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Data-driven methods that detect anomalies in times series data are ubiquitous in practice, but they are in general unable to provide helpful explanations for the predictions they make. In this work we propose a model-agnostic algorithm that…

In this paper we review an approach to estimating the causal effect of a time-varying treatment on time to some event of interest. This approach is designed for the situation where the treatment may have been repeatedly adapted to patient…

Statistics Theory · Mathematics 2007-06-13 J. J. Lok , R. D. Gill , A. W. van der Vaart , J. M. Robins

Motivated by an ongoing collaboration with clinical oncologists and pathologists, we develop a hybrid partial differential equation--ordinary differential equation (PDE--ODE) framework that captures (i) competition between susceptible and…

Analysis of PDEs · Mathematics 2026-01-26 Jiguang Yu , Louis Shuo Wang , Zonghao Liu , Jingfeng Liu

Estimating an individual's potential response to interventions from observational data is of high practical relevance for many domains, such as healthcare, public policy or economics. In this setting, it is often the case that combinations…

Machine Learning · Computer Science 2021-03-23 Sonali Parbhoo , Stefan Bauer , Patrick Schwab

We study the problem of inferring heterogeneous treatment effects from time-to-event data. While both the related problems of (i) estimating treatment effects for binary or continuous outcomes and (ii) predicting survival outcomes have been…

Machine Learning · Computer Science 2022-01-25 Alicia Curth , Changhee Lee , Mihaela van der Schaar

We introduce MCCE: Monte Carlo sampling of valid and realistic Counterfactual Explanations for tabular data, a novel counterfactual explanation method that generates on-manifold, actionable and valid counterfactuals by modeling the joint…

Machine Learning · Statistics 2024-01-26 Annabelle Redelmeier , Martin Jullum , Kjersti Aas , Anders Løland

Dosing models often use differential equations to model biological dynamics. Neural differential equations in particular can learn to predict the derivative of a process, which permits predictions at irregular points of time. However, this…

Machine Learning · Computer Science 2023-06-27 Stav Belogolovsky , Ido Greenberg , Danny Eytan , Shie Mannor

The capability of imagining internally with a mental model of the world is vitally important for human cognition. If a machine intelligent agent can learn a world model to create a "dream" environment, it can then internally ask what-if…

Machine Learning · Computer Science 2020-12-29 Minne Li , Mengyue Yang , Furui Liu , Xu Chen , Zhitang Chen , Jun Wang

Continuous-time models are a natural choice for irregular and asynchronous data. A central design choice is how to embed discrete observations into continuous time. Interpolation- and imputation-based embeddings reconstruct a continuous…

Machine Learning · Computer Science 2026-05-29 Benjamin Walker , Alexandre Bloch , Lingyi Yang , Sam Morley , Terry Lyons

Undertaking causal inference with observational data is incredibly useful across a wide range of tasks including the development of medical treatments, advertisements and marketing, and policy making. There are two significant challenges…

Machine Learning · Statistics 2022-01-19 Matthew James Vowels , Necati Cihan Camgoz , Richard Bowden

Controlled Direct Effect (CDE) is one of the causal estimands used to evaluate both exposure and mediation effects on an outcome. When there are unmeasured confounders existing between the mediator and the outcome, the ordinary…

Methodology · Statistics 2024-10-30 Shunichiro Orihara , Shinpei Imori , Kosuke Morikawa , Atsushi Goto , Masataka Taguri

Counterfactual explanation is a form of interpretable machine learning that generates perturbations on a sample to achieve the desired outcome. The generated samples can act as instructions to guide end users on how to observe the desired…

Machine Learning · Computer Science 2023-03-28 Tri Dung Duong , Qian Li , Guandong Xu

Measuring treatment effects in observational studies is challenging because of confounding bias. Confounding occurs when a variable affects both the treatment and the outcome. Traditional methods such as propensity score matching estimate…

Methodology · Statistics 2021-12-23 Bevan I. Smith , Charles Chimedza

Randomized trials and observational studies, more often than not, run over a certain period of time. The treatment effect evolves during this period which provides crucial insights into the treatment response and the long-term effects. Many…

Methodology · Statistics 2020-04-13 Shu Li , Peter Bühlmann

Counterfactual reasoning from logged data has become increasingly important for many applications such as web advertising or healthcare. In this paper, we address the problem of learning stochastic policies with continuous actions from the…

Machine Learning · Statistics 2025-02-24 Houssam Zenati , Alberto Bietti , Matthieu Martin , Eustache Diemert , Pierre Gaillard , Julien Mairal

Counterfactual Explanations (CEs) help address the question: How can the factors that influence the prediction of a predictive model be changed to achieve a more favorable outcome from a user's perspective? Thus, they bear the potential to…

Machine Learning · Computer Science 2023-11-27 Xuan Zhao , Klaus Broelemann , Gjergji Kasneci

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

Estimating the individual treatment effect (ITE) from observational data is meaningful and practical in healthcare. Existing work mainly relies on the strong ignorability assumption that no hidden confounders exist, which may lead to bias…

Methodology · Statistics 2020-12-16 Ruoqi Liu , Changchang Yin , Ping Zhang

Partial Differential Equations (PDEs) are the bedrock for modern computational sciences and engineering, and inherently computationally expensive. While PDE foundation models have shown much promise for simulating such complex…

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