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Selective labels are a common feature of consequential decision-making applications, referring to the lack of observed outcomes under one of the possible decisions. This paper reports work in progress on learning decision policies in the…

Machine Learning · Computer Science 2020-11-04 Dennis Wei

We study the problem of choosing optimal policy rules in uncertain environments using models that may be incomplete and/or partially identified. We consider a policymaker who wishes to choose a policy to maximize a particular counterfactual…

Econometrics · Economics 2020-12-22 Thomas M. Russell

Estimating the Individual Treatment Effect from observational data, defined as the difference between outcomes with and without treatment or intervention, while observing just one of both, is a challenging problems in causal learning. In…

Machine Learning · Computer Science 2020-05-07 Céline Beji , Michaël Bon , Florian Yger , Jamal Atif

This note discusses two recent studies on identification of individualized treatment rules using instrumental variables---Cui and Tchetgen Tchetgen (2020) and Qiu et al. (2020). It also proposes identifying assumptions that are alternative…

Econometrics · Economics 2020-10-16 Sukjin , Han

In the standard data analysis framework, data is collected (once and for all), and then data analysis is carried out. However, with the advancement of digital technology, decision-makers constantly analyze past data and generate new data…

Machine Learning · Statistics 2024-12-25 Jin Li , Ye Luo , Zigan Wang , Xiaowei Zhang

In survival contexts, substantial literature exists on estimating optimal treatment regimes, where treatments are assigned based on personal characteristics to maximize the survival probability. These methods assume that a set of covariates…

Methodology · Statistics 2025-07-24 Junwen Xia , Zishu Zhan , Jingxiao Zhang

This paper develops an empirical balancing approach for the estimation of treatment effects under two-sided noncompliance using a binary conditionally independent instrumental variable. The method weighs both treatment and outcome…

Econometrics · Economics 2020-07-10 Phillip Heiler

This paper aims to establish an entropy-regularized value-based reinforcement learning method that can ensure the monotonic improvement of policies at each policy update. Unlike previously proposed lower-bounds on policy improvement in…

Machine Learning · Computer Science 2020-08-26 Lingwei Zhu , Takamitsu Matsubara

This study proposes an end-to-end algorithm for policy learning in causal inference. We observe data consisting of covariates, treatment assignments, and outcomes, where only the outcome corresponding to the assigned treatment is observed.…

Econometrics · Economics 2025-12-30 Masahiro Kato

Social goods, such as healthcare, smart city, and information networks, often produce ordered event data in continuous time. The generative processes of these event data can be very complex, requiring flexible models to capture their…

Machine Learning · Computer Science 2020-12-29 Shuang Li , Shuai Xiao , Shixiang Zhu , Nan Du , Yao Xie , Le Song

This paper studies identification and inference of the welfare gain that results from switching from one policy (such as the status quo policy) to another policy. The welfare gain is not point identified in general when data are obtained…

Econometrics · Economics 2022-07-12 Undral Byambadalai

This paper considers identification and estimation of the causal effect of the time Z until a subject is treated on a survival outcome T. The treatment is not randomly assigned, T is randomly right censored by a random variable C and the…

Statistics Theory · Mathematics 2022-12-20 Jad Beyhum , Samuele Centorrino , Jean-Pierre Florens , Ingrid Van Keilegom

There are many economic contexts where the productivity and welfare performance of institutions and policies depend on who matches with whom. Examples include caseworkers and job seekers in job search assistance programs, medical doctors…

Econometrics · Economics 2025-07-21 Yagan Hazard , Toru Kitagawa

This paper studies the identifying power of an instrumental variable in the nonparametric heterogeneous treatment effect framework when a binary treatment is mismeasured and endogenous. Using a binary instrumental variable, I characterize…

Statistics Theory · Mathematics 2017-05-22 Takuya Ura

Traditional instrumental variable (IV) estimators face a fundamental constraint: they can only accommodate as many endogenous treatment variables as available instruments. This limitation becomes particularly challenging in settings where…

Machine Learning · Computer Science 2025-06-25 Shiangyi Lin , Hui Lan , Vasilis Syrgkanis

This paper proposes a framewrok for analyzing how the welfare effects of policy interventions are distributed across individuals when those effects are unobserved. Rather than focusing solely on average outcomes, the approach uses readily…

Econometrics · Economics 2025-12-25 Costas Lambros , Emerson Melo

Instrumental variable methods are widely used in medical and social science research to draw causal conclusions when the treatment and outcome are confounded by unmeasured confounding variables. One important feature of such studies is that…

Methodology · Statistics 2021-05-25 Bo Zhang , Siyu Heng , Emily J. MacKay , Ting Ye

In randomized trials involving multiple treatments, bivariate survival outcomes present significant analytical challenges for making decisions. This paper addresses the problem of deriving optimal individualized treatment rules to maximize…

Machine Learning · Statistics 2026-05-29 Kun Ren , Yifan Cui , Wen Su

There is an increasing interest in estimating heterogeneity in causal effects in randomized and observational studies. However, little research has been conducted to understand heterogeneity in an instrumental variables study. In this work,…

Methodology · Statistics 2021-01-20 Michael Johnson , Jiongyi Cao , Hyunseung Kang

Many robotic tasks are composed of a lot of temporally correlated sub-tasks in a highly complex environment. It is important to discover situational intentions and proper actions by deliberating on temporal abstractions to solve problems…

Machine Learning · Computer Science 2022-07-26 Se-Wook Yoo , Seung-Woo Seo