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Consider the problem of estimating the local average treatment effect with an instrument variable, where the instrument unconfoundedness holds after adjusting for a set of measured covariates. Several unknown functions of the covariates…

Methodology · Statistics 2020-09-22 Baoluo Sun , Zhiqiang Tan

This paper combines causal mediation analysis with double machine learning to control for observed confounders in a data-driven way under a selection-on-observables assumption in a high-dimensional setting. We consider the average indirect…

Econometrics · Economics 2021-02-17 Helmut Farbmacher , Martin Huber , Lukáš Lafférs , Henrika Langen , Martin Spindler

In this paper, we study causal inference when the treatment variable is an aggregation of multiple sub-treatment variables. Researchers often report marginal causal effects for the aggregated treatment, implicitly assuming that the target…

Econometrics · Economics 2026-01-08 Carolina Caetano , Gregorio Caetano , Brantly Callaway , Derek Dyal

Causal effect estimation from observational data is a crucial but challenging task. Currently, only a limited number of data-driven causal effect estimation methods are available. These methods either provide only a bound estimation of the…

Methodology · Statistics 2020-11-10 Debo Cheng , Jiuyong Li , Lin Liu , Kui Yu , Thuc Duy Lee , Jixue Liu

Causal inference is to estimate the causal effect in a causal relationship when intervention is applied. Precisely, in a causal model with binary interventions, i.e., control and treatment, the causal effect is simply the difference between…

Machine Learning · Computer Science 2022-07-19 Zhenyu Lu , Yurong Cheng , Mingjun Zhong , George Stoian , Ye Yuan , Guoren Wang

We study the problem of model selection in causal inference, specifically for conditional average treatment effect (CATE) estimation. Unlike machine learning, there is no perfect analogue of cross-validation for model selection as we do not…

Machine Learning · Computer Science 2024-04-30 Divyat Mahajan , Ioannis Mitliagkas , Brady Neal , Vasilis Syrgkanis

Causal effect estimation aims at estimating the Average Treatment Effect as well as the Conditional Average Treatment Effect of a treatment to an outcome from the available data. This knowledge is important in many safety-critical domains,…

Machine Learning · Statistics 2024-04-02 Niki Kiriakidou , Ioannis E. Livieris , Christos Diou

ML is playing an increasingly crucial role in estimating causal effects of treatments on outcomes from observational data. Many ML methods (`causal estimators') have been proposed for this task. All of these methods, as with any ML…

Machine Learning · Computer Science 2025-10-06 Damian Machlanski , Spyridon Samothrakis , Paul Clarke

Causal inference and the estimation of causal effects plays a central role in decision-making across many areas, including healthcare and economics. Estimating causal effects typically requires an estimator that is tailored to each problem…

Estimating causal interactions in complex dynamical systems is an important problem encountered in many fields of current science. While a theoretical solution for detecting the causal interactions has been previously formulated in the…

Data Analysis, Statistics and Probability · Physics 2020-01-20 Jakub Kořenek , Jaroslav Hlinka

In clinical settings, we often face the challenge of building prediction models based on small observational data sets. For example, such a data set might be from a medical center in a multi-center study. Differences between centers might…

Recommending the best course of action for an individual is a major application of individual-level causal effect estimation. This application is often needed in safety-critical domains such as healthcare, where estimating and communicating…

Machine Learning · Computer Science 2020-10-26 Andrew Jesson , Sören Mindermann , Uri Shalit , Yarin Gal

Learning individual-level causal effects from observational data, such as inferring the most effective medication for a specific patient, is a problem of growing importance for policy makers. The most important aspect of inferring causal…

Machine Learning · Statistics 2017-11-07 Christos Louizos , Uri Shalit , Joris Mooij , David Sontag , Richard Zemel , Max Welling

This paper explores the use of unstructured, multimodal data, namely text and images, in causal inference and treatment effect estimation. We propose a neural network architecture that is adapted to the double machine learning (DML)…

Machine Learning · Computer Science 2024-02-06 Sven Klaassen , Jan Teichert-Kluge , Philipp Bach , Victor Chernozhukov , Martin Spindler , Suhas Vijaykumar

Recent years have seen rapid progress at the intersection between causality and machine learning. Motivated by scientific applications involving high-dimensional data, in particular in biomedicine, we propose a deep neural architecture for…

Machine Learning · Computer Science 2022-12-12 Kai Lagemann , Christian Lagemann , Bernd Taschler , Sach Mukherjee

Deciding on an appropriate intervention requires a causal model of a treatment, the outcome, and potential mediators. Causal mediation analysis lets us distinguish between direct and indirect effects of the intervention, but has mostly been…

Machine Learning · Computer Science 2023-06-19 Çağlar Hızlı , ST John , Anne Juuti , Tuure Saarinen , Kirsi Pietiläinen , Pekka Marttinen

Bridging the gap between internal and external validity is crucial for heterogeneous treatment effect estimation. Randomised controlled trials (RCTs), favoured for their internal validity due to randomisation, often encounter challenges in…

Improving public policy is one of the key roles of governments, and they can do this in an evidence-based way using administrative data. Causal inference for observational data improves on current practice of using descriptive or predictive…

Applications · Statistics 2023-01-18 Elena Tartaglia , Peter Rankin

The most widely discussed methods for estimating the Average Causal Effect/Average Treatment Effect are those for intervention in discrete binary variables whose value represents intervention/non-intervention groups. On the other hand,…

Machine Learning · Statistics 2022-03-21 Yoshiaki Kitazawa

Causal inference is best understood using potential outcomes. This use is particularly important in more complex settings, that is, observational studies or randomized experiments with complications such as noncompliance. The topic of this…

Statistics Theory · Mathematics 2007-06-13 Donald B. Rubin