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Instrumental variables regression is a tool that is commonly used in the analysis of observational data. The instrumental variables are used to make causal inference about the effect of a certain exposure in the presence of unmeasured…

Methodology · Statistics 2023-09-07 Valentin Vancak , Arvid Sjölander

The instrumental-variables (IV) setting is standard for partial identification of causal effects when unobserved confounding makes point identification impossible. Existing approaches face methodological bottlenecks: closed-form bound…

Machine Learning · Computer Science 2026-05-14 Vahid Balazadeh , Hamidreza Kamkari , Medha Barath , Ricardo Silva , Rahul G. Krishnan

An individualized treatment rule (ITR) is a decision rule that aims to improve individual patients health outcomes by recommending optimal treatments according to patients specific information. In observational studies, collected data may…

Methodology · Statistics 2023-10-03 Zeyu Bian , Erica EM Moodie , Susan M Shortreed , Sylvie D Lambert , Sahir Bhatnagar

Learning a causal effect from observational data is not straightforward, as this is not possible without further assumptions. If hidden common causes between treatment $X$ and outcome $Y$ cannot be blocked by other measurements, one…

Machine Learning · Statistics 2015-11-10 Ricardo Silva , Shohei Shimizu

We develop algorithms for imitation learning from policy data that was corrupted by temporally correlated noise in expert actions. When noise affects multiple timesteps of recorded data, it can manifest as spurious correlations between…

Machine Learning · Computer Science 2022-02-04 Gokul Swamy , Sanjiban Choudhury , J. Andrew Bagnell , Zhiwei Steven Wu

The use of instrumental variables for estimating the effect of an exposure on an outcome is popular in econometrics, and increasingly so in epidemiology. This increasing popularity may be attributed to the natural occurrence of instrumental…

Methodology · Statistics 2016-08-03 T. Martinussen , S. Vansteelandt , E. J. Tchetgen Tchetgen , D. M. Zucker

We develop a Causal-Deep Neural Network (CDNN) model trained in two stages to infer causal impact estimates at an individual unit level. Using only the pre-treatment features in stage 1 in the absence of any treatment information, we learn…

Machine Learning · Computer Science 2022-01-24 Naveen Nair , Karthik S. Gurumoorthy , Dinesh Mandalapu

Pricing based on individual customer characteristics is widely used to maximize sellers' revenues. This work studies offline personalized pricing under endogeneity using an instrumental variable approach. Standard instrumental variable…

Methodology · Statistics 2023-02-27 Rui Miao , Zhengling Qi , Cong Shi , Lin Lin

We study instrumental variable regression in data rich environments. The goal is to estimate a linear model from many noisy covariates and many noisy instruments. Our key assumption is that true covariates and true instruments are…

Econometrics · Economics 2025-12-30 Isaac Meza , Rahul Singh

Time-frequency analysis is an important and challenging task in many applications. Fourier and wavelet analysis are two classic methods that have achieved remarkable success in many fields. However, they also exhibit limitations when…

Machine Learning · Computer Science 2024-10-25 Feng Zhou , Antonio Cicone , Haomin Zhou

This paper considers the instrumental variable quantile regression model (Chernozhukov and Hansen, 2005, 2013) with a binary endogenous treatment. It offers two identification results when the treatment status is not directly observed. The…

Methodology · Statistics 2021-02-24 Takuya Ura

Dynamic treatment regimes (DTRs) consist of a sequence of decision rules, one per stage of intervention, that finds effective treatments for individual patients according to patient information history. DTRs can be estimated from models…

Methodology · Statistics 2021-12-07 Zeyu Bian , Erica EM Moodie , Susan M Shortreed , Sahir Bhatnagar

Improving the robustness of neural nets in regression tasks is key to their application in multiple domains. Deep learning-based approaches aim to achieve this goal either by improving their prediction of specific values (i.e., point…

Machine Learning · Computer Science 2021-06-22 Eli Simhayev , Gilad Katz , Lior Rokach

We develop a framework for quantifying omitted variable bias (OVB) in nonlinear instrumental variable (IV) estimators, including the local average treatment effect (LATE), the LATE for the treated (LATT), and the partially linear IV model…

Econometrics · Economics 2026-04-07 Yu-Min Yen

Our goal is to provide a review of deep learning methods which provide insight into structured high-dimensional data. Rather than using shallow additive architectures common to most statistical models, deep learning uses layers of…

Machine Learning · Statistics 2023-10-11 Nick Polson , Vadim Sokolov

This paper studies the identification and estimation of the optimal linear approximation of a structural regression function. The parameter in the linear approximation is called the Optimal Linear Instrumental Variables Approximation…

Econometrics · Economics 2020-02-06 Juan Carlos Escanciano , Wei Li

Fine-grained image retrieval (FGIR) is to learn visual representations that distinguish visually similar objects while maintaining generalization. Existing methods propose to generate discriminative features, but rarely consider the…

Computer Vision and Pattern Recognition · Computer Science 2024-04-25 Xin Jiang , Hao Tang , Rui Yan , Jinhui Tang , Zechao Li

To estimate causal effects, analysts performing observational studies in health settings utilize several strategies to mitigate bias due to confounding by indication. There are two broad classes of approaches for these purposes: use of…

Methodology · Statistics 2023-05-01 Roy S. Zawadzki , Joshua D. Grill , Daniel L. Gillen

Sound Event Detection and Audio Classification tasks are traditionally addressed through time-frequency representations of audio signals such as spectrograms. However, the emergence of deep neural networks as efficient feature extractors…

Instrumental variable (IV) methods allow us the opportunity to address unmeasured confounding in causal inference. However, most IV methods are only applicable to discrete or continuous outcomes with very few IV methods for censored…

Methodology · Statistics 2020-09-30 Youjin Lee , Edward H. Kennedy , Nandita Mitra