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Covariate benchmarking is an important part of sensitivity analysis about omitted variable bias and can be used to bound the strength of the unobserved confounder using information and judgments about observed covariates. It is common to…

Econometrics · Economics 2023-06-21 Deepankar Basu

We study the identification and estimation of long-term treatment effects when both experimental and observational data are available. Since the long-term outcome is observed only after a long delay, it is not measured in the experimental…

Methodology · Statistics 2024-09-04 Guido Imbens , Nathan Kallus , Xiaojie Mao , Yuhao Wang

We study off-policy evaluation (OPE) in partially observable environments with complex observations, with the goal of developing estimators whose guarantee avoids exponential dependence on the horizon. While such estimators exist for MDPs…

Machine Learning · Computer Science 2024-10-04 Yuheng Zhang , Nan Jiang

Off-policy learning methods are intended to learn a policy from logged data, which includes context, action, and feedback (cost or reward) for each sample point. In this work, we build on the counterfactual risk minimization framework,…

The assumption of no unmeasured confounders is a critical but unverifiable assumption required for causal inference yet quantitative sensitivity analyses to assess robustness of real-world evidence remains underutilized. The lack of use is…

Causal decomposition analysis aims to assess the effect of modifying risk factors on reducing social disparities in outcomes. Recently, this analysis has incorporated individual characteristics when modifying risk factors by utilizing…

Machine Learning · Statistics 2025-09-16 Soojin Park , Suyeon Kang , Chioun Lee

We study the identification and estimation of long-term treatment effects under unobserved confounding by combining an experimental sample, where the long-term outcome is missing, with an observational sample, where the treatment assignment…

Econometrics · Economics 2026-01-27 Ting-Chih Hung , Yu-Chang Chen

Controlled Direct Effect (CDE) is one of the causal estimands used to evaluate both exposure and mediation effects on an outcome. When there are unmeasured confounders existing between the mediator and the outcome, the ordinary…

Methodology · Statistics 2024-10-30 Shunichiro Orihara , Shinpei Imori , Kosuke Morikawa , Atsushi Goto , Masataka Taguri

Inferring the causal effect of a non-randomly assigned exposure on an outcome requires adjusting for common causes of the exposure and outcome to avoid biased conclusions. Notwithstanding the efforts investigators routinely make to measure…

Methodology · Statistics 2021-02-04 Wen Wei Loh , Stijn Vansteelandt

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

Offline reinforcement learning algorithms often require careful hyperparameter tuning. Before deployment, we need to select amongst a set of candidate policies. However, there is limited understanding about the fundamental limits of this…

Machine Learning · Computer Science 2026-02-17 Vincent Liu , Prabhat Nagarajan , Andrew Patterson , Martha White

This paper studies off-policy evaluation (OPE) in reinforcement learning with a focus on behavior policy estimation for importance sampling. Prior work has shown empirically that estimating a history-dependent behavior policy can lead to…

Machine Learning · Computer Science 2025-05-29 Hongyi Zhou , Josiah P. Hanna , Jin Zhu , Ying Yang , Chengchun Shi

We develop methods for estimating how infinitesimal policy changes affect long-term outcomes in dynamic systems. We show that dynamic marginal policy effects (MPEs) can be identified via tractable reduced-form expressions, and can be…

Methodology · Statistics 2026-05-26 I-han Lai , Stefan Wager

Developing accurate off-policy estimators is crucial for both evaluating and optimizing for new policies. The main challenge in off-policy estimation is the distribution shift between the logging policy that generates data and the target…

Machine Learning · Computer Science 2023-10-25 Noveen Sachdeva , Lequn Wang , Dawen Liang , Nathan Kallus , Julian McAuley

Reinforcement learning (RL) has been extensively researched for enhancing human-environment interactions in various human-centric tasks, including e-learning and healthcare. Since deploying and evaluating policies online are high-stakes in…

Machine Learning · Computer Science 2023-02-21 Ge Gao , Song Ju , Markel Sanz Ausin , Min Chi

Identifying causal treatment (or exposure) effects in observational studies requires the data to satisfy the unconfoundedness assumption which is not testable using the observed data. With sensitivity analysis, one can determine how the…

Methodology · Statistics 2023-01-31 Yang Ou , Lu Tang , Chung-Chou H. Chang

Off-policy evaluation (OPE) is a fundamental task in reinforcement learning (RL). In the classic setting of linear OPE, finite-sample guarantees often take the form $$ \textrm{Evaluation error} \le \textrm{poly}(C^\pi, d,…

Machine Learning · Computer Science 2026-01-28 Philip Amortila , Audrey Huang , Akshay Krishnamurthy , Nan Jiang

Importance sampling (IS) is often used to perform off-policy policy evaluation but is prone to several issues, especially when the behavior policy is unknown and must be estimated from data. Significant differences between the target and…

Machine Learning · Computer Science 2021-11-23 Anton Matsson , Fredrik D. Johansson

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

NOTE: This preprint has a flawed theoretical formulation. Please avoid it and refer to the ICLR22 publication https://openreview.net/forum?id=q7n2RngwOM. Also, arXiv:2109.15062 contains some new ideas on unobserved Confounding. As an…

Machine Learning · Statistics 2022-04-22 Pengzhou Wu , Kenji Fukumizu