Related papers: Semiparametric counterfactual density estimation
We propose a way of transforming the problem of conditional density estimation into a single nonparametric regression task via the introduction of auxiliary samples. This allows leveraging regression methods that work well in high…
This paper considers the practically important case of nonparametrically estimating heterogeneous average treatment effects that vary with a limited number of discrete and continuous covariates in a selection-on-observables framework where…
We consider nonparametric measurement error density deconvolution subject to heteroscedastic measurement errors as well as symmetry about zero and shape constraints, in particular unimodality. The problem is motivated by applications where…
In this work, we consider causal inference in various high-dimensional treatment settings, including for single multi-valued treatments and vector treatments with binary or continuous components, when the number of treatments can be…
Recently, there has been great interest in estimating the conditional average treatment effect using flexible machine learning methods. However, in practice, investigators often have working hypotheses about effect heterogeneity across…
This article examines density estimation by combining a parametric approach with a nonparametric factor. The plug-in parametric estimator is seen as a crude estimator of the true density and is adjusted by a nonparametric factor. The…
Answering counterfactual queries has important applications such as explainability, robustness, and fairness but is challenging when the causal variables are unobserved and the observations are non-linear mixtures of these latent variables,…
Structural Nested Mean Models (SNMMs) are useful for causal inference of treatment effects in longitudinal observational studies. Most existing works assume that the data are collected at pre-fixed time points for all subjects, which,…
Consider a setting with multiple units (e.g., individuals, cohorts, geographic locations) and outcomes (e.g., treatments, times, items), where the goal is to learn a multivariate distribution for each unit-outcome entry, such as the…
Difference-in-differences (DiD) is a cornerstone of causal inference, yet extending it to functional outcomes is not a routine scalar generalization; rather, it entails three fundamental challenges in identification, inference, and…
This invited paper proposes and discusses several Bayesian attempts at nonparametric and semiparametric density estimation. The main categories of these ideas are as follows: 1) Build a nonparametric prior around a given parametric model.…
Estimating heterogeneous treatment effects with machine learning has attracted substantial attention in both academic research and industrial practice. However, the two communities often evaluate models under markedly different conditions.…
In a multiple testing context, we consider a semiparametric mixture model with two components where one component is known and corresponds to the distribution of $p$-values under the null hypothesis and the other component $f$ is…
Many researchers have applied classical statistical decision theory to evaluate treatment choices and learn optimal policies. However, because this framework is based solely on realized outcomes under chosen decisions and ignores…
This article extends the widely-used synthetic controls estimator for evaluating causal effects of policy changes to quantile functions. The proposed method provides a geometrically faithful estimate of the entire counterfactual quantile…
Nonparametric random coefficient (RC)-density estimation has mostly been considered in the marginal density case under strict independence of RCs and covariates. This paper deals with the estimation of RC-densities conditional on a…
Understanding treatment effect heterogeneity is vital for scientific and policy research. However, identifying and evaluating heterogeneous treatment effects pose significant challenges due to the typically unknown subgroup structure.…
For many health conditions, there are highly efficacious treatment and prevention products. Maximizing their impact requires strategies that improve the reach of health screening in order to establish who could benefit. For example, HIV…
Balanced representation learning methods have been applied successfully to counterfactual inference from observational data. However, approaches that account for survival outcomes are relatively limited. Survival data are frequently…
We propose nonparametric identification and semiparametric estimation of joint potential outcome distributions in the presence of confounding. First, in settings with observed confounding, we derive tighter, covariate-informed bounds on the…