We propose a new sensitivity analysis model that combines copulas and normalizing flows for causal inference under unobserved confounding. We refer to the new model as ρ-GNF (ρ-Graphical Normalizing Flow), where ρ∈[−1,+1] is a bounded sensitivity parameter representing the backdoor non-causal association due to unobserved confounding modeled using the most well studied and widely popular Gaussian copula. Specifically, ρ-GNF enables us to estimate and analyse the frontdoor causal effect or average causal effect (ACE) as a function of ρ. We call this the ρcurve. The ρcurve enables us to specify the confounding strength required to nullify the ACE. We call this the ρvalue. Further, the ρcurve also enables us to provide bounds for the ACE given an interval of ρ values. We illustrate the benefits of ρ-GNF with experiments on simulated and real-world data in terms of our empirical ACE bounds being narrower than other popular ACE bounds.
10 main pages (+4 reference pages, +6 appendix), 8 Figures, Under review