded points are Gaussian distributed around the ground truth latent positions. On three applications to finance, macroeconomics, and transportation systems, NIRVAR outperforms competing models in terms of prediction and provides interpretable results regarding group recovery.

stat.ME