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We study policy evaluation of offline contextual bandits subject to unobserved confounders. Sensitivity analysis methods are commonly used to estimate the policy value under the worst-case confounding over a given uncertainty set. However,…

Machine Learning · Statistics 2026-01-13 Kei Ishikawa , Niao He , Takafumi Kanamori

When constructing a model to estimate the causal effect of a treatment, it is necessary to control for other factors which may have confounding effects. Because the ignorability assumption is not testable, however, it is usually unclear…

Methodology · Statistics 2022-09-07 Spencer Woody , Carlos M. Carvalho , Jared S. Murray

Estimating an individual treatment effect (ITE) is essential to personalized decision making. However, existing methods for estimating the ITE often rely on unconfoundedness, an assumption that is fundamentally untestable with observed…

Methodology · Statistics 2022-07-13 Mingzhang Yin , Claudia Shi , Yixin Wang , David M. Blei

To estimate direct and indirect effects of an exposure on an outcome from observed data strong assumptions about unconfoundedness are required. Since these assumptions cannot be tested using the observed data, a mediation analysis should…

Statistics Theory · Mathematics 2018-03-29 Anita Lindmark , Xavier de Luna , Marie Eriksson

Recommender systems are seen as an effective tool to address information overload, but it is widely known that the presence of various biases makes direct training on large-scale observational data result in sub-optimal prediction…

Information Retrieval · Computer Science 2023-04-19 Haoxuan Li , Yanghao Xiao , Chunyuan Zheng , Peng Wu

We study the problem of learning personalized decision policies from observational data while accounting for possible unobserved confounding. Previous approaches, which assume unconfoundedness, i.e., that no unobserved confounders affect…

Machine Learning · Computer Science 2019-11-05 Nathan Kallus , Angela Zhou

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

The No Unmeasured Confounding Assumption is widely used to identify causal effects in observational studies. Recent work on proximal inference has provided alternative identification results that succeed even in the presence of unobserved…

Machine Learning · Statistics 2022-10-17 Benjamin Kompa , David R. Bellamy , Thomas Kolokotrones , James M. Robins , Andrew L. Beam

Several problems in statistics involve the combination of high-variance unbiased estimators with low-variance estimators that are only unbiased under strong assumptions. A notable example is the estimation of causal effects while combining…

Methodology · Statistics 2023-05-25 Michael Oberst , Alexander D'Amour , Minmin Chen , Yuyan Wang , David Sontag , Steve Yadlowsky

Instrumental variable methods are popular choices in combating unmeasured confounding to obtain less biased effect estimates. However, we demonstrate that alternative methods may give less biased estimates depending on the nature of…

Methodology · Statistics 2020-05-21 Yun Li , Yoonseok Lee , Friedrich K Port , Bruce M Robinson

In observational studies, the observed association between an exposure and outcome of interest may be distorted by unobserved confounding. Causal sensitivity analysis can be used to assess the robustness of observed associations to…

Methodology · Statistics 2025-11-04 Rui Hu , Ted Westling

A key objective of decomposition analysis is to identify a factor (the 'mediator') contributing to disparities in an outcome between social groups. In decomposition analysis, a scholarly interest often centers on estimating how much the…

Methodology · Statistics 2022-05-27 Soojin Park , Suyeon Kang , Chioun Lee , Shujie Ma

Propensity score methods are an important tool to help reduce confounding in non-experimental studies. Most propensity score methods assume that covariates are measured without error. However, covariates are often measured with error, which…

Methodology · Statistics 2017-06-08 Hwanhee Hong , David A. Aaby , Juned Siddique , Elizabeth A. Stuart

When epidemiologic studies are conducted in a subset of the population, selection bias can threaten the validity of causal inference. This bias can occur whether or not that selected population is the target population, and can occur even…

Methodology · Statistics 2019-06-07 Louisa H. Smith , Tyler J. VanderWeele

This paper clarifies a fundamental difference between causal inference and traditional statistical inference by formalizing a mathematical distinction between their respective parameters. We connect two major approaches to causal inference,…

Methodology · Statistics 2025-08-29 Muye Liu , Jun Xie

Nearly all statistical analyses that inform policy-making are based on imperfect data. As examples, the data may suffer from measurement errors, missing values, sample selection bias, or record linkage errors. Analysts have to decide how to…

Methodology · Statistics 2025-10-24 Adway S. Wadekar , Jerome P. Reiter

Matching is one of the most widely used causal inference designs in observational studies, but post-matching confounding bias remains a critical concern. This bias includes overt bias from inexact matching on measured confounders and hidden…

Methodology · Statistics 2026-02-26 Siyu Heng , Yanxin Shen , Pengyun Wang

Randomized controlled trials (RCTs) are increasingly prevalent in education research, and are often regarded as a gold standard of causal inference. Two main virtues of randomized experiments are that they (1) do not suffer from…

We examine interval estimation of the effect of a treatment T on an outcome Y given the existence of an unobserved confounder U. Using H\"older's inequality, we derive a set of bounds on the confounding bias |E[Y|T=t]-E[Y|do(T=t)]| based on…

Machine Learning · Computer Science 2021-07-14 Serge Assaad , Shuxi Zeng , Henry Pfister , Fan Li , Lawrence Carin

In meta-analysis, the random-effects models are standard tools to address between-study heterogeneity in evidence synthesis analyses. For the random-effects distribution models, the normal distribution model has been adopted in most…

Applications · Statistics 2021-07-28 Hisashi Noma , Kengo Nagashima , Shogo Kato , Satoshi Teramukai , Toshi A. Furukawa
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