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We propose a novel framework for synthesizing counterfactual treatment group data in a target site by integrating full treatment and control group data from a source site with control group data from the target. Departing from conventional…

Methodology · Statistics 2025-11-14 Borna Bateni , Yubai Yuan , Qi Xu , Annie Qu

Large language models (LLMs) need reliable test-time control of hallucinations. Existing conformal methods for LLMs typically provide only \emph{marginal} guarantees and rely on a single global threshold, which can under-cover hard prompts,…

Machine Learning · Computer Science 2026-03-31 Kai Ye , Qingtao Pan , Shuo Li

We investigate generically applicable and intuitively appealing prediction intervals based on $k$-fold cross validation. We focus on the conditional coverage probability of the proposed intervals, given the observations in the training…

Statistics Theory · Mathematics 2022-05-13 Lukas Steinberger , Hannes Leeb

Unobserved confounding is one of the main challenges when estimating causal effects. We propose a causal reduction method that, given a causal model, replaces an arbitrary number of possibly high-dimensional latent confounders with a single…

Machine Learning · Statistics 2023-02-24 Maximilian Ilse , Patrick Forré , Max Welling , Joris M. Mooij

We bound features of counterfactual choices in the nonparametric random utility model of demand, i.e. if observable choices are repeated cross-sections and one allows for unrestricted, unobserved heterogeneity. In this setting, tight bounds…

Econometrics · Economics 2019-05-21 Yuichi Kitamura , Jörg Stoye

We investigate the task of estimating the conditional average causal effect of treatment-dosage pairs from a combination of observational data and assumptions on the causal relationships in the underlying system. This has been a…

Machine Learning · Computer Science 2022-05-31 Alexis Bellot , Anish Dhir , Giulia Prando

In high-dimensional regression modelling, the number of candidate covariates to be included in the predictor is quite large, and variable selection is crucial. In this work, we propose a new penalty able to guarantee both sparse variable…

Methodology · Statistics 2022-12-19 Daniele Cuntrera , Luigi Augugliaro , Vito M. R. Muggeo

Nonseparable panel models are important in a variety of economic settings, including discrete choice. This paper gives identification and estimation results for nonseparable models under time homogeneity conditions that are like "time is…

Methodology · Statistics 2018-01-08 Victor Chernozhukov , Ivan Fernandez-Val , Jinyong Hahn , Whitney Newey

We consider the problem of extrapolating treatment effects across heterogeneous populations (``sites"/``contexts"). We consider an idealized scenario in which the researcher observes cross-sectional data for a large number of units across…

Econometrics · Economics 2025-10-03 Konrad Menzel

Treatment effects can be estimated from observational data as the difference in potential outcomes. In this paper, we address the challenge of estimating the potential outcome when treatment-dose levels can vary continuously over time.…

Machine Learning · Statistics 2017-11-07 Hossein Soleimani , Adarsh Subbaswamy , Suchi Saria

The problem of missingness in observational data is ubiquitous. When the confounders are missing at random, multiple imputation is commonly used; however, the method requires congeniality conditions for valid inferences, which may not be…

Methodology · Statistics 2020-07-10 Nathan Corder , Shu Yang

When the performance of a machine learning model varies over groups defined by sensitive attributes (e.g., gender or ethnicity), the performance disparity can be expressed in terms of the probability distributions of the input and output…

Machine Learning · Computer Science 2019-05-20 Hao Wang , Berk Ustun , Flavio P. Calmon

This article reviews recent advances in fixed effect estimation of panel data models for long panels, where the number of time periods is relatively large. We focus on semiparametric models with unobserved individual and time effects, where…

Econometrics · Economics 2018-03-29 Iván Fernández-Val , Martin Weidner

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

We consider the problem of constructing diffusion operators high dimensional data $X$ to address counterfactual functions $F$, such as individualized treatment effectiveness. We propose and construct a new diffusion metric $K_F$ that…

Machine Learning · Statistics 2017-04-13 Alexander Cloninger

We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…

Econometrics · Economics 2024-07-24 Undral Byambadalai , Tatsushi Oka , Shota Yasui

While methods for measuring and correcting differential performance in risk prediction models have proliferated in recent years, most existing techniques can only be used to assess fairness across relatively large subgroups. The purpose of…

Methodology · Statistics 2024-01-30 Solvejg Wastvedt , Jared D Huling , Julian Wolfson

We propose a novel method for predicting time-to-event in the presence of cure fractions based on flexible survivals models integrated into a deep neural network framework. Our approach allows for non-linear relationships and…

Machine Learning · Statistics 2024-11-11 Victor Medina-Olivares , Stefan Lessmann , Nadja Klein

Policy interventions can spill over to units of a population that are not directly exposed to the policy but are geographically close to the units receiving the intervention. In recent work, investigations of spillover effects on…

Methodology · Statistics 2023-03-14 Youjin Lee , Gary Hettinger , Nandita Mitra

Counterfactual explanations methods provide an important tool in the field of {interpretable machine learning}. Recent advances in this direction have focused on diffusion models to explain a deep classifier. However, these techniques have…

Machine Learning · Computer Science 2025-09-03 Wei Zhang , Brian Barr , John Paisley