Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A martingale approach to continuous-time marginal structural models   Marginal structural models were introduced in order to provide estimates of
causal effects from interventions based on observational studies in
epidemiological research. The key point is that this can be understood in terms
of Girsanov's change of measure. This offers a mathematical interpretation of
marginal structural models that has not been available before. We consider both
a model of an observational study and a model of a hypothetical randomized
trial. These models correspond to different martingale measures -- the
observational measure and the randomized trial measure -- on some underlying
space. We describe situations where the randomized trial measure is absolutely
continuous with respect to the observational measure. The resulting
continuous-time likelihood ratio process with respect to these two probability
measures corresponds to the weights in discrete-time marginal structural
models. In order to do inference for the hypothetical randomized trial, we can
simulate samples using observational data weighted by this likelihood ratio.

29
The categories of this paper are: funct-an
12
The categories of this paper are: nucl-th
1
The categories of this paper are: cs
10
The categories of this paper are: q-bio
20
The categories of this paper are: acc-phys
23
The categories of this paper are: solv-int
11
The categories of this paper are: hep-lat
9
The categories of this paper are: nlin
0
The categories of this paper are: hep-ph
19
The categories of this paper are: eess
35
The categories of this paper are: mtrl-th
31
The categories of this paper are: ao-sci
25
The categories of this paper are: patt-sol
8
The categories of this paper are: hep-ex
22
The categories of this paper are: chao-dyn
21
The categories of this paper are: adap-org