Related papers: Proximal Causal Learning with Kernels: Two-Stage E…

We propose estimators based on kernel ridge regression for nonparametric causal functions such as dose, heterogeneous, and incremental response curves. Treatment and covariates may be discrete or continuous in general spaces. Due to a…

We investigate the estimation of the causal effect of a treatment variable on an outcome in the presence of a latent confounder. We first show that the causal effect is identifiable under certain conditions when data is available from…

Identifying causal effects is a key problem of interest across many disciplines. The two long-standing approaches to estimate causal effects are observational and experimental (randomized) studies. Observational studies can suffer from…

Many problems in causal inference and economics can be formulated in the framework of conditional moment models, which characterize the target function through a collection of conditional moment restrictions. For nonparametric conditional…

Due to the challenge posed by multi-source and heterogeneous data collected from diverse environments, causal relationships among features can exhibit variations influenced by different time spans, regions, or strategies. This diversity…

In this paper, we address the challenge of performing counterfactual inference with observational data via Bayesian nonparametric regression adjustment, with a focus on high-dimensional settings featuring multiple actions and multiple…

Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis of regression estimators under nonlinear dependencies remains…

We consider a class of learning problems in which an agent liquidates a risky asset while creating both transient price impact driven by an unknown convolution propagator and linear temporary price impact with an unknown parameter. We…

Estimating causal effects from nonexperimental data is a fundamental problem in many fields of science. A key component of this task is selecting an appropriate set of covariates for confounding adjustment to avoid bias. Most existing…

Moment restrictions and their conditional counterparts emerge in many areas of machine learning and statistics ranging from causal inference to reinforcement learning. Estimators for these tasks, generally called methods of moments, include…

Doubly robust estimators of causal effects are a popular means of estimating causal effects. Such estimators combine an estimate of the conditional mean of the outcome given treatment and confounders (the so-called outcome regression) with…

Estimating long-term causal effects by combining long-term observational and short-term experimental data is a crucial but challenging problem in many real-world scenarios. In existing methods, several ideal assumptions, e.g. latent…

We consider the problem of estimating a causal effect in a multi-domain setting. The causal effect of interest is confounded by an unobserved confounder and can change between the different domains. We assume that we have access to a proxy…

Proxy causal learning (PCL) is a method for estimating the causal effect of treatments on outcomes in the presence of unobserved confounding, using proxies (structured side information) for the confounder. This is achieved via two-stage…

A common concern when a policymaker draws causal inferences from and makes decisions based on observational data is that the measured covariates are insufficiently rich to account for all sources of confounding, i.e., the standard no…

Unobserved confounding is one of the main challenges when estimating causal effects. We propose a causal reduction method that, given a causal model, replaces an arbitrary number of possibly high-dimensional latent confounders with a single…

Flexible estimation of heterogeneous treatment effects lies at the heart of many statistical challenges, such as personalized medicine and optimal resource allocation. In this paper, we develop a general class of two-step algorithms for…

The attention mechanism is the key to large language models, and the attention matrix serves as an algorithmic and computational bottleneck for such a scheme. In this paper, we define two problems, motivated by designing fast algorithms for…

Discovering the complete set of causal relations among a group of variables is a challenging unsupervised learning problem. Often, this challenge is compounded by the fact that there are latent or hidden confounders. When only observational…

We develop a Bregman proximal gradient method for structure learning on linear structural causal models. While the problem is non-convex, has high curvature and is in fact NP-hard, Bregman gradient methods allow us to neutralize at least…