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We study off-policy evaluation in the setting of contextual bandits, where we aim to evaluate a new policy using historical data that consists of contexts, actions and received rewards. This historical data typically does not faithfully…

Machine Learning · Computer Science 2026-03-11 Rong J. B. Zhu

Estimating causal effects in the presence of spillover among individuals embedded within a social network is often challenging with missing information. The spillover effect is the effect of an intervention if a participant is not exposed…

Robot data collected in complex real-world scenarios are often biased due to safety concerns, human preferences, and mission or platform constraints. Consequently, robot learning from such observational data poses great challenges for…

Robotics · Computer Science 2022-10-18 Junhong Xu , Kai Yin , Jason M. Gregory , Lantao Liu

Contrasting marginal counterfactual survival curves across treatment arms is an effective and popular approach for inferring the causal effect of an intervention on a right-censored time-to-event outcome. A key challenge to drawing such…

Methodology · Statistics 2022-04-29 Andrew Ying , Yifan Cui , Eric J. Tchetgen Tchetgen

Hazard ratios are frequently reported in time-to-event and epidemiological studies to assess treatment effects. In observational studies, the combination of propensity score weights with the Cox proportional hazards model facilitates the…

Methodology · Statistics 2024-02-14 Guilherme W. F. Barros , Jenny Häggström

We consider the situation of estimating Cox regression in which some covariates are subject to missing, and there exists additional information (including observed event time, censoring indicator and fully observed covariates) which may be…

Methodology · Statistics 2017-10-16 Chiu-Hsieh Hsu , Mandi Yu

We revisit the problem of estimating the local average treatment effect (LATE) and the local average treatment effect on the treated (LATT) when control variables are available, either to render the instrumental variable (IV) suitably…

Econometrics · Economics 2022-11-16 Tymon Słoczyński , S. Derya Uysal , Jeffrey M. Wooldridge

Doubly robust (DR) estimation is a crucial technique in causal inference and missing data problems. We propose a novel Propensity score Augmentved Doubly robust (PAD) estimator to enhance the commonly used DR estimator for average treatment…

Methodology · Statistics 2023-04-18 Liangbo Lyu , Molei Liu

When constructing models to summarize clinical data to be used for simulations, it is good practice to evaluate the models for their capacity to reproduce the data. This can be done by means of Visual Predictive Checks (VPC), which consist…

Applications · Statistics 2021-05-06 Christian Bartels , Thomas Dumortier

Examples of "doubly robust" estimator for missing data include augmented inverse probability weighting (AIPWT) models (Robins et al., 1994) and penalized splines of propensity prediction (PSPP) models (Zhang and Little, 2009). Doubly-robust…

Applications · Statistics 2025-09-16 Yaoyuan V. Tan , Carol A. C. Flannagan , Michael R. Elliott

Clone-censor-weighting (CCW) is an analytic method for studying treatment regimens that are indistinguishable from one another at baseline without relying on landmark dates or creating immortal person time. One particularly interesting CCW…

Methodology · Statistics 2024-04-24 Michael Webster-Clark , Yi Li , Sophie Dell Aniello , Robert W. Platt

Inverse Probability Weighting (IPW) is widely used in empirical work in economics and other disciplines. As Gaussian approximations perform poorly in the presence of "small denominators," trimming is routinely employed as a regularization…

Econometrics · Economics 2019-05-28 Xinwei Ma , Jingshen Wang

The inverse probability weighting (IPW) method is used to handle attrition in association analyses derived from cohort studies. It consists in weighting the respondents at a given follow-up by their inverse probability to participate.…

Applications · Statistics 2021-05-05 Marie-Astrid Metten , Nathalie Costet , J. -F. Viel , Guillaume Chauvet

Assigning importance weights to adversarial data has achieved great success in training adversarially robust networks under limited model capacity. However, existing instance-reweighted adversarial training (AT) methods heavily depend on…

Machine Learning · Computer Science 2023-08-02 Daouda Sow , Sen Lin , Zhangyang Wang , Yingbin Liang

The case-cohort design is a commonly used cost-effective sampling strategy for large cohort studies, where some covariates are expensive to measure or obtain. In this paper, we consider regression analysis under a case-cohort study with…

Methodology · Statistics 2023-10-24 Qingning Zhou , Kin Yau Wong

There are now many options for doubly robust estimation; however, there is a concerning trend in the applied literature to believe that the combination of a propensity score and an adjusted outcome model automatically results in a doubly…

Covariate imbalance between treatment groups makes it difficult to compare cumulative incidence curves in competing risk analyses. In this paper we discuss different methods to estimate adjusted cumulative incidence curves including inverse…

A key methodological challenge in observational studies with interference between units is twofold: (1) each unit's outcome may depend on many others' treatments, and (2) treatment assignments may exhibit complex dependencies across units.…

Methodology · Statistics 2025-12-17 Souhardya Sengupta , Kosuke Imai , Georgia Papadogeorgou

In this work, we study the estimation of treatment duration effects in observational survival data, where treatment and covariate histories evolve over time and longer observed durations are only attainable among individuals who remain…

Estimating the average treatment causal effect in clustered data often involves dealing with unmeasured cluster-specific confounding variables. Such variables may be correlated with the measured unit covariates and outcome. When the…

Methodology · Statistics 2018-08-07 Zhulin He