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In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates.…

Machine Learning · Computer Science 2024-09-13 Antti Pöllänen , Pekka Marttinen

The inaccessibility of controlled randomized trials due to inherent constraints in many fields of science has been a fundamental issue in causal inference. In this paper, we focus on distinguishing the cause from effect in the bivariate…

Machine Learning · Statistics 2021-02-23 Jean-Francois Ton , Dino Sejdinovic , Kenji Fukumizu

Recommending the best course of action for an individual is a major application of individual-level causal effect estimation. This application is often needed in safety-critical domains such as healthcare, where estimating and communicating…

Machine Learning · Computer Science 2020-10-26 Andrew Jesson , Sören Mindermann , Uri Shalit , Yarin Gal

Causal inference on a population of units connected through a network often presents technical challenges, including how to account for interference. In the presence of local interference, for instance, potential outcomes of a unit depend…

Methodology · Statistics 2018-04-02 Laura Forastiere , Edoardo M. Airoldi , Fabrizia Mealli

We study the benign overfitting theory in the prediction of the conditional average treatment effect (CATE), with linear regression models. As the development of machine learning for causal inference, a wide range of large-scale models for…

Econometrics · Economics 2022-02-17 Masahiro Kato , Masaaki Imaizumi

Experimenters often collect baseline data to study heterogeneity. I propose the first valid confidence intervals for the VCATE, the treatment effect variance explained by observables. Conventional approaches yield incorrect coverage when…

Econometrics · Economics 2023-06-07 Alejandro Sanchez-Becerra

Causal evidence is needed to act and it is often enough for the evidence to point towards a direction of the effect of an action. For example, policymakers might be interested in estimating the effect of slightly increasing taxes on private…

Methodology · Statistics 2020-08-11 Dominik Rothenhäusler , Bin Yu

In longitudinal studies where units are embedded in space or a social network, interference may arise, meaning that a unit's outcome can depend on treatment histories of others. The presence of interference poses significant challenges for…

Methodology · Statistics 2025-08-26 Ye Wang , Michael Jetsupphasuk

A century ago, Neyman showed how to evaluate the efficacy of treatment using a randomized experiment under a minimal set of assumptions. This classical repeated sampling framework serves as a basis of routine experimental analyses conducted…

Methodology · Statistics 2024-04-29 Michael Lingzhi Li , Kosuke Imai

The machine learning toolbox for estimation of heterogeneous treatment effects from observational data is expanding rapidly, yet many of its algorithms have been evaluated only on a very limited set of semi-synthetic benchmark datasets. In…

Machine Learning · Computer Science 2021-07-29 Alicia Curth , Mihaela van der Schaar

Previous work on causal inference has primarily focused on averages and conditional averages of treatment effects, with significantly less attention on variability and uncertainty in individual treatment responses. In this paper, we…

Machine Learning · Computer Science 2026-02-10 Liyuan Xu , Bijan Mazaheri

In causal inference, a fundamental task is to estimate the effect resulting from a specific treatment, which is often handled with inverse probability weighting. Despite an abundance of attention to the advancement of this task, most…

Methodology · Statistics 2025-07-30 Kuan-Hsun Wu

We investigate large-sample properties of treatment effect estimators under unknown interference in randomized experiments. The inferential target is a generalization of the average treatment effect estimand that marginalizes over potential…

Statistics Theory · Mathematics 2019-10-25 Fredrik Sävje , Peter M. Aronow , Michael G. Hudgens

We study the problem of learning conditional average treatment effects (CATE) from high-dimensional, observational data with unobserved confounders. Unobserved confounders introduce ignorance -- a level of unidentifiability -- about an…

Machine Learning · Computer Science 2022-02-02 Andrew Jesson , Sören Mindermann , Yarin Gal , Uri Shalit

Since the average treatment effect (ATE) measures the change in social welfare, even if positive, there is a risk of negative effect on, say, some 10% of the population. Assessing such risk is difficult, however, because any one individual…

Methodology · Statistics 2022-07-20 Nathan Kallus

Today, treatment effect estimation at the individual level is a vital problem in many areas of science and business. For example, in marketing, estimates of the treatment effect are used to select the most efficient promo-mechanics; in…

Machine Learning · Computer Science 2019-12-04 Aleksey Buzmakov , Daria Semenova , Maria Temirkaeva

Recent years have seen a swell in methods that focus on estimating "individual treatment effects". These methods are often focused on the estimation of heterogeneous treatment effects under ignorability assumptions. This paper hopes to draw…

Methodology · Statistics 2021-08-12 Brian G. Vegetabile

Causal inference from observational data requires assumptions. These assumptions range from measuring confounders to identifying instruments. Traditionally, causal inference assumptions have focused on estimation of effects for a single…

Machine Learning · Statistics 2019-03-04 Rajesh Ranganath , Adler Perotte

Estimation of individualized treatment effects (ITE) from observational studies is a fundamental problem in causal inference and holds significant importance across domains, including healthcare. However, limited observational datasets pose…

Machine Learning · Computer Science 2024-02-14 Vinod Kumar Chauhan , Jiandong Zhou , Ghadeer Ghosheh , Soheila Molaei , David A. Clifton

Accurate estimation of treatment effects is essential for decision-making across various scientific fields. This task, however, becomes challenging in areas like social sciences and online marketplaces, where treating one experimental unit…

Machine Learning · Computer Science 2025-02-04 Mohsen Bayati , Yuwei Luo , William Overman , Sadegh Shirani , Ruoxuan Xiong