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Related papers: Inference on Counterfactual Distributions

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We propose a framework for analyzing the sensitivity of counterfactuals to parametric assumptions about the distribution of latent variables in structural models. In particular, we derive bounds on counterfactuals as the distribution of…

Econometrics · Economics 2024-03-26 Timothy Christensen , Benjamin Connault

This paper introduces a simple framework of counterfactual estimation for causal inference with time-series cross-sectional data, in which we estimate the average treatment effect on the treated by directly imputing counterfactual outcomes…

Methodology · Statistics 2022-08-16 Licheng Liu , Ye Wang , Yiqing Xu

Comparing counterfactual distributions can provide more nuanced and valuable measures for causal effects, going beyond typical summary statistics such as averages. In this work, we consider characterizing causal effects via distributional…

Machine Learning · Statistics 2024-11-05 Kwangho Kim , Jisu Kim , Edward H. Kennedy

We consider the problem of answering observational, interventional, and counterfactual queries in a causally sufficient setting where only observational data and the causal graph are available. Utilizing the recent developments in diffusion…

Machine Learning · Statistics 2024-10-11 Patrick Chao , Patrick Blöbaum , Sapan Patel , Shiva Prasad Kasiviswanathan

Counterfactual explanations utilize feature perturbations to analyze the outcome of an original decision and recommend an actionable recourse. We argue that it is beneficial to provide several alternative explanations rather than a single…

Machine Learning · Computer Science 2023-01-24 Natraj Raman , Daniele Magazzeni , Sameena Shah

We introduce an approach to counterfactual inference based on merging information from multiple datasets. We consider a causal reformulation of the statistical marginal problem: given a collection of marginal structural causal models (SCMs)…

Artificial Intelligence · Computer Science 2022-07-18 Luigi Gresele , Julius von Kügelgen , Jonas M. Kübler , Elke Kirschbaum , Bernhard Schölkopf , Dominik Janzing

This article extends the widely-used synthetic controls estimator for evaluating causal effects of policy changes to quantile functions. The proposed method provides a geometrically faithful estimate of the entire counterfactual quantile…

Econometrics · Economics 2022-01-03 Florian Gunsilius

The capacity to address counterfactual "what if" inquiries is crucial for understanding and making use of causal influences. Traditional counterfactual inference, under Pearls' counterfactual framework, typically depends on having access to…

Machine Learning · Computer Science 2024-02-29 Shaoan Xie , Biwei Huang , Bin Gu , Tongliang Liu , Kun Zhang

We consider after-study statistical inference for sequentially designed experiments wherein multiple units are assigned treatments for multiple time points using treatment policies that adapt over time. Our goal is to provide inference…

Machine Learning · Statistics 2025-06-10 Raaz Dwivedi , Katherine Tian , Sabina Tomkins , Predrag Klasnja , Susan Murphy , Devavrat Shah

We consider problems in which a system receives external \emph{perturbations} from time to time. For instance, the system can be a train network in which particular lines are repeatedly disrupted without warning, having an effect on…

Machine Learning · Computer Science 2019-08-21 Nicolo Colombo , Ricardo Silva , Soong M Kang , Arthur Gretton

We address counterfactual analysis in empirical models of games with partially identified parameters, and multiple equilibria and/or randomized strategies, by constructing and analyzing the counterfactual predictive distribution set (CPDS).…

Econometrics · Economics 2024-10-17 Brendan Kline , Elie Tamer

In causal inference, an important problem is to quantify the effects of interventions or treatments. Many studies focus on estimating the mean causal effects; however, these estimands may offer limited insight since two distributions can…

Methodology · Statistics 2024-11-05 Archer Gong Zhang , Nancy Reid , Qiang Sun

This paper considers estimation and inference for heterogeneous counterfactual effects with high-dimensional data. We propose a novel robust score for debiased estimation of the unconditional quantile regression (Firpo, Fortin, and Lemieux,…

Econometrics · Economics 2022-02-25 Yuya Sasaki , Takuya Ura , Yichong Zhang

Quantile and quantile effect functions are important tools for descriptive and causal analyses due to their natural and intuitive interpretation. Existing inference methods for these functions do not apply to discrete random variables. This…

Methodology · Statistics 2018-09-03 Victor Chernozhukov , Iván Fernández-Val , Blaise Melly , Kaspar Wüthrich

We study a new model where the potential outcomes, corresponding to the values of a (possibly continuous) treatment, are linked through common factors. The factors can be estimated using a panel of regressors. We propose a procedure to…

Econometrics · Economics 2024-01-09 Jad Beyhum

We consider the task of counterfactual estimation from observational imaging data given a known causal structure. In particular, quantifying the causal effect of interventions for high-dimensional data with neural networks remains an open…

Machine Learning · Computer Science 2022-02-22 Pedro Sanchez , Sotirios A. Tsaftaris

We consider the problem of estimating the counterfactual joint distribution of multiple quantities of interests (e.g., outcomes) in a multivariate causal model extended from the classical difference-in-difference design. Existing methods…

Machine Learning · Statistics 2023-11-03 Thong Pham , Shohei Shimizu , Hideitsu Hino , Tam Le

When the performance of a machine learning model varies over groups defined by sensitive attributes (e.g., gender or ethnicity), the performance disparity can be expressed in terms of the probability distributions of the input and output…

Machine Learning · Computer Science 2019-05-20 Hao Wang , Berk Ustun , Flavio P. Calmon

Counterfactual explanations have been successfully applied to create human interpretable explanations for various black-box models. They are handy for tasks in the image domain, where the quality of the explanations benefits from recent…

Machine Learning · Computer Science 2025-03-27 Trung Duc Ha , Sidney Bender

We develop a general framework for distribution-free predictive inference in regression, using conformal inference. The proposed methodology allows for the construction of a prediction band for the response variable using any estimator of…

Methodology · Statistics 2017-03-09 Jing Lei , Max G'Sell , Alessandro Rinaldo , Ryan J. Tibshirani , Larry Wasserman