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Causal effect estimation from observational data is a crucial but challenging task. Currently, only a limited number of data-driven causal effect estimation methods are available. These methods either provide only a bound estimation of the…

Methodology · Statistics 2020-11-10 Debo Cheng , Jiuyong Li , Lin Liu , Kui Yu , Thuc Duy Lee , Jixue Liu

Selecting causal inference models for estimating individualized treatment effects (ITE) from observational data presents a unique challenge since the counterfactual outcomes are never observed. The problem is challenged further in the…

Machine Learning · Computer Science 2021-02-15 Trent Kyono , Ioana Bica , Zhaozhi Qian , Mihaela van der Schaar

Inferring unbiased treatment effects has received widespread attention in the machine learning community. In recent years, our community has proposed numerous solutions in standard settings, high-dimensional treatment settings, and even…

Machine Learning · Computer Science 2024-03-19 Krzysztof Kacprzyk , Samuel Holt , Jeroen Berrevoets , Zhaozhi Qian , Mihaela van der Schaar

Querying causal effects from time-series data is important across various fields, including healthcare, economics, climate science, and epidemiology. However, this task becomes complex in the existence of time-varying latent confounders,…

Machine Learning · Computer Science 2024-11-28 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Thuc duy Le , Xudong Guo , Shichao Zhang

Personalized decision making requires the knowledge of potential outcomes under different treatments, and confidence intervals about the potential outcomes further enrich this decision-making process and improve its reliability in…

Machine Learning · Computer Science 2024-05-22 Zonghao Chen , Ruocheng Guo , Jean-François Ton , Yang Liu

We propose an approach to estimate the effect of multiple simultaneous interventions in the presence of hidden confounders. To overcome the problem of hidden confounding, we consider the setting where we have access to not only the…

Methodology · Statistics 2020-06-17 Sorawit Saengkyongam , Ricardo Silva

The treatment effects of medications play a key role in guiding medical prescriptions. They are usually assessed with randomized controlled trials (RCTs), which are expensive. Recently, large-scale electronic health records (EHRs) have…

Machine Learning · Statistics 2019-08-20 Linying Zhang , Yixin Wang , Anna Ostropolets , Jami J. Mulgrave , David M. Blei , George Hripcsak

Uncertainty in the estimation of the causal effect in observational studies is often due to unmeasured confounding, i.e., the presence of unobserved covariates linking treatments and outcomes. Instrumental Variables (IV) are commonly used…

Methodology · Statistics 2019-07-30 M. Usaid Awan , Yameng Liu , Marco Morucci , Sudeepa Roy , Cynthia Rudin , Alexander Volfovsky

Many treatment variables used in empirical applications nest multiple unobserved versions of a treatment. I show that instrumental variable (IV) estimands for the effect of a composite treatment are IV-specific weighted averages of effects…

General Economics · Economics 2022-11-24 Clint Harris

Temporal difference (TD) learning is a popular algorithm for policy evaluation in reinforcement learning, but the vanilla TD can substantially suffer from the inherent optimization variance. A variance reduced TD (VRTD) algorithm was…

Machine Learning · Computer Science 2020-01-13 Tengyu Xu , Zhe Wang , Yi Zhou , Yingbin Liang

Causal inference from longitudinal observational data is a challenging problem due to the difficulty in correctly identifying the time-dependent confounders, especially in the presence of latent time-dependent confounders. Instrumental…

Machine Learning · Computer Science 2023-12-13 Debo Cheng , Ziqi Xu , Jiuyong Li , Lin Liu , Jixue Liu , Wentao Gao , Thuc Duy Le

The estimation of individual treatment effects (ITE) focuses on predicting the outcome changes that result from a change in treatment. A fundamental challenge in observational data is that while we need to infer outcome differences under…

Machine Learning · Computer Science 2025-12-23 Zichuan Lin , Xiaokai Huang , Jiate Liu , Yuxuan Han , Jia Chen , Xiapeng Wu , Deheng Ye

Individuals often respond differently to identical treatments, and characterizing such variability in treatment response is an important aim in the practice of personalized medicine. In this article, we describe a non-parametric accelerated…

Methodology · Statistics 2017-06-22 Nicholas C. Henderson , Thomas A. Louis , Gary L. Rosner , Ravi Varadhan

Estimating treatment effects is crucial for personalized decision-making in medicine, but this task faces unique challenges in clinical practice. At training time, models for estimating treatment effects are typically trained on…

Machine Learning · Computer Science 2025-10-31 Yuchen Ma , Dennis Frauen , Jonas Schweisthal , Stefan Feuerriegel

We provide an approach to exploratory data analysis in matched observational studies with a single intervention and multiple endpoints. In such settings, the researcher would like to explore evidence for actual treatment effects among these…

Methodology · Statistics 2025-12-10 Mengqi Lin , Colin Fogarty

Observational data is increasingly used as a means for making individual-level causal predictions and intervention recommendations. The foremost challenge of causal inference from observational data is hidden confounding, whose presence…

Machine Learning · Statistics 2018-10-30 Nathan Kallus , Aahlad Manas Puli , Uri Shalit

The difference-in-differences (DID) method identifies the average treatment effects on the treated (ATT) under mainly the so-called parallel trends (PT) assumption. The most common and widely used approach to justify the PT assumption is…

Econometrics · Economics 2023-08-23 Kyunghoon Ban , Désiré Kédagni

In this study, we focus on estimating the heterogeneous treatment effect (HTE) for survival outcome. The outcome is subject to censoring and the number of covariates is high-dimensional. We utilize data from both the randomized controlled…

Methodology · Statistics 2025-03-21 Xin Ye , Shu Yang , Xiaofei Wang , Yanyan Liu

Unobserved confounding is one of the main challenges when estimating causal effects. We propose a causal reduction method that, given a causal model, replaces an arbitrary number of possibly high-dimensional latent confounders with a single…

Machine Learning · Statistics 2023-02-24 Maximilian Ilse , Patrick Forré , Max Welling , Joris M. Mooij

For settings with a binary treatment and a binary outcome, instrumental variables can be used to construct bounds on a causal treatment effect. With continuous outcomes, meaningful bounds are more difficult to obtain because the domain of…

Methodology · Statistics 2013-03-26 Tao Liu , Joseph W. Hogan
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