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Compared to nonparametric estimators in the multivariate setting, kernel estimators for functional data models have a larger order of bias. This is problematic for constructing confidence regions or statistical tests since the bias might…

Statistics Theory · Mathematics 2025-11-21 Melanie Birke , Tim Greger

The instrumental variable (IV) approach is commonly used to infer causal effects in the presence of unmeasured confounding. Existing methods typically aim to estimate the mean causal effects, whereas a few other methods focus on quantile…

Methodology · Statistics 2025-03-13 Anastasiia Holovchak , Sorawit Saengkyongam , Nicolai Meinshausen , Xinwei Shen

Causal inference from observational data requires assumptions. These assumptions range from measuring confounders to identifying instruments. Traditionally, causal inference assumptions have focused on estimation of effects for a single…

Machine Learning · Statistics 2019-03-04 Rajesh Ranganath , Adler Perotte

Most work in causal inference considers deterministic interventions that set each unit's treatment to some fixed value. However, under positivity violations these interventions can lead to non-identification, inefficiency, and effects with…

Methodology · Statistics 2018-06-20 Edward H. Kennedy

Instrumental variables are widely used in econometrics and epidemiology for identifying and estimating causal effects when an exposure of interest is confounded by unmeasured factors. Despite this popularity, the assumptions invoked to…

Methodology · Statistics 2024-02-15 Alexander W. Levis , Edward H. Kennedy , Luke Keele

Estimating the causal effects of an intervention in the presence of confounding is a frequently occurring problem in applications such as medicine. The task is challenging since there may be multiple confounding factors, some of which may…

Methodology · Statistics 2018-11-28 Sonali Parbhoo , Mario Wieser , Volker Roth

We study prediction-powered conditional inference in the setting where labeled data are scarce, unlabeled covariates are abundant, and a black-box machine-learning predictor is available. The goal is to perform statistical inference on…

Machine Learning · Statistics 2026-03-09 Yang Sui , Jin Zhou , Hua Zhou , Xiaowu Dai

Independence testing plays a central role in statistical and causal inference from observational data. Standard independence tests assume that the data samples are independent and identically distributed (i.i.d.) but that assumption is…

Machine Learning · Statistics 2022-07-04 Ragib Ahsan , Zahra Fatemi , David Arbour , Elena Zheleva

We consider a longitudinal data structure consisting of baseline covariates, time-varying treatment variables, intermediate time-dependent covariates, and a possibly time dependent outcome. Previous studies have shown that estimating the…

Statistics Theory · Mathematics 2018-10-09 Linh Tran , Maya Petersen , Joshua Schwab , Mark J van der Laan

Learning causal relationships is a fundamental problem in science. Anchor regression has been developed to address this problem for a large class of causal graphical models, though the relationships between the variables are assumed to be…

Machine Learning · Statistics 2022-11-01 Wenqi Shi , Wenkai Xu

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

Linear regression with measurement error in the covariates is a heavily studied topic, however, the statistics/econometrics literature is almost silent to estimating a multi-equation model with measurement error. This paper considers a…

Methodology · Statistics 2020-06-15 Georges Bresson , Anoop Chaturvedi , Mohammad Arshad Rahman , Shalabh

Recent critiques of Physics Education Research (PER) studies have revoiced the critical issues when drawing causal inferences from observational data where no intervention is present. In response to a call for a "causal reasoning primer",…

Methodology · Statistics 2023-05-25 Vidushi Adlakha , Eric Kuo

We introduce Matched Machine Learning, a framework that combines the flexibility of machine learning black boxes with the interpretability of matching, a longstanding tool in observational causal inference. Interpretability is paramount in…

Methodology · Statistics 2023-04-05 Marco Morucci , Cynthia Rudin , Alexander Volfovsky

Estimating the causal effect of an exposure on an outcome is an important task in many economical and biological studies. Mendelian randomization, in particular, uses genetic variants as instruments to estimate causal effects in…

Methodology · Statistics 2017-06-06 Sai Li

Causal inference, estimating causal effects from observational data, is a fundamental tool in many disciplines. Of particular importance across a variety of domains is the continuous treatment setting, where the variable of intervention has…

Machine Learning · Computer Science 2026-05-15 Christopher Stith , Medha Barath , Vahid Balazadeh , Jesse C. Cresswell , Rahul G. Krishnan

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

In this study, a scalable online kernel learning framework is proposed for estimating bidirectional causal effects in systems characterized by mutual dependence and heteroskedasticity. Traditional causal inference often focuses on…

Machine Learning · Statistics 2025-11-24 Masahiro Tanaka

The transition to prescriptive maintenance (PsM) in manufacturing is critically constrained by a dependence on predictive models. Such purely predictive models tend to capture statistical associations in the data without identifying the…

Artificial Intelligence · Computer Science 2026-03-10 Felix Saretzky , Lucas Andersen , Thomas Engel , Fazel Ansari

Instrumental variable models allow us to identify a causal function between covariates $X$ and a response $Y$, even in the presence of unobserved confounding. Most of the existing estimators assume that the error term in the response $Y$…

Machine Learning · Statistics 2022-09-23 Sorawit Saengkyongam , Leonard Henckel , Niklas Pfister , Jonas Peters