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Many policies involve dynamics in their treatment assignments, where individuals receive sequential interventions over multiple stages. We study estimation of an optimal dynamic treatment regime that guides the optimal treatment assignment…

Econometrics · Economics 2024-09-04 Shosei Sakaguchi

Empirical researchers and decision-makers spanning various domains frequently seek profound insights into the long-term impacts of interventions. While the significance of long-term outcomes is undeniable, an overemphasis on them may…

Machine Learning · Computer Science 2024-09-17 Peng Wu , Ziyu Shen , Feng Xie , Zhongyao Wang , Chunchen Liu , Yan Zeng

We present a new approach to the problems of evaluating and learning personalized decision policies from observational data of past contexts, decisions, and outcomes. Only the outcome of the enacted decision is available and the historical…

Machine Learning · Statistics 2019-06-04 Nathan Kallus

Problem definition: Mining for heterogeneous responses to an intervention is a crucial step for data-driven operations, for instance to personalize treatment or pricing. We investigate how to estimate price sensitivity from…

Methodology · Statistics 2025-01-08 Jean Pauphilet

This paper investigates how certain relationship between observed and counterfactual distributions serves as an identifying condition for treatment effects when the treatment is endogenous, and shows that this condition holds in a range of…

Econometrics · Economics 2023-11-28 Sukjin Han , Haiqing Xu

Dynamic treatment regimes are treatment allocations tailored to heterogeneous individuals. The optimal dynamic treatment regime is a regime that maximizes counterfactual welfare. We introduce a framework in which we can partially learn the…

Econometrics · Economics 2021-07-14 Sukjin Han

We study the estimation of distributional treatment effects in randomized experiments with imperfect compliance. When participants do not adhere to their assigned treatments, we leverage treatment assignment as an instrumental variable to…

Methodology · Statistics 2025-10-28 Undral Byambadalai , Tomu Hirata , Tatsushi Oka , Shota Yasui

For many kinds of interventions, such as a new advertisement, marketing intervention, or feature recommendation, it is important to target a specific subset of people for maximizing its benefits at minimum cost or potential harm. However, a…

Methodology · Statistics 2020-11-12 Yanbo Xu , Divyat Mahajan , Liz Manrao , Amit Sharma , Emre Kiciman

Reliable estimation of treatment effects from observational data is important in many disciplines such as medicine. However, estimation is challenging when unconfoundedness as a standard assumption in the causal inference literature is…

Machine Learning · Computer Science 2024-10-15 Jonas Schweisthal , Dennis Frauen , Maresa Schröder , Konstantin Hess , Niki Kilbertus , Stefan Feuerriegel

It has been frequently observed that Neyman orthogonality, the central device underlying double/debiased machine learning (Chernozhukov et al., 2018), and pathwise differentiability, a cornerstone concept from semiparametric theory, often…

Methodology · Statistics 2026-04-22 Yuxi Chen , Edward H. Kennedy , Sivaraman Balakrishnan

We propose a fair machine learning algorithm to model interpretable differences between observed and desired human decision-making, with the latter aimed at reducing disparity in a downstream outcome impacted by the human decision. Prior…

Machine Learning · Computer Science 2025-05-26 Pavan Ravishankar , Rushabh Shah , Daniel B. Neill

Multimodal imaging has transformed neuroscience research. While it presents unprecedented opportunities, it also imposes serious challenges. Particularly, it is difficult to combine the merits of the interpretability attributed to a simple…

Methodology · Statistics 2021-11-25 Xiaowu Dai , Lexin Li

We consider the estimation of treatment effects in settings when multiple treatments are assigned over time and treatments can have a causal effect on future outcomes or the state of the treated unit. We propose an extension of the…

Econometrics · Economics 2021-06-18 Greg Lewis , Vasilis Syrgkanis

This paper presents a general difference-in-differences framework for identifying path-dependent treatment effects when treatment histories are partially observed. We introduce a novel robust estimator that adjusts for missing histories…

Econometrics · Economics 2025-06-18 Akanksha Negi , Didier Nibbering

The regression discontinuity (RD) design is widely used for program evaluation with observational data. The primary focus of the existing literature has been the estimation of the local average treatment effect at the existing treatment…

Methodology · Statistics 2024-09-05 Yi Zhang , Eli Ben-Michael , Kosuke Imai

Estimating heterogeneous treatment effects across individuals has attracted growing attention as a statistical tool for performing critical decision-making. We propose a Bayesian inference framework that quantifies the uncertainty in…

Methodology · Statistics 2023-12-19 Shunsuke Horii , Yoichi Chikahara

In treatment allocation problems the individuals to be treated often arrive sequentially. We study a problem in which the policy maker is not only interested in the expected cumulative welfare but is also concerned about the…

Machine Learning · Statistics 2018-08-24 Anders Bredahl Kock , Martin Thyrsgaard

In several medical decision-making problems, such as antibiotic prescription, laboratory testing can provide precise indications for how a patient will respond to different treatment options. This enables us to "fully observe" all potential…

Machine Learning · Computer Science 2020-08-14 Soorajnath Boominathan , Michael Oberst , Helen Zhou , Sanjat Kanjilal , David Sontag

In most medical research, the average treatment effect is used to evaluate a treatment's performance. However, precision medicine requires knowledge of individual treatment effects: What is the difference between a unit's measurement under…

Computation · Statistics 2022-08-30 Mingyang Cai , Stef van Buuren , Gerko Vink

Estimating how a treatment affects units individually, known as heterogeneous treatment effect (HTE) estimation, is an essential part of decision-making and policy implementation. The accumulation of large amounts of data in many domains,…

Machine Learning · Computer Science 2022-06-28 Christopher Tran , Elena Zheleva