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Uncertainty quantification for individual treatment effects (ITEs) is a daunting challenge in causal inference. Motivated by recent advances in conformal prediction, several works aim to construct distribution-free prediction sets for ITEs…

Methodology · Statistics 2026-05-07 Chongguang Tao , Zheng Zhou , Yuhong Yang

Randomized controlled trials are the standard method for estimating causal effects, ensuring sufficient statistical power and confidence through adequate sample sizes. However, achieving such sample sizes is often challenging. This study…

Methodology · Statistics 2025-03-28 Keisuke Hanada , Masahiro Kojima

Accurate prediction of outcomes is crucial for clinical decision-making and personalized patient care. Supervised machine learning algorithms, which are commonly used for outcome prediction in the medical domain, optimize for predictive…

Machine Learning · Computer Science 2026-02-09 Nithya Bhasker , Fiona R. Kolbinger , Susu Hu , Gitta Kutyniok , Stefanie Speidel

This paper develops a performant Bayesian approach to conditional average treatment effect (CATE) estimation in regression discontinuity designs (RDD), an increasingly prevalent form of quasi-experiment that facilitates causal inference.…

Methodology · Statistics 2026-05-18 Rafael Alcantara , P. Richard Hahn , Hedibert F. Lopes

Modern machine learning models with a large number of parameters often generalize well despite perfectly interpolating noisy training data - a phenomenon known as benign overfitting. A foundational explanation for this in linear…

Machine Learning · Statistics 2025-11-18 Yuta Kondo

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…

Methodology · Statistics 2013-11-05 Emil Pitkin , Richard Berk , Lawrence Brown , Andreas Buja , Ed George , Kai Zhang , Linda Zhao

Randomized trials typically estimate average relative treatment effects, but decisions on the benefit of a treatment are possibly better informed by more individualized predictions of the absolute treatment effect. In case of a binary…

Methodology · Statistics 2021-08-20 J Hoogland , J IntHout , M Belias , MM Rovers , RD Riley , FE Harrell , KGM Moons , TPA Debray , JB Reitsma

In randomized clinical trials, adjusting for baseline covariates can improve credibility and efficiency for demonstrating and quantifying treatment effects. This article studies the augmented inverse propensity weighted (AIPW) estimator,…

Methodology · Statistics 2024-03-27 Marlena S. Bannick , Jun Shao , Jingyi Liu , Yu Du , Yanyao Yi , Ting Ye

Inferring individualised treatment effects from observational data can unlock the potential for targeted interventions. It is, however, hard to infer these effects from observational data. One major problem that can arise is covariate shift…

Machine Learning · Computer Science 2024-04-25 Damian Machlanski , Spyros Samothrakis , Paul Clarke

We regularly consider answering counterfactual questions in practice, such as "Would people with diabetes take a turn for the better had they choose another medication?". Observational studies are growing in significance in answering such…

Machine Learning · Computer Science 2022-08-16 Guanglin Zhou , Lina Yao , Xiwei Xu , Chen Wang , Liming Zhu

Despite the increasing relevance of forecasting methods, causal implications of these algorithms remain largely unexplored. This is concerning considering that, even under simplifying assumptions such as causal sufficiency, the statistical…

Matching has become the mainstream in counterfactual inference, with which selection bias between sample groups can be significantly eliminated. However in practice, when estimating average treatment effect on the treated (ATT) via…

Econometrics · Economics 2022-06-14 Boyang You , Kerry Papps

Estimating conditional average treatment effects (CATE) from observational data involves modeling decisions that differ from supervised learning, particularly concerning how to regularize model complexity. Previous approaches can be grouped…

Machine Learning · Computer Science 2026-02-03 Zhongyuan Liang , Lars van der Laan , Ahmed Alaa

This study investigates the estimation and the statistical inference about Conditional Average Treatment Effects (CATEs), which have garnered attention as a metric representing individualized causal effects. In our data-generating process,…

Methodology · Statistics 2024-03-07 Masahiro Kato

Randomized controlled trials often enroll participants whose characteristics differ from those of a target population, which can limit the generalizability of the estimated treatment effects when effect modifiers differ across populations.…

Methodology · Statistics 2026-05-15 Lan Wen , Issa J. Dahabreh , Yu-Han Chiu

Conditional Average Treatment Effect (CATE) estimation in practice demands three properties simultaneously: heterogeneous effects $\tau(x)$, calibrated uncertainty over them, and robustness to the heavy tails that contaminate real outcome…

Machine Learning · Statistics 2026-05-01 Eichi Uehara

In this paper, we introduce a unified estimator to analyze various treatment effects in causal inference, including but not limited to the average treatment effect (ATE) and the quantile treatment effect (QTE). The proposed estimator is…

Methodology · Statistics 2025-03-31 Kuan-Hsun Wu , Li-Pang Chen

Decision-making across various fields, such as medicine, heavily relies on conditional average treatment effects (CATEs). Practitioners commonly make decisions by checking whether the estimated CATE is positive, even though the…

Machine Learning · Computer Science 2025-05-23 Dennis Frauen , Valentyn Melnychuk , Jonas Schweisthal , Mihaela van der Schaar , Stefan Feuerriegel

Efficiently and flexibly estimating treatment effect heterogeneity is an important task in a wide variety of settings ranging from medicine to marketing, and there are a considerable number of promising conditional average treatment effect…

Machine Learning · Statistics 2023-05-10 Erik Sverdrup , Yifan Cui

We investigate the finite sample performance of sample splitting, cross-fitting and averaging for the estimation of the conditional average treatment effect. Recently proposed methods, so-called meta-learners, make use of machine learning…

Methodology · Statistics 2020-08-27 Daniel Jacob
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