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Instrumental variables have been widely used to estimate the causal effect of a treatment on an outcome. Existing confidence intervals for causal effects based on instrumental variables assume that all of the putative instrumental variables…

Methodology · Statistics 2016-07-14 Hyunseung Kang , T. Tony Cai , Dylan S. Small

This study introduces a data-driven, machine learning-based method to detect suitable control variables and instruments for assessing the causal effect of a treatment on an outcome in observational data. Our approach tests the joint…

Econometrics · Economics 2026-05-20 Nicolas Apfel , Julia Hatamyar , Martin Huber , Jannis Kueck

This paper formulates and solves a sequential detection problem that involves the mutual information (stochastic observability) of a Gaussian process observed in noise with missing measurements. The main result is that the optimal decision…

Optimization and Control · Mathematics 2015-05-30 Vikram Krishnamurthy , Robert Bitmead , Michel Gevers , Erik Miehling

Linear causal models are important tools for modeling causal dependencies and yet in practice, only a subset of the variables can be observed. In this paper, we examine the parameter identifiability of these models by investigating whether…

Machine Learning · Computer Science 2025-02-11 Xinshuai Dong , Ignavier Ng , Biwei Huang , Yuewen Sun , Songyao Jin , Roberto Legaspi , Peter Spirtes , Kun Zhang

In distributed systems where strong consistency is costly when not impossible, causal consistency provides a valuable abstraction to represent program executions as partial orders. In addition to the sequential program order of each…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-03-15 Matthieu Perrin , Achour Mostefaoui , Claude Jard

Metacognition, understood as the monitoring and regulation of one's own cognitive processes, is inherently sequential: an agent evaluates an internal state, updates it, and may then re-evaluate under modified criteria. Order effects in…

Artificial Intelligence · Computer Science 2026-04-08 Enso O. Torres Alegre , Diana E. Mora Jimenez

The main object of investigation in this paper is a very general regression model in optional setting - when an observed process is an optional semimartingale depending on an unknown parameter. It is well-known that statistical data may…

Statistics Theory · Mathematics 2021-03-16 Mohamed Abdelghani , Alexander Melnikov , Andrey Pak

For linear control systems, the usual state feedback stabilizability has two components: one is a continuous observation mode (i.e., to observe solutions continuously in time), and the other is a class of feedback laws (which is usually the…

Optimization and Control · Mathematics 2022-08-29 Hanbing Liu , Gengsheng Wang , Huaiqiang Yu

In many areas, practitioners seek to use observational data to learn a treatment assignment policy that satisfies application-specific constraints, such as budget, fairness, simplicity, or other functional form constraints. For example,…

Statistics Theory · Mathematics 2020-09-08 Susan Athey , Stefan Wager

This chapter covers different approaches to policy evaluation for assessing the causal effect of a treatment or intervention on an outcome of interest. As an introduction to causal inference, the discussion starts with the experimental…

Econometrics · Economics 2019-10-03 Martin Huber

In this work, we consider a binary hypothesis testing problem involving a group of human decision-makers. Due to the nature of human behavior, each human decision-maker observes the phenomenon of interest sequentially up to a random length…

Signal Processing · Electrical Eng. & Systems 2023-01-26 Nandan Sriranga , Baocheng Geng , Pramod K. Varshney

Inferring causal relationships from observational data is often challenging due to endogeneity. This paper provides new identification results for causal effects of discrete, ordered and continuous treatments using multiple binary…

Econometrics · Economics 2024-10-21 Nadja van 't Hoff

We introduce a new notion of the stability of computations, which holds under post-processing and adaptive composition. We show that the notion is both necessary and sufficient to ensure generalization in the face of adaptivity, for any…

Machine Learning · Computer Science 2020-01-01 Katrina Ligett , Moshe Shenfeld

Inferring causal effects of continuous-valued treatments from observational data is a crucial task promising to better inform policy- and decision-makers. A critical assumption needed to identify these effects is that all confounding…

A topic of great current interest is Causal Representation Learning (CRL), whose goal is to learn a causal model for hidden features in a data-driven manner. Unfortunately, CRL is severely ill-posed since it is a combination of the two…

Machine Learning · Statistics 2024-06-10 Hiroshi Morioka , Aapo Hyvärinen

Instrument variable (IV) methods are widely used in empirical research to identify causal effects of a policy. In the local average treatment effect (LATE) framework, the IV estimand identifies the LATE under three main assumptions: random…

Econometrics · Economics 2025-03-21 Désiré Kédagni , Huan Wu , Yi Cui

How should one assess the credibility of assumptions weaker than statistical independence, like quantile independence? In the context of identifying causal effects of a treatment variable, we argue that such deviations should be chosen…

Econometrics · Economics 2018-05-01 Matthew A. Masten , Alexandre Poirier

Partial Observability -- where agents can only observe partial information about the true underlying state of the system -- is ubiquitous in real-world applications of Reinforcement Learning (RL). Theoretically, learning a near-optimal…

Machine Learning · Computer Science 2022-12-19 Fan Chen , Yu Bai , Song Mei

Discovering the underlying dynamics of complex systems from data is an important practical topic. Constrained optimization algorithms are widely utilized and lead to many successes. Yet, such purely data-driven methods may bring about…

Dynamical Systems · Mathematics 2023-05-17 Nan Chen , Yinling Zhang

In linear inverse problems, we have data derived from a noisy linear transformation of some unknown parameters, and we wish to estimate these unknowns from the data. Separable inverse problems are a powerful generalization in which the…

Optimization and Control · Mathematics 2015-06-12 Paul Shearer , Anna C. Gilbert
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