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The conditional average treatment effect (CATE) is the best measure of individual causal effects given baseline covariates. However, the CATE only captures the (conditional) average, and can overlook risks and tail events, which are…

Machine Learning · Statistics 2025-06-05 Nathan Kallus , Miruna Oprescu

While sample sizes in randomized clinical trials are large enough to estimate the average treatment effect well, they are often insufficient for estimation of treatment-covariate interactions critical to studying data-driven precision…

Machine Learning · Statistics 2020-04-22 Steve Yadlowsky , Fabio Pellegrini , Federica Lionetto , Stefan Braune , Lu Tian

Identifying dependency between two random variables is a fundamental problem. The clear interpretability and ability of a procedure to provide information on the form of possible dependence is particularly important when exploring…

Methodology · Statistics 2026-04-27 Bogdan Ćmiel , Teresa Ledwina

Instrumental variables (IVs) are widely used to estimate causal effects from non-randomized data. A canonical example is a randomized trial with noncompliance, in which the randomized treatment assignment serves as an IV for the…

Methodology · Statistics 2026-02-06 Rui Wang , Ying-Qi Zhao , Oliver Dukes , Bo Zhang

We propose and axiomatize preferences on a product state space in light of uncertainty regarding the dependency of different payoff-relevant factors. Dependence structures allow to decompose probabilities and allow to pin down behavior…

Theoretical Economics · Economics 2026-05-28 Gerrit Bauch , Lorenz Hartmann

Uncertainty quantification for individual treatment effects (ITEs) is a daunting challenge in causal inference. Motivated by recent advances in conformal prediction, several works aim to construct distribution-free prediction sets for ITEs…

Methodology · Statistics 2026-05-07 Chongguang Tao , Zheng Zhou , Yuhong Yang

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

This paper studies identification of the local average and marginal treatment effects (LATE and MTE) with a misclassified binary treatment variable. We derive bounds on the (generalized) LATE and exploit its relationship with the MTE to…

Econometrics · Economics 2024-09-27 Santiago Acerenza , Kyunghoon Ban , Désiré Kédagni

Consider sensitivity analysis to assess the worst-case possible values of counterfactual outcome means and average treatment effects under sequential unmeasured confounding in a longitudinal study with time-varying treatments and…

Statistics Theory · Mathematics 2023-08-31 Zhiqiang Tan

Reliable estimation of treatment effects from observational data is important in many disciplines such as medicine. However, estimation is challenging when unconfoundedness as a standard assumption in the causal inference literature is…

Machine Learning · Computer Science 2024-10-15 Jonas Schweisthal , Dennis Frauen , Maresa Schröder , Konstantin Hess , Niki Kilbertus , Stefan Feuerriegel

This paper proposes a new non-parametric bootstrap method to quantify the uncertainty of average treatment effect estimate for the treated from matching estimators. More specifically, it seeks to quantify the uncertainty associated with the…

Methodology · Statistics 2024-08-21 Jing Li

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

We propose an instrumental variable framework for identifying and estimating causal effects of discrete and continuous treatments with binary instruments. The basis of our approach is a local copula representation of the joint distribution…

Econometrics · Economics 2024-12-17 Victor Chernozhukov , Iván Fernández-Val , Sukjin Han , Kaspar Wüthrich

Many regulatory and analytic problems require that a prohibited variable influence a decision only through a designated allowable channel -- a conditional-independence requirement that arises in path-specific fairness, the handling of…

Machine Learning · Statistics 2026-05-19 Zou Yang , Sophia Xiao , Bijan Mazaheri

This paper considers the identification of treatment effects on conditional transition probabilities. We show that even under random assignment only the instantaneous average treatment effect is point identified. Since treated and control…

Econometrics · Economics 2017-09-27 Johan Vikström , Geert Ridder , Martin Weidner

Covariate-adaptive randomization schemes such as the minimization and stratified permuted blocks are often applied in clinical trials to balance treatment assignments across prognostic factors. The existing theoretical developments on…

Methodology · Statistics 2020-07-21 Ting Ye , Yanyao Yi , Jun Shao

Many proposals for the identification of causal effects require an instrumental variable that satisfies strong, untestable unconfoundedness and exclusion restriction assumptions. In this paper, we show how one can potentially identify…

Much research has been devoted to the problem of estimating treatment effects from observational data; however, most methods assume that the observed variables only contain confounders, i.e., variables that affect both the treatment and the…

Machine Learning · Computer Science 2021-04-27 Weijia Zhang , Lin Liu , Jiuyong Li

Estimating causal quantities from observational data is crucial for understanding the safety and effectiveness of medical treatments. However, to make reliable inferences, medical practitioners require not only estimating averaged causal…

Machine Learning · Computer Science 2026-03-13 Valentyn Melnychuk , Stefan Feuerriegel , Mihaela van der Schaar

Although complete randomization is widely regarded as the gold standard for causal inference, covariate imbalance can still arise by chance in finite samples. Rerandomization has emerged as an effective tool to improve covariate balance…

Methodology · Statistics 2026-01-21 Tingxuan Han , Yuhao Wang