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This paper considers the identification of treatment effects on conditional transition probabilities. We show that even under random assignment only the instantaneous average treatment effect is point identified. Since treated and control…

Econometrics · Economics 2017-09-27 Johan Vikström , Geert Ridder , Martin Weidner

In this paper, we address the anomaly detection problem where the objective is to find the anomalous processes among a given set of processes. To this end, the decision-making agent probes a subset of processes at every time instant and…

Machine Learning · Computer Science 2021-05-14 Geethu Joseph , Chen Zhong , M. Cenk Gursoy , Senem Velipasalar , Pramod K. Varshney

This study investigates an optimal consumption--investment problem in which the unobserved stock trend is modulated by a hidden Markov chain that represents different economic regimes. In the classical approach, the hidden state is…

Mathematical Finance · Quantitative Finance 2023-07-21 Kexin Chen , Hoi Ying Wong

Control variables are routinely treated as exogenous, yet in many empirical settings they are themselves endogenous. This creates a dilemma: omitting controls may leave the treatment endogenous, while including them may contaminate…

Econometrics · Economics 2026-02-25 Kaicheng Chen , Kyoo il Kim

A central task in the analysis of human movement behavior is to determine systematic patterns and differences across experimental conditions, participants and repetitions. This is possible because human movement is highly regular, being…

Applications · Statistics 2023-01-23 Lars Lau Raket , Britta Grimme , Gregor Schöner , Christian Igel , Bo Markussen

We study a general class of dynamic multi-agent decision problems with asymmetric information and non-strategic agents, which includes dynamic teams as a special case. When agents are non-strategic, an agent's strategy is known to the other…

Multiagent Systems · Computer Science 2018-12-05 Hamidreza Tavafoghi , Yi Ouyang , Demosthenis Teneketzis

Recent work has considered theoretical models for the behavior of agents with specific behavioral biases: rather than making decisions that optimize a given payoff function, the agent behaves inefficiently because its decisions suffer from…

Computer Science and Game Theory · Computer Science 2017-06-06 Jon Kleinberg , Sigal Oren , Manish Raghavan

We investigate opinion formation in a kinetic exchange opinion model, where opinions are represented by numbers in the real interval $[-1,1]$ and agents are typified by the individual degree of conviction about the opinion that they…

Physics and Society · Physics 2016-02-25 Allan R. Vieira , Celia Anteneodo , Nuno Crokidakis

We discovered secular trend bias in a drug effectiveness study for a recently approved drug. We compared treatment outcomes between patients who received the newly approved drug and patients exposed to the standard treatment. All patients…

Machine Learning · Computer Science 2018-08-21 Sharon Hensley Alford , Piyush Madan , Shilpa Mahatma , Italo Buleje , Yanyan Han , Fang Lu

The focus of disentanglement approaches has been on identifying independent factors of variation in data. However, the causal variables underlying real-world observations are often not statistically independent. In this work, we bridge the…

We develop a continuous-time peer-effect discrete choice model where peers that affect the preferences of a given agent are randomly selected based on their previous choices. We characterize the equilibrium behavior and study the empirical…

Econometrics · Economics 2025-11-27 Nail Kashaev , Natalia Lazzati

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

We characterize the identified sets of a wide range of stochastic choice models, including random utility, various models of boundedly-rational behavior, and dynamic discrete choice. In each of these settings, we show two distributions over…

Theoretical Economics · Economics 2026-02-24 Peter Caradonna , Christopher Turansick

An important task in drug development is to identify patients, which respond better or worse to an experimental treatment. Identifying predictive covariates, which influence the treatment effect and can be used to define subgroups of…

Methodology · Statistics 2018-11-27 Marius Thomas , Björn Bornkamp , Katja Ickstadt

We study an opinion dynamics model in which agents reach compromise via pairwise interactions. When the opinions of two agents are sufficiently close, they both acquire the average of their initial opinions; otherwise, they do not interact.…

Statistical Mechanics · Physics 2009-11-07 E. Ben-Naim , P. L. Krapivsky , S. Redner

Predictive models are often introduced to decision-making tasks under the rationale that they improve performance over an existing decision-making policy. However, it is challenging to compare predictive performance against an existing…

Machine Learning · Computer Science 2024-06-13 Luke Guerdan , Amanda Coston , Kenneth Holstein , Zhiwei Steven Wu

Comparisons of different treatments or production processes are the goals of a significant fraction of applied research. Unsurprisingly, two-sample problems play a main role in Statistics through natural questions such as `Is the the new…

Methodology · Statistics 2017-09-05 P. C. Álvarez-Esteban , E. del Barrio , J. A. Cuesta-Albertos , C. Matrán

Randomized trials are considered the gold standard for making informed decisions in medicine, yet they often lack generalizability to the patient populations in clinical practice. Observational studies, on the other hand, cover a broader…

Methodology · Statistics 2026-04-14 Piersilvio De Bartolomeis , Javier Abad , Konstantin Donhauser , Fanny Yang

Socio-psychological studies have identified a common phenomenon where an individual's public actions do not necessarily coincide with their private opinions, yet most existing models fail to capture the dynamic interplay between these two…

Social and Information Networks · Computer Science 2025-11-12 Chen Song , Vladimir Cvetkovic , Rong Su

In this paper we consider the modeling of opinion dynamics over time dependent large scale networks. A kinetic description of the agents' distribution over the evolving network is considered which combines an opinion update based on binary…

Numerical Analysis · Mathematics 2016-04-05 Giacomo Albi , Lorenzo Pareschi , Mattia Zanella
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