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Counterfactual explanations are attracting significant attention due to the flourishing applications of machine learning models in consequential domains. A counterfactual plan consists of multiple possibilities to modify a given instance so…

Machine Learning · Computer Science 2022-04-12 Ngoc Bui , Duy Nguyen , Viet Anh Nguyen

We introduce new inference procedures for counterfactual and synthetic control methods for policy evaluation. We recast the causal inference problem as a counterfactual prediction and a structural breaks testing problem. This allows us to…

Econometrics · Economics 2022-01-26 Victor Chernozhukov , Kaspar Wüthrich , Yinchu Zhu

With reference to a binary outcome and a binary mediator, we derive identification bounds for natural effects under a reduced set of assumptions. Specifically, no assumptions about confounding are made that involve the outcome; we only…

Methodology · Statistics 2026-04-03 Marco Doretti , Elena Stanghellini

Kaplan-Meier and Nelson-Aalen integral estimators to the tail index of right-censored Pareto-type data traditionally rely on the assumption that the proportion p of upper uncensored observations exceeds one-half, corresponding to weak…

Statistics Theory · Mathematics 2025-08-14 Abdelhakim Necir , Nour Elhouda Guesmia , Djamel Meraghni

This paper considers the estimation and inference of the low-rank components in high-dimensional matrix-variate factor models, where each dimension of the matrix-variates ($p \times q$) is comparable to or greater than the number of…

Statistics Theory · Mathematics 2022-10-20 Elynn Y. Chen , Jianqing Fan

In many public health problems, an important goal is to identify the effect of some treatment/intervention on the risk of failure for the whole population. A marginal proportional hazards regression model is often used to analyze such an…

Statistics Theory · Mathematics 2007-06-13 Donglin Zeng

Quantile regression has been advocated in survival analysis to assess evolving covariate effects. However, challenges arise when the censoring time is not always observed and may be covariate-dependent, particularly in the presence of…

Statistics Theory · Mathematics 2010-10-05 Yijian Huang

Consider a random vector (X, T), where X is d-dimensional and T is one-dimensional. We suppose that the random variable T is subject to random right censoring and satisfies the $\alpha$-mixing property. The aim of this paper is to study the…

Statistics Theory · Mathematics 2019-10-07 Bouhadjera Feriel , Elias Ould Said

Personalized decision making requires the knowledge of potential outcomes under different treatments, and confidence intervals about the potential outcomes further enrich this decision-making process and improve its reliability in…

Machine Learning · Computer Science 2024-05-22 Zonghao Chen , Ruocheng Guo , Jean-François Ton , Yang Liu

Estimating the distribution of outcomes under counterfactual policies is critical for decision-making in domains such as recommendation, advertising, and healthcare. We propose and analyze a novel framework-Counterfactual Policy Mean…

Machine Learning · Statistics 2025-10-29 Houssam Zenati , Bariscan Bozkurt , Arthur Gretton

We propose a framework for analyzing the sensitivity of counterfactuals to parametric assumptions about the distribution of latent variables in structural models. In particular, we derive bounds on counterfactuals as the distribution of…

Econometrics · Economics 2024-03-26 Timothy Christensen , Benjamin Connault

This paper studies the inference of the regression coefficient matrix under multivariate response linear regressions in the presence of hidden variables. A novel procedure for constructing confidence intervals of entries of the coefficient…

Methodology · Statistics 2022-01-21 Xin Bing , Wei Cheng , Huijie Feng , Yang Ning

Structural failure time models are causal models for estimating the effect of time-varying treatments on a survival outcome. G-estimation and artificial censoring have been proposed to estimate the model parameters in the presence of…

Methodology · Statistics 2019-02-19 Shu Yang , Karen Pieper , Frank Cools

Estimating the counterfactual outcome of treatment is essential for decision-making in public health and clinical science, among others. Often, treatments are administered in a sequential, time-varying manner, leading to an exponentially…

Machine Learning · Statistics 2024-07-16 Shenghao Wu , Wenbin Zhou , Minshuo Chen , Shixiang Zhu

This work extends causal inference with stochastic confounders. We propose a new approach to variational estimation for causal inference based on a representer theorem with a random input space. We estimate causal effects involving latent…

Machine Learning · Statistics 2021-01-26 Thanh Vinh Vo , Pengfei Wei , Wicher Bergsma , Tze-Yun Leong

Assuming some regression model, it is common to study the conditional distribution of survival given covariates. Here, we consider the impact of further conditioning, specifically conditioning on a marginal survival function, known or…

Applications · Statistics 2016-10-11 Roxane Duroux , Cécile Chauvel , John O'Quigley

Counterfactual reasoning allows us to explore hypothetical scenarios in order to explain the impacts of our decisions. However, addressing such inquires is impossible without establishing the appropriate mathematical framework. In this…

Machine Learning · Computer Science 2025-06-25 Kurt Butler , Marija Iloska , Petar M. Djuric

A complete understanding of heterogeneous treatment effects involves characterizing the full conditional distribution of potential outcomes. To this end, we propose the Conditional Counterfactual Mean Embeddings (CCME), a framework that…

Machine Learning · Statistics 2026-02-05 Thatchanon Anancharoenkij , Donlapark Ponnoprat

Evaluating treatment effect heterogeneity widely informs treatment decision making. At the moment, much emphasis is placed on the estimation of the conditional average treatment effect via flexible machine learning algorithms. While these…

Methodology · Statistics 2021-05-07 Lihua Lei , Emmanuel J. Candès

In randomized trials and observational studies, it is often necessary to evaluate the extent to which an intervention affects a time-to-event outcome, which is only partially observed due to right censoring. For instance, in infectious…

Methodology · Statistics 2024-12-16 Yutong Jin , Peter B. Gilbert , Aaron Hudson
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