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Estimating long-term causal effects by combining long-term observational and short-term experimental data is a crucial but challenging problem in many real-world scenarios. In existing methods, several ideal assumptions, e.g. latent…

Machine Learning · Computer Science 2025-05-12 Ruichu Cai , Junjie Wan , Weilin Chen , Zeqin Yang , Zijian Li , Peng Zhen , Jiecheng Guo

Conditional effect estimation has great scientific and policy importance because interventions may impact subjects differently depending on their characteristics. Most research has focused on estimating the conditional average treatment…

Methodology · Statistics 2023-04-25 Alec McClean , Zach Branson , Edward H. Kennedy

In medical practice, treatments are selected based on the expected causal effects on patient outcomes. Here, the gold standard for estimating causal effects are randomized controlled trials; however, such trials are costly and sometimes…

Machine Learning · Statistics 2023-01-24 Dennis Frauen , Tobias Hatt , Valentyn Melnychuk , Stefan Feuerriegel

The conditional average treatment effect (CATE) is the best measure of individual causal effects given baseline covariates. However, the CATE only captures the (conditional) average, and can overlook risks and tail events, which are…

Machine Learning · Statistics 2025-06-05 Nathan Kallus , Miruna Oprescu

Many interventions are both beneficial to initiate and harmful to stop. Traditionally, to determine whether to deploy that intervention in a time-limited way depends on if, on average, the increase in the benefits of starting it outweigh…

In the context of having an instrumental variable, the standard practice in causal inference begins by targeting an effect of interest and proceeds by formulating assumptions enabling its identification. We turn this around by adhering to…

Statistics Theory · Mathematics 2026-05-25 Carlos García Meixide , Mark J. van der Laan

Estimating an individual treatment effect (ITE) is essential to personalized decision making. However, existing methods for estimating the ITE often rely on unconfoundedness, an assumption that is fundamentally untestable with observed…

Methodology · Statistics 2022-07-13 Mingzhang Yin , Claudia Shi , Yixin Wang , David M. Blei

We present new results on average causal effects in settings with unmeasured exposure-outcome confounding. Our results are motivated by a class of estimands, e.g., frequently of interest in medicine and public health, that are currently not…

Methodology · Statistics 2023-12-25 Lan Wen , Aaron L. Sarvet , Mats J. Stensrud

Economists are often interested in estimating averages with respect to distributions of unobservables, such as moments of individual fixed-effects, or average partial effects in discrete choice models. For such quantities, we propose and…

Econometrics · Economics 2021-09-07 Stéphane Bonhomme , Martin Weidner

Modeling distributions of covariates, or density estimation, is a core challenge in unsupervised learning. However, the majority of work only considers the joint distribution, which has limited utility in practical situations. A more…

Machine Learning · Computer Science 2021-10-28 Ryan R. Strauss , Junier B. Oliva

Causal inference from observational data provides strong evidence for the best action in decision-making without performing expensive randomized trials. The effect of an action is usually not identifiable under unobserved confounding, even…

Machine Learning · Computer Science 2026-02-02 Md Musfiqur Rahman , Ziwei Jiang , Hilaf Hasson , Murat Kocaoglu

The estimation of causal effects is a fundamental goal in the field of causal inference. However, it is challenging for various reasons. One reason is that the exposure (or treatment) is naturally continuous in many real-world scenarios.…

Methodology · Statistics 2023-12-01 Suhwan Bong , Kwonsang Lee

Data-driven societal event forecasting methods exploit relevant historical information to predict future events. These methods rely on historical labeled data and cannot accurately predict events when data are limited or of poor quality.…

Machine Learning · Computer Science 2021-12-13 Songgaojun Deng , Huzefa Rangwala , Yue Ning

Instrumental variables (IVs) are often continuous, arising in diverse fields such as economics, epidemiology, and the social sciences. Existing approaches for continuous IVs typically impose strong parametric models or assume homogeneous…

Methodology · Statistics 2025-10-17 Mei Dong , Lin Liu , Dingke Tang , Geoffrey Liu , Wei Xu , Linbo Wang

Learning the Individual Treatment Effect (ITE) is essential for personalized decision-making, yet causal inference has traditionally focused on aggregated treatment effects. While integrating conformal prediction with causal inference can…

Methodology · Statistics 2025-01-23 Chenyin Gao , Peter B. Gilbert , Larry Han

Intercurrent events (ICEs) and missing values are inevitable in clinical trials of any size and duration, making it difficult to assess the treatment effect for all patients in randomized clinical trials. Defining the appropriate estimand…

Applications · Statistics 2020-06-01 Yongming Qu , Junxiang Luo , Stephen J. Ruberg

In causal inference, and specifically in the \textit{Causes of Effects} problem, one is interested in how to use statistical evidence to understand causation in an individual case, and so how to assess the so-called {\em probability of…

Methodology · Statistics 2018-10-23 Fabio Corradi , Monica Musio

In causal inference about two treatments, Conditional Average Treatment Effects (CATEs) play an important role as a quantity representing an individualized causal effect, defined as a difference between the expected outcomes of the two…

Econometrics · Economics 2023-10-26 Masahiro Kato , Masaaki Imaizumi

Traditional causal inference approaches leverage observational study data to estimate the difference in observed and unobserved outcomes for a potential treatment, known as the Conditional Average Treatment Effect (CATE). However, CATE…

Machine Learning · Statistics 2022-09-22 Tianhui Zhou , William E Carson , David Carlson

Establishing cause-effect relationships from observational data often relies on untestable assumptions. It is crucial to know whether, and to what extent, the conclusions drawn from non-experimental studies are robust to potential…