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Related papers: Counterfactual inference in sequential experiments

200 papers

We study a new model where the potential outcomes, corresponding to the values of a (possibly continuous) treatment, are linked through common factors. The factors can be estimated using a panel of regressors. We propose a procedure to…

Econometrics · Economics 2024-01-09 Jad Beyhum

Estimating the counterfactual outcome of treatment is essential for decision-making in public health and clinical science, among others. Often, treatments are administered in a sequential, time-varying manner, leading to an exponentially…

Machine Learning · Statistics 2024-07-16 Shenghao Wu , Wenbin Zhou , Minshuo Chen , Shixiang Zhu

Consider sensitivity analysis to assess the worst-case possible values of counterfactual outcome means and average treatment effects under sequential unmeasured confounding in a longitudinal study with time-varying treatments and…

Statistics Theory · Mathematics 2023-08-31 Zhiqiang Tan

The counterfactual distribution models the effect of the treatment in the untreated group. While most of the work focuses on the expected values of the treatment effect, one may be interested in the whole counterfactual distribution or…

Machine Learning · Statistics 2022-11-04 Diego Martinez-Taboada , Dino Sejdinovic

We consider the problem of efficient inference of the Average Treatment Effect in a sequential experiment where the policy governing the assignment of subjects to treatment or control can change over time. We first provide a central limit…

Machine Learning · Statistics 2024-03-05 Thomas Cook , Alan Mishler , Aaditya Ramdas

We address the problem of integrating data from multiple, possibly biased, observational and interventional studies, to eventually compute counterfactuals in structural causal models. We start from the case of a single observational dataset…

Artificial Intelligence · Computer Science 2023-03-17 Marco Zaffalon , Alessandro Antonucci , David Huber , Rafael Cabañas

This paper introduces a simple framework of counterfactual estimation for causal inference with time-series cross-sectional data, in which we estimate the average treatment effect on the treated by directly imputing counterfactual outcomes…

Methodology · Statistics 2022-08-16 Licheng Liu , Ye Wang , Yiqing Xu

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…

Machine Learning · Statistics 2021-03-04 Paidamoyo Chapfuwa , Serge Assaad , Shuxi Zeng , Michael J. Pencina , Lawrence Carin , Ricardo Henao

Given an observational study with $n$ independent but heterogeneous units, our goal is to learn the counterfactual distribution for each unit using only one $p$-dimensional sample per unit containing covariates, interventions, and outcomes.…

Machine Learning · Computer Science 2023-09-18 Abhin Shah , Raaz Dwivedi , Devavrat Shah , Gregory W. Wornell

We consider adaptive designs for a trial involving N individuals that we follow along T time steps. We allow for the variables of one individual to depend on its past and on the past of other individuals. Our goal is to learn a mean…

Statistics Theory · Mathematics 2021-01-20 Aurelien Bibaut , Maya Petersen , Nikos Vlassis , Maria Dimakopoulou , Mark van der Laan

Scientific researchers utilize randomized experiments to draw casual statements. Most early studies as well as current work on experiments with sequential intervention decisions has been focusing on estimating the causal effects among…

Methodology · Statistics 2022-07-27 Jingying Zeng

We study counterfactual regression, which aims to map input features to outcomes under hypothetical scenarios that differ from those observed in the data. This is particularly useful for decision-making when adapting to sudden shifts in…

Methodology · Statistics 2025-04-08 Kwangho Kim

We propose a framework for analyzing the sensitivity of counterfactuals to parametric assumptions about the distribution of latent variables in structural models. In particular, we derive bounds on counterfactuals as the distribution of…

Econometrics · Economics 2024-03-26 Timothy Christensen , Benjamin Connault

This research addresses the challenge of conducting interpretable causal inference between a binary treatment and its resulting outcome when not all confounders are known. Confounders are factors that have an influence on both the treatment…

Machine Learning · Computer Science 2023-10-24 Sohaib Kiani , Jared Barton , Jon Sushinsky , Lynda Heimbach , Bo Luo

Estimating counterfactual outcomes over time from observational data is relevant for many applications (e.g., personalized medicine). Yet, state-of-the-art methods build upon simple long short-term memory (LSTM) networks, thus rendering…

Machine Learning · Computer Science 2022-06-06 Valentyn Melnychuk , Dennis Frauen , Stefan Feuerriegel

Evaluating treatment effect heterogeneity widely informs treatment decision making. At the moment, much emphasis is placed on the estimation of the conditional average treatment effect via flexible machine learning algorithms. While these…

Methodology · Statistics 2021-05-07 Lihua Lei , Emmanuel J. Candès

Estimating an individual's counterfactual outcomes under interventions is a challenging task for traditional causal inference and supervised learning approaches when the outcome is high-dimensional (e.g. gene expressions, facial images) and…

Machine Learning · Computer Science 2025-03-19 Yulun Wu , Louie McConnell , Claudia Iriondo

In the context of treatment effect estimation, this paper proposes a new methodology to recover the counterfactual distribution when there is a single (or a few) treated unit and possibly a high-dimensional number of potential controls…

Econometrics · Economics 2023-09-08 Ricardo Masini

Dynamic prediction of causal effects under different treatment regimes conditional on an individual's characteristics and longitudinal history is an essential problem in precision medicine. This is challenging in practice because outcomes…

Methodology · Statistics 2023-03-07 Yizhen Xu , Jisoo Kim , Laura K. Hummers , Ami A. Shah , Scott Zeger

We propose a formal model for counterfactual estimation with unobserved confounding in "data-rich" settings, i.e., where there are a large number of units and a large number of measurements per unit. Our model provides a bridge between the…

Econometrics · Economics 2025-04-03 Alberto Abadie , Anish Agarwal , Devavrat Shah
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