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Weighting methods are used in observational studies to adjust for covariate imbalances between treatment and control groups. Entropy balancing (EB) is an alternative to inverse probability weighting with an estimated propensity score. The…

Methodology · Statistics 2022-04-25 David Källberg , Ingeborg Waernbaum

This paper proposes a versatile covariate adjustment method that directly incorporates covariate balance in regression discontinuity (RD) designs. The new empirical entropy balancing method reweights the standard local polynomial RD…

Econometrics · Economics 2024-05-29 Jun Ma , Zhengfei Yu

Bias in causal comparisons has a direct correspondence with distributional imbalance of covariates between treatment groups. Weighting strategies such as inverse propensity score weighting attempt to mitigate bias by either modeling the…

Methodology · Statistics 2022-03-14 Jared D. Huling , Simon Mak

We study the problem of observational causal inference with continuous treatments in the framework of inverse propensity-score weighting. To obtain stable weights, we design a new algorithm based on entropy balancing that learns weights to…

Machine Learning · Computer Science 2022-07-12 Mohammad Taha Bahadori , Eric Tchetgen Tchetgen , David E. Heckerman

Most of the existing classification methods are aimed at minimization of empirical risk (through some simple point-based error measured with loss function) with added regularization. We propose to approach this problem in a more information…

Machine Learning · Computer Science 2015-01-22 Wojciech Marian Czarnecki , Jacek Tabor

This paper introduces entropy balancing for continuous treatments (EBCT) by extending the original entropy balancing methodology of Hainm\"uller (2012). In order to estimate balancing weights, the proposed approach solves a globally convex…

Econometrics · Economics 2020-05-29 Stefan Tübbicke

Weighted estimators are commonly used for estimating exposure effects in observational settings to establish causal relations. These estimators have a long history of development when the exposure of interest is binary and where the weights…

Weighting methods in causal inference have been widely used to achieve a desirable level of covariate balancing. However, the existing weighting methods have desirable theoretical properties only when a certain model, either the propensity…

Machine Learning · Statistics 2023-05-24 Insung Kong , Yuha Park , Joonhyuk Jung , Kwonsang Lee , Yongdai Kim

With the modern software and online platforms to collect massive amount of data, there is an increasing demand of applying causal inference methods at large scale when randomized experimentation is not viable. Weighting methods that…

Methodology · Statistics 2023-08-04 Sicheng Lin , Meng Xu , Xi Zhang , Shih-Kang Chao , Ying-Kai Huang , Xiaolin Shi

Data analysis based on information from several sources is common in economic and biomedical studies. This setting is often referred to as the data fusion problem, which differs from traditional missing data problems since no complete data…

Methodology · Statistics 2022-04-07 Wei Li , Shanshan Luo , Wangli Xu

We show how entropy balancing can be used for transporting experimental treatment effects from a trial population onto a target population. This method is doubly-robust in the sense that if either the outcome model or the probability of…

Methodology · Statistics 2021-06-08 Kevin P. Josey , Seth A. Berkowitz , Debashis Ghosh , Sridharan Raghavan

Consider a semi-supervised setting with a labeled dataset of binary responses and predictors and an unlabeled dataset with only the predictors. Logistic regression is equivalent to an exponential tilt model in the labeled population. For…

Machine Learning · Statistics 2023-11-16 Ye Tian , Xinwei Zhang , Zhiqiang Tan

The doubly robust estimator, which models both the propensity score and outcomes, is a popular approach to estimate the average treatment effect in the potential outcome setting. The primary appeal of this estimator is its theoretical…

Methodology · Statistics 2024-09-11 Kaoru Babasaki , Shonosuke Sugasawa , Kosaku Takanashi , Kenichiro McAlinn

Calibration methods have been widely studied in survey sampling over the last decades. Viewing calibration as an inverse problem, we extend the calibration technique by using a maximum entropy method. Finding the optimal weights is achieved…

Methodology · Statistics 2009-09-23 Fabrice Gamboa , Jean-Michel Loubes , Paul Rochet

A common goal in observational research is to estimate marginal causal effects in the presence of confounding variables. One solution to this problem is to use the covariate distribution to weight the outcomes such that the data appear…

Methodology · Statistics 2020-08-18 Kevin P. Josey , Elizabeth Juarez-Colunga , Fan Yang , Debashis Ghosh

Classification is a machine learning method used in many practical applications: text mining, handwritten character recognition, face recognition, pattern classification, scene labeling, computer vision, natural langage processing. A…

Machine Learning · Computer Science 2025-11-05 Doulaye Dembélé

For the purpose of causal inference we employ a stochastic model of the data generating process, utilizing individual propensity probabilities for the treatment, and also individual and counterfactual prognosis probabilities for the…

Methodology · Statistics 2024-07-15 Brian Knaeble , Mehdi Hakim-Hashemi , Mark A. Abramson

We consider fitting a bivariate spline regression model to data using a weighted least-squares cost function, with weights that sum to one to form a discrete probability distribution. By applying the principle of maximum entropy, the weight…

Methodology · Statistics 2025-08-05 Pierluigi Amodio , Luigi Brugnano , Felice Iavernaro

Empirical best prediction (EBP) is a well-known method for producing reliable proportion estimates when the primary data source provides only small or no sample from finite populations. There are potential challenges in implementing…

Methodology · Statistics 2025-01-22 Aditi Sen , Partha Lahiri

This paper reveals that a common and central role, played in many error bound (EB) conditions and a variety of gradient-type methods, is a residual measure operator. On one hand, by linking this operator with other optimality measures, we…

Optimization and Control · Mathematics 2018-05-17 Hui Zhang
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