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One of the fundamental challenges in causal inference is to estimate the causal effect of a treatment on its outcome of interest from observational data. However, causal effect estimation often suffers from the impacts of confounding bias…
Causal inference, estimating causal effects from observational data, is a fundamental tool in many disciplines. Of particular importance across a variety of domains is the continuous treatment setting, where the variable of intervention has…
Suppose one is interested in estimating causal effects in the presence of potentially unmeasured confounding with the aid of a valid instrumental variable. This paper investigates the problem of making inferences about the average treatment…
Instrumental variable (IV) regression is a standard strategy for learning causal relationships between confounded treatment and outcome variables from observational data by utilizing an instrumental variable, which affects the outcome only…
Instrumental variable methods provide a powerful approach to estimating causal effects in the presence of unobserved confounding. But a key challenge when applying them is the reliance on untestable "exclusion" assumptions that rule out any…
In causal inference, encouragement designs (EDs) are widely used to analyze causal effects, when randomized controlled trials (RCTs) are impractical or compliance to treatment cannot be perfectly enforced. Unlike RCTs, which directly…
Instrumental variables (IVs) are widely used for estimating causal effects in the presence of unmeasured confounding. Under the standard IV model, however, the average treatment effect (ATE) is only partially identifiable. To address this,…
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…
While many areas of machine learning have benefited from the increasing availability of large and varied datasets, the benefit to causal inference has been limited given the strong assumptions needed to ensure identifiability of causal…
This paper proposes methods of estimation and uniform inference for a general class of causal functions, such as the conditional average treatment effects and the continuous treatment effects, under multiway clustering. The causal function…
Point processes are probabilistic tools for modeling event data. While there exists a fast-growing literature studying the relationships between point processes, it remains unexplored how such relationships connect to causal effects. In the…
Instrumental Variable (IV) provides a source of treatment randomization that is conditionally independent of the outcomes, responding to the challenges of counterfactual and confounding biases. In finance, IV construction typically relies…
Causal inference is capable of estimating the treatment effect (i.e., the causal effect of treatment on the outcome) to benefit the decision making in various domains. One fundamental challenge in this research is that the treatment…
In the context of having an instrumental variable, the standard practice in causal inference begins by targeting an effect of interest and proceeds by formulating assumptions enabling its identification. We turn this around by adhering to…
The most widely discussed methods for estimating the Average Causal Effect/Average Treatment Effect are those for intervention in discrete binary variables whose value represents intervention/non-intervention groups. On the other hand,…
Causal effect estimation from observational data is fundamental across various applications. However, selecting an appropriate estimator from dozens of specialized methods demands substantial manual effort and domain expertise. We present…
Synthetic control (SC) methods are commonly used to estimate the treatment effect on a single treated unit in panel data settings. An SC is a weighted average of control units built to match the treated unit, with weights typically…
In this paper, we discuss causal inference on the efficacy of a treatment or medication on a time-to-event outcome with competing risks. Although the treatment group can be randomized, there can be confoundings between the compliance and…
Instrumental variables (IV) regression is widely used to estimate causal treatment effects in settings where receipt of treatment is not fully random, but there exists an instrument that generates exogenous variation in treatment exposure.…
We study categorical instrumental variable (IV) models with instrument, treatment, and outcome taking finitely many values. We derive a simple closed-form characterization of the set of joint distributions of potential outcomes that are…