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Related papers: Policy Learning with Observational Data

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Researchers are often challenged with assessing the impact of an intervention on an outcome of interest in situations where the intervention is non-randomised, the intervention is only applied to one or few units, the intervention is…

Decision makers often aim to learn a treatment assignment policy under a capacity constraint on the number of agents that they can treat. When agents can respond strategically to such policies, competition arises, complicating estimation of…

Machine Learning · Statistics 2025-03-31 Roshni Sahoo , Stefan Wager

We consider the estimation of average treatment effects in observational studies and propose a new framework of robust causal inference with unobserved confounders. Our approach is based on distributionally robust optimization and proceeds…

Methodology · Statistics 2023-02-06 Dimitris Bertsimas , Kosuke Imai , Michael Lingzhi Li

In this paper we give a brief review of semiparametric theory, using as a running example the common problem of estimating an average causal effect. Semiparametric models allow at least part of the data-generating process to be unspecified…

Methodology · Statistics 2017-09-20 Edward H. Kennedy

At the heart of causal structure learning from observational data lies a deceivingly simple question: given two statistically dependent random variables, which one has a causal effect on the other? This is impossible to answer using…

Machine Learning · Computer Science 2020-10-13 Nikolaos Nikolaou , Konstantinos Sechidis

Explicit and implicit bias clouds human judgement, leading to discriminatory treatment of minority groups. A fundamental goal of algorithmic fairness is to avoid the pitfalls in human judgement by learning policies that improve the overall…

Machine Learning · Computer Science 2020-11-02 Yuzi He , Keith Burghardt , Siyi Guo , Kristina Lerman

Policy-makers are often faced with the task of distributing a limited supply of resources. To support decision-making in these settings, statisticians are confronted with two challenges: estimands are defined by allocation strategies that…

Methodology · Statistics 2024-04-01 Aaron L. Sarvet , Julien D. Laurendeau , Mats J. Stensrud

This paper presents a weighted optimization framework that unifies the binary,multi-valued, continuous, as well as mixture of discrete and continuous treatment, under the unconfounded treatment assignment. With a general loss function, the…

Econometrics · Economics 2018-08-20 Chunrong Ai , Oliver Linton , Kaiji Motegi , Zheng Zhang

Bipartite experiments arise in various fields, in which the treatments are randomized over one set of units, while the outcomes are measured over another separate set of units. However, existing methods often rely on strong model…

Methodology · Statistics 2025-04-16 Sizhu Lu , Lei Shi , Yue Fang , Wenxin Zhang , Peng Ding

We consider the problem of learning fair policies for multi-stage selection problems from observational data. This problem arises in several high-stakes domains such as company hiring, loan approval, or bail decisions where outcomes (e.g.,…

Machine Learning · Computer Science 2023-12-21 Zhuangzhuang Jia , Grani A. Hanasusanto , Phebe Vayanos , Weijun Xie

Learning beneficial treatment allocations for a patient population is an important problem in precision medicine. Many treatments come with adverse side effects that are not commensurable with their potential benefits. Patients who do not…

Machine Learning · Statistics 2025-05-14 Sofia Ek , Dave Zachariah

Despite the major advances taken in causal modeling, causality is still an unfamiliar topic for many statisticians. In this paper, it is demonstrated from the beginning to the end how causal effects can be estimated from observational data…

Methodology · Statistics 2014-07-03 Juha Karvanen

While machine learning (ML) methods have received a lot of attention in recent years, these methods are primarily for prediction. Empirical researchers conducting policy evaluations are, on the other hand, pre-occupied with causal problems,…

Machine Learning · Statistics 2019-03-04 Noemi Kreif , Karla DiazOrdaz

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

Decision-making plays a pivotal role in shaping outcomes in various disciplines, such as medicine, economics, and business. This paper provides guidance to practitioners on how to implement a decision tree designed to address treatment…

Econometrics · Economics 2024-06-05 Hugo Bodory , Federica Mascolo , Michael Lechner

Consider a situation with two treatments, the first of which is randomized but the second is not, and the multifactor version of this. Interest is in treatment effects, defined using standard factorial notation. We define estimators for the…

This paper provides a nonparametric framework for causal inference with categorical outcomes under binary treatment and binary instrument settings. I decompose the observed joint probability of outcomes and treatment into marginal…

Econometrics · Economics 2025-11-11 Onil Boussim

We consider the problem of efficient inference of the Average Treatment Effect in a sequential experiment where the policy governing the assignment of subjects to treatment or control can change over time. We first provide a central limit…

Machine Learning · Statistics 2024-03-05 Thomas Cook , Alan Mishler , Aaditya Ramdas

In this paper, we propose a data-adaptive empirical likelihood-based approach for treatment effect estimation and inference, which overcomes the obstacle of the traditional empirical likelihood-based approaches in the high-dimensional…

Methodology · Statistics 2020-12-15 Wei Liang , Ying Yan

Inferring individualised treatment effects from observational data can unlock the potential for targeted interventions. It is, however, hard to infer these effects from observational data. One major problem that can arise is covariate shift…

Machine Learning · Computer Science 2024-04-25 Damian Machlanski , Spyros Samothrakis , Paul Clarke