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Instrumental variable methods are widely used to address unmeasured confounding, yet much of the existing literature has focused on the binary instrument setting. Extensions to continuous instruments often impose strong parametric…

Methodology · Statistics 2025-08-12 Zhenghao Zeng , Alexander W. Levis , JungHo Lee , Edward H. Kennedy , Luke Keele

This chapter deals with kernel methods as a special class of techniques for surrogate modeling. Kernel methods have proven to be efficient in machine learning, pattern recognition and signal analysis due to their flexibility, excellent…

Numerical Analysis · Mathematics 2022-10-31 Gabriele Santin , Bernard Haasdonk

Estimating the effect of treatments from natural experiments, where treatments are pre-assigned, is an important and well-studied problem. We introduce a novel natural experiment dataset obtained from an early childhood literacy nonprofit.…

Machine Learning · Statistics 2024-09-10 R. Teal Witter , Christopher Musco

Surrogate models are used to reduce the burden of expensive-to-evaluate objective functions in optimization. By creating models which map genomes to objective values, these models can estimate the performance of unknown inputs, and so be…

Neural and Evolutionary Computing · Computer Science 2019-07-17 Alexander Hagg , Martin Zaefferer , Jörg Stork , Adam Gaier

High-dimensional covariates often admit linear factor structure. To effectively screen correlated covariates in high-dimension, we propose a conditional variable screening test based on non-parametric regression using neural networks due to…

Econometrics · Economics 2024-08-21 Jianqing Fan , Weining Wang , Yue Zhao

To investigate causal mechanisms, causal mediation analysis decomposes the total treatment effect into the natural direct and indirect effects. This paper examines the estimation of the direct and indirect effects in a general treatment…

Statistics Theory · Mathematics 2024-01-24 Lukang Huang , Wei Huang , Oliver Linton , Zheng Zhang

In climate systems, physiological models, optics, and many more, surrogate models are developed to reconstruct chaotic dynamical systems. We introduce four data-driven measures using global attractor properties to evaluate the quality of…

Computational Physics · Physics 2025-06-12 Luci Fumagalli , Kathy Lüdge , Jana de Wiljes , Heikki Haario , Lina Jaurigue

This paper provides robust estimators and efficient inference of causal effects involving multiple interacting mediators. Most existing works either impose a linear model assumption among the mediators or are restricted to handle…

Methodology · Statistics 2024-01-12 Haoyu Wei , Hengrui Cai , Chengchun Shi , Rui Song

We study the problem of model selection in causal inference, specifically for conditional average treatment effect (CATE) estimation. Unlike machine learning, there is no perfect analogue of cross-validation for model selection as we do not…

Machine Learning · Computer Science 2024-04-30 Divyat Mahajan , Ioannis Mitliagkas , Brady Neal , Vasilis Syrgkanis

Completely randomized experiment is the gold standard for causal inference. When the covariate information for each experimental candidate is available, one typical way is to include them in covariate adjustments for more accurate treatment…

Methodology · Statistics 2025-06-10 Xin Lu , Fan Yang , Yuhao Wang

Despite the recent progress in hyperparameter optimization (HPO), available benchmarks that resemble real-world scenarios consist of a few and very large problem instances that are expensive to solve. This blocks researchers and…

Machine Learning · Computer Science 2019-11-26 Aaron Klein , Zhenwen Dai , Frank Hutter , Neil Lawrence , Javier Gonzalez

The increasing use of stochastic models for describing complex phenomena warrants surrogate models that capture the reference model characteristics at a fraction of the computational cost, foregoing potentially expensive Monte Carlo…

Machine Learning · Computer Science 2024-06-10 Neil Kichler , Sher Afghan , Uwe Naumann

Most work in causal inference considers deterministic interventions that set each unit's treatment to some fixed value. However, under positivity violations these interventions can lead to non-identification, inefficiency, and effects with…

Methodology · Statistics 2018-06-20 Edward H. Kennedy

The optimization of algorithm (hyper-)parameters is crucial for achieving peak performance across a wide range of domains, ranging from deep neural networks to solvers for hard combinatorial problems. The resulting algorithm configuration…

Artificial Intelligence · Computer Science 2017-03-31 Katharina Eggensperger , Marius Lindauer , Holger H. Hoos , Frank Hutter , Kevin Leyton-Brown

Estimating treatment effects conditional on observed covariates can improve the ability to tailor treatments to particular individuals. Doing so effectively requires dealing with potential confounding, and also enough data to adequately…

Causal mediation analysis has historically been limited in two important ways: (i) a focus has traditionally been placed on binary treatments and static interventions, and (ii) direct and indirect effect decompositions have been pursued…

Methodology · Statistics 2022-01-13 Nima S. Hejazi , Kara E. Rudolph , Mark J. van der Laan , Iván Díaz

Agent-based modeling (ABM) is a powerful computational approach for studying complex biological and biomedical systems, yet its widespread use remains limited by significant computational demands. As models become increasingly…

Quantitative Methods · Quantitative Biology 2025-04-17 Kerri-Ann Norton , Daniel Bergman , Harsh Vardhan Jain , Trachette Jackson

Online media platforms often need to measure how frequently users are exposed to specific content attributes in order to evaluate trade-offs in A/B experiments. A direct approach is to sample content, label it using a high-quality rubric…

Applications · Statistics 2026-02-19 Zehao Xu , Tony Paek , Kevin O'Sullivan , Attila Dobi

Conditional effect estimation has great scientific and policy importance because interventions may impact subjects differently depending on their characteristics. Most research has focused on estimating the conditional average treatment…

Methodology · Statistics 2023-04-25 Alec McClean , Zach Branson , Edward H. Kennedy

Surrogate endpoints are often used in place of expensive, delayed, or rare true endpoints in clinical trials. However, regulatory authorities require thorough evaluation to accept these surrogate endpoints as reliable substitutes. One…