Realizing Common Random Numbers: Event-Keyed Hashing for Causally Valid Stochastic Models
作者
Authors
Vince Buffalo|Carl A. B. Pearson|Daniel Klein
期刊
Journal
暂无期刊信息
年份
Year
2026
分类
Category
国家
Country
美国United States
📝 摘要
Abstract
Agent-based models (ABMs) are widely used to estimate causal treatment effects via paired counterfactual simulation. A standard variance reduction technique is common random numbers (CRNs), which couples replicates across intervention scenarios by sharing the same random inputs. In practice, CRNs are implemented by reusing the same base seed, but this relies on a critical assumption: that the same draw index corresponds to the same modeled event across scenarios. Stateful pseudorandom number generators (PRNGs) violate this assumption whenever interventions alter the simulation's execution path, because any change in control flow shifts the draw index used for all downstream events. We argue that this execution-path-dependent draw indexing is not only a variance-reduction nuisance, but represents a fundamental mismatch between the scientific causal structure ABMs are intended to encode and the program-level causal structure induced by stateful PRNG implementations. Formalizing this through the lens of structural causal models (SCMs), we show that standard PRNG practices yield causally incoherent paired counterfactual comparisons even when the mechanistic specification is otherwise sound. We show that a remedy is to combine counter-based random number generators (e.g., Philox/Threefry) with event identifiers. This decouples random number generation from simulation execution order by making random draws explicit functions of the particular modeled event that called them, restoring the stable event-indexed exogenous structure assumed by SCMs.
📊 文章统计
Article Statistics
基础数据
Basic Stats
97
浏览
Views
0
下载
Downloads
45
引用
Citations
引用趋势
Citation Trend
阅读国家分布
Country Distribution
阅读机构分布
Institution Distribution
月度浏览趋势
Monthly Views