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Related papers: Policy Learning with Observational Data

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Practical and ethical constraints often require the use of observational data for causal inference, particularly in medicine and social sciences. Yet, observational datasets are prone to confounding, potentially compromising the validity of…

Machine Learning · Statistics 2026-05-04 Piersilvio De Bartolomeis , Julia Kostin , Javier Abad , Yixin Wang , Fanny Yang

This paper concerns robust inference on average treatment effects following model selection. In the selection on observables framework, we show how to construct confidence intervals based on a doubly-robust estimator that are robust to…

Statistics Theory · Mathematics 2018-04-13 Max H. Farrell

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 propose novel estimators for categorical and continuous treatments by using an optimal covariate balancing strategy for inverse probability weighting. The resulting estimators are shown to be consistent and asymptotically normal for…

Methodology · Statistics 2025-09-08 Seong-ho Lee , Yanyuan Ma , Xavier de Luna

Unobserved confounding is one of the main challenges when estimating causal effects. We propose a causal reduction method that, given a causal model, replaces an arbitrary number of possibly high-dimensional latent confounders with a single…

Machine Learning · Statistics 2023-02-24 Maximilian Ilse , Patrick Forré , Max Welling , Joris M. Mooij

Estimating causal effects from nonexperimental data is a fundamental problem in many fields of science. A key component of this task is selecting an appropriate set of covariates for confounding adjustment to avoid bias. Most existing…

Machine Learning · Computer Science 2025-10-28 Zheng Li , Xichen Guo , Feng Xie , Yan Zeng , Hao Zhang , Zhi Geng

Causal effect estimation from observational data is a crucial but challenging task. Currently, only a limited number of data-driven causal effect estimation methods are available. These methods either provide only a bound estimation of the…

Methodology · Statistics 2020-11-10 Debo Cheng , Jiuyong Li , Lin Liu , Kui Yu , Thuc Duy Lee , Jixue Liu

Many causal estimands are only partially identifiable since they depend on the unobservable joint distribution between potential outcomes. Stratification on pretreatment covariates can yield sharper bounds; however, unless the covariates…

Econometrics · Economics 2024-11-19 Wenlong Ji , Lihua Lei , Asher Spector

The unit selection problem aims to identify a set of individuals who are most likely to exhibit a desired mode of behavior, for example, selecting individuals who would respond one way if encouraged and a different way if not encouraged.…

Artificial Intelligence · Computer Science 2021-09-17 Ang Li , Judea Pearl

How do we learn from biased data? Historical datasets often reflect historical prejudices; sensitive or protected attributes may affect the observed treatments and outcomes. Classification algorithms tasked with predicting outcomes…

Machine Learning · Computer Science 2018-12-04 David Madras , Elliot Creager , Toniann Pitassi , Richard Zemel

Although there is now a large literature on policy evaluation and learning, much of the prior work assumes that the treatment assignment of one unit does not affect the outcome of another unit. Unfortunately, ignoring interference can lead…

Methodology · Statistics 2025-04-02 Yi Zhang , Kosuke Imai

In settings where units' outcomes are affected by others' treatments, there has been a proliferation of ways to quantify effects of treatments on outcomes, including via indirect exposure to other units' treatments. Here we consider two…

Methodology · Statistics 2026-03-10 Sahil Loomba , Dean Eckles

The intersection of causal inference and machine learning for decision-making is rapidly expanding, but the default decision criterion remains an \textit{average} of individual causal outcomes across a population. In practice, various…

Machine Learning · Computer Science 2022-11-08 Wenshuo Guo , Michael I. Jordan , Angela Zhou

The regression discontinuity (RD) design is widely used for program evaluation with observational data. The primary focus of the existing literature has been the estimation of the local average treatment effect at the existing treatment…

Methodology · Statistics 2024-09-05 Yi Zhang , Eli Ben-Michael , Kosuke Imai

Efficiently allocating treatments with a budget constraint constitutes an important challenge across various domains. In marketing, for example, the use of promotions to target potential customers and boost conversions is limited by the…

Machine Learning · Computer Science 2024-05-06 Toon Vanderschueren , Wouter Verbeke , Felipe Moraes , Hugo Manuel Proença

Recent literature on policy learning has primarily focused on regret bounds of the learned policy. We provide a new perspective by developing a unified semiparametric efficiency framework for policy learning, allowing for general treatments…

Econometrics · Economics 2026-02-10 Yue Fang , Geert Ridder , Haitian Xie

This paper proposes a novel approach for constructing effective personalized policies when the observed data lacks counter-factual information, is biased and possesses many features. The approach is applicable in a wide variety of settings…

Machine Learning · Statistics 2018-07-11 Onur Atan , William R. Zame , Qiaojun Feng , Mihaela van der Schaar

We consider estimation of an optimal individualized treatment rule from observational and randomized studies when a high-dimensional vector of baseline variables is available. Our optimality criterion is with respect to delaying expected…

Methodology · Statistics 2017-11-09 Iván Díaz , Oleksandr Savenkov , Karla Ballman

Estimating heterogeneous treatment effects is central to data-driven decision-making, yet industrial applications often face a fundamental tension between limited randomized controlled trial (RCT) budgets and abundant but biased…

In observational studies, the causal effect of a treatment may be confounded with variables that are related to both the treatment and the outcome of interest. In order to identify a causal effect, such studies often rely on the…

Methodology · Statistics 2017-10-17 Emma Persson , Jenny Häggström , Ingeborg Waernbaum , Xavier de Luna
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