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The popularity of deep learning methods in the time series domain boosts interest in interpretability studies, including counterfactual (CF) methods. CF methods identify minimal changes in instances to alter the model predictions. Despite…

Machine Learning · Computer Science 2024-10-11 Ziwen Kan , Shahbaz Rezaei , Xin Liu

We introduce new inference procedures for counterfactual and synthetic control methods for policy evaluation. We recast the causal inference problem as a counterfactual prediction and a structural breaks testing problem. This allows us to…

Econometrics · Economics 2022-01-26 Victor Chernozhukov , Kaspar Wüthrich , Yinchu Zhu

Predicting counterfactual distributions in complex dynamical systems is essential for scientific modeling and decision-making in domains such as public health and medicine. However, existing methods often rely on point estimates or purely…

Machine Learning · Computer Science 2025-09-15 Wenhao Mu , Zhi Cao , Mehmed Uludag , Alexander Rodríguez

We consider the problem of distribution-free conditional predictive inference. Prior work has established that achieving exact finite-sample control of conditional coverage without distributional assumptions is impossible, in the sense that…

Methodology · Statistics 2025-09-29 Yonghoon Lee , Zhimei Ren

This research introduces a new constraint domain for reasoning about data with uncertainty. It extends convex modeling with the notion of p-box to gain additional quantifiable information on the data whereabouts. Unlike existing approaches,…

Logic in Computer Science · Computer Science 2014-05-19 Aya Saad

This paper studies the non-parametric estimation and uniform inference for the conditional quantile regression function (CQRF) with covariates exposed to measurement errors. We consider the case that the distribution of the measurement…

Methodology · Statistics 2025-04-03 Haoze Hou , Wei Huang , Zheng Zhang

This paper addresses a key limitation in existing counterfactual inference methods for Markov Decision Processes (MDPs). Current approaches assume a specific causal model to make counterfactuals identifiable. However, there are usually many…

Artificial Intelligence · Computer Science 2026-05-25 Jessica Lally , Milad Kazemi , Nicola Paoletti

We derive a formal, decision-based method for comparing the performance of counterfactual treatment regime predictions using the results of experiments that give relevant information on the distribution of treated outcomes. Our approach…

Methodology · Statistics 2019-07-24 Michael Gechter , Cyrus Samii , Rajeev Dehejia , Cristian Pop-Eleches

Estimating causal effects on time-to-event outcomes from observational data is particularly challenging due to censoring, limited sample sizes, and non-random treatment assignment. The need for answering such "when-if" questions--how the…

Machine Learning · Computer Science 2025-11-19 Jessy Xinyi Han , Devavrat Shah

This paper considers estimation and inference for heterogeneous counterfactual effects with high-dimensional data. We propose a novel robust score for debiased estimation of the unconditional quantile regression (Firpo, Fortin, and Lemieux,…

Econometrics · Economics 2022-02-25 Yuya Sasaki , Takuya Ura , Yichong Zhang

This article quantifies the uncertainty reduction achievable for \textit{counterfactual} estimand, and cautions against potential bias when the estimand uses Digital Twins. Posed by Neyman (1923a) who showed unbiased \textit{point…

Machine Learning · Statistics 2025-06-17 Xingya Wang , Yang Han , Yushi Liu , Szu-Yu Tang , Jason C. Hsu

This paper develops a unified identification framework for counterfactual analysis in incomplete models characterized by support and moment restrictions. I demonstrate that identifying structural parameters and conducting counterfactual…

Econometrics · Economics 2026-03-10 Lixiong Li

Causal inference quantifies cause-effect relationships by estimating counterfactual parameters from data. This entails using \emph{identification theory} to establish a link between counterfactual parameters of interest and distributions…

Machine Learning · Statistics 2020-04-17 Jaron J. R. Lee , Ilya Shpitser

Estimating counterfactual distributions under interventions is central to treatment risk assessment and counterfactual generation tasks. Existing approaches model the counterfactual distribution as a standalone generative target, without…

Machine Learning · Statistics 2026-05-11 Hugh Dance , Johnny Xi , Peter Orbanz , Benjamin Bloem-Reddy

Motivated by the gene co-expression pattern analysis, we propose a novel sample quantile-based contingency (squac) statistic to infer quantile associations conditioning on covariates. It features enhanced flexibility in handling variables…

Methodology · Statistics 2018-08-27 Jichun Xie , Ruosha Li

Counterfactual explanations are attracting significant attention due to the flourishing applications of machine learning models in consequential domains. A counterfactual plan consists of multiple possibilities to modify a given instance so…

Machine Learning · Computer Science 2022-04-12 Ngoc Bui , Duy Nguyen , Viet Anh Nguyen

The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…

Statistics Theory · Mathematics 2018-04-12 Stanislav Volgushev , Shih-Kang Chao , Guang Cheng

We study settings in which a researcher has an instrumental variable (IV) and seeks to evaluate the effects of a counterfactual policy that alters treatment assignment, such as a directive encouraging randomly assigned judges to release…

Econometrics · Economics 2026-03-16 Michal Kolesár , José Luis Montiel Olea , Jonathan Roth

We develop a general framework for the identification of counterfactual parameters in a class of nonlinear semiparametric panel models with fixed effects and time effects. Our method applies to models for discrete outcomes (e.g., two-way…

Econometrics · Economics 2023-11-07 Irene Botosaru , Chris Muris

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