Related papers: On the Individual Surrogate Paradox
One method to solve expensive black-box optimization problems is to use a surrogate model that approximates the objective based on previous observed evaluations. The surrogate, which is cheaper to evaluate, is optimized instead to find an…
Causal mediation analysis aims at disentangling a treatment effect into an indirect mechanism operating through an intermediate outcome or mediator, as well as the direct effect of the treatment on the outcome of interest. However, the…
There are many kinds of exogeneity assumptions. How should researchers choose among them? When exogeneity is imposed on an unobservable like a potential outcome, we argue that the form of exogeneity should be chosen based on the kind of…
In treatment allocation problems the individuals to be treated often arrive sequentially. We study a problem in which the policy maker is not only interested in the expected cumulative welfare but is also concerned about the…
The surrogate data method is widely applied as a data dependent technique to test observed time series against a barrage of hypotheses. However, often the hypotheses one is able to address are not those of greatest interest, particularly…
Randomized experiments are widely used to estimate causal effects across a variety of domains. However, classical causal inference approaches rely on critical independence assumptions that are violated by network interference, when the…
The effect of vigorous physical activity on mortality in the elderly is difficult to estimate using conventional approaches to causal inference that define this effect by comparing the mortality risks corresponding to hypothetical scenarios…
We formalize and study the natural approach of designing convex surrogate loss functions via embeddings, for problems such as classification, ranking, or structured prediction. In this approach, one embeds each of the finitely many…
Estimation of heterogeneous treatment effects is an active area of research. Most of the existing methods, however, focus on estimating the conditional average treatment effects of a single, binary treatment given a set of pre-treatment…
Detecting heterogeneity in treatment response enriches the interpretation of gerontologic trials. In aging research, estimating the effect of the intervention on clinically meaningful outcomes faces analytical challenges when it is…
Heterogeneous treatment effects can be very important in the analysis of randomized clinical trials. Heightened risks or enhanced benefits may exist for particular subsets of study subjects. When the heterogeneous treatment effects are…
A natural experiment is a type of observational study in which treatment assignment, though not randomized by the investigator, is plausibly close to random. A process that assigns treatments in a highly nonrandom, inequitable manner may,…
This paper considers the practically important case of nonparametrically estimating heterogeneous average treatment effects that vary with a limited number of discrete and continuous covariates in a selection-on-observables framework where…
Individualized treatment decisions can improve health outcomes, but using data to make these decisions in a reliable, precise, and generalizable way is challenging with a single dataset. Leveraging multiple randomized controlled trials…
Before we apply nonlinear techniques, for example those inspired by chaos theory, to dynamical phenomena occurring in nature, it is necessary to first ask if the use of such advanced techniques is justified "by the data". While many…
A very classical problem in statistics is to test the stochastic superiority of one distribution to another. However, many existing approaches are developed for independent samples and, moreover, do not take censored data into account. We…
We formalize and study the natural approach of designing convex surrogate loss functions via embeddings, for problems such as classification, ranking, or structured prediction. In this approach, one embeds each of the finitely many…
The term "interference" has been used to describe any setting in which one subject's exposure may affect another subject's outcome. We use causal diagrams to distinguish among three causal mechanisms that give rise to interference. The…
Recently, neural surrogate models have emerged as a compelling alternative to traditional simulation workflows. This is accomplished by modeling the underlying function of scientific simulations, removing the need to run expensive…
In cohort studies, non-random medication use can pose barriers to estimation of the natural history trend in a mean biomarker value (namely, the association between a predictor of interest and a biomarker outcome that would be observed in…