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We propose plug-in (PI) and double machine learning (DML) estimators of average treatment effect (ATE), average treatment effect on the treated (ATET) and local average treatment effect (LATE) in the multivariate sample selection model with…
Average Treatment Effect (ATE) estimation is a well-studied problem in causal inference. However, it does not necessarily capture the heterogeneity in the data, and several approaches have been proposed to tackle the issue, including…
This study designs an adaptive experiment for efficiently estimating average treatment effects (ATEs). In each round of our adaptive experiment, an experimenter sequentially samples an experimental unit, assigns a treatment, and observes…
In this paper, we propose a data-adaptive empirical likelihood-based approach for treatment effect estimation and inference, which overcomes the obstacle of the traditional empirical likelihood-based approaches in the high-dimensional…
In streaming platforms churn is extremely costly, yet A/B tests are typically evaluated using outcomes observed within a limited experimental horizon. Even when both short- and predicted long-term engagement metrics are considered, they may…
While sample sizes in randomized clinical trials are large enough to estimate the average treatment effect well, they are often insufficient for estimation of treatment-covariate interactions critical to studying data-driven precision…
In certain privacy-sensitive scenarios within fields such as clinical trial simulations, federated learning, and distributed learning, researchers often face the challenge of estimating correlations between variables without access to…
We often seek to estimate the causal effect of an exposure on a particular outcome in both randomized and observational settings. One such estimation method is the covariate-adjusted residuals estimator, which was designed for individually…
There has been a growing interest in covariate adjustment in the analysis of randomized controlled trials in past years. For instance, the U.S. Food and Drug Administration recently issued guidance that emphasizes the importance of…
The Average Treatment Effect (ATE) is a global measure of the effectiveness of an experimental treatment intervention. Classical methods of its estimation either ignore relevant covariates or do not fully exploit them. Moreover, past work…
Randomized Controlled Trials (RCT) are the current gold standards to empirically measure the effect of a new drug. However, they may be of limited size and resorting to complementary non-randomized data, referred to as observational, is…
In empirical studies with time-to-event outcomes, investigators often leverage observational data to conduct causal inference on the effect of exposure when randomized controlled trial data is unavailable. Model misspecification and lack of…
When analyzing data from randomized clinical trials, covariate adjustment can be used to account for chance imbalance in baseline covariates and to increase precision of the treatment effect estimate. A practical barrier to covariate…
The micro-randomized trial (MRT) is an experimental design that can be used to develop optimal mobile health interventions. In MRTs, interventions in the form of notifications or messages are sent through smart phones to individuals,…
We investigate the problem of estimating the average treatment effect (ATE) under a very general setup where the covariates can be high-dimensional, highly correlated, and can have sparse nonlinear effects on the propensity and outcome…
Causal inference from observational data requires untestable identification assumptions. If these assumptions apply, machine learning (ML) methods can be used to study complex forms of causal effect heterogeneity. Recently, several ML…
We develop flexible, semiparametric estimators of the average treatment effect (ATE) transported to a new population ("target population") that offer potential efficiency gains. Transport may be of value when the ATE may differ across…
Clinical machine learning applications are often plagued with confounders that are clinically irrelevant, but can still artificially boost the predictive performance of the algorithms. Confounding is especially problematic in mobile health…
This paper develops a flexible method for decreasing the variance of estimators for complex experiment effect metrics (e.g. ratio metrics) while retaining asymptotic unbiasedness. This method uses the auxiliary information about the…
Machine learning can help personalized decision support by learning models to predict individual treatment effects (ITE). This work studies the reliability of prediction-based decision-making in a task of deciding which action $a$ to take…