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We propose a formal model for counterfactual estimation with unobserved confounding in "data-rich" settings, i.e., where there are a large number of units and a large number of measurements per unit. Our model provides a bridge between the…

Econometrics · Economics 2025-04-03 Alberto Abadie , Anish Agarwal , Devavrat Shah

The statistical inverse problem of estimating the probability distribution of an infinite-dimensional unknown given its noisy indirect observation is studied in the Bayesian framework. In practice, one often considers only…

Statistics Theory · Mathematics 2017-11-21 Sari Lasanen

Evaluating treatment effect heterogeneity widely informs treatment decision making. At the moment, much emphasis is placed on the estimation of the conditional average treatment effect via flexible machine learning algorithms. While these…

Methodology · Statistics 2021-05-07 Lihua Lei , Emmanuel J. Candès

In this paper, we address the challenge of performing counterfactual inference with observational data via Bayesian nonparametric regression adjustment, with a focus on high-dimensional settings featuring multiple actions and multiple…

Machine Learning · Computer Science 2022-11-22 Alberto Caron , Gianluca Baio , Ioanna Manolopoulou

We regularly consider answering counterfactual questions in practice, such as "Would people with diabetes take a turn for the better had they choose another medication?". Observational studies are growing in significance in answering such…

Machine Learning · Computer Science 2022-08-16 Guanglin Zhou , Lina Yao , Xiwei Xu , Chen Wang , Liming Zhu

Multiple measures, such as WEAT or MAC, attempt to quantify the magnitude of bias present in word embeddings in terms of a single-number metric. However, such metrics and the related statistical significance calculations rely on treating…

Computation and Language · Computer Science 2023-06-16 Alicja Dobrzeniecka , Rafal Urbaniak

Dynamic prediction of causal effects under different treatment regimes conditional on an individual's characteristics and longitudinal history is an essential problem in precision medicine. This is challenging in practice because outcomes…

Methodology · Statistics 2023-03-07 Yizhen Xu , Jisoo Kim , Laura K. Hummers , Ami A. Shah , Scott Zeger

This paper builds on recent research that focuses on regression modeling of continuous bounded data, such as proportions measured on a continuous scale. Specifically, it deals with beta regression models with mixed effects from a Bayesian…

In many social, behavioral, and biomedical sciences, treatment effect estimation is a crucial step in understanding the impact of an intervention, policy, or treatment. In recent years, an increasing emphasis has been placed on…

Methodology · Statistics 2024-10-10 Xinhai Zhang , Xingye Qiao

We consider estimation and inference of the effects of a policy in the absence of an untreated or control group. We obtain unbiased estimators of individual (heterogeneous) treatment effects and a consistent and asymptotically normal…

Econometrics · Economics 2026-01-13 Irene Botosaru , Raffaella Giacomini , Martin Weidner

When dealing with Bayesian inference the choice of the prior often remains a debatable question. Empirical Bayes methods offer a data-driven solution to this problem by estimating the prior itself from an ensemble of data. In the…

Methodology · Statistics 2020-05-13 Ilja Klebanov , Alexander Sikorski , Christof Schütte , Susanna Röblitz

Scientific researchers utilize randomized experiments to draw casual statements. Most early studies as well as current work on experiments with sequential intervention decisions has been focusing on estimating the causal effects among…

Methodology · Statistics 2022-07-27 Jingying Zeng

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

We propose a framework for analyzing the sensitivity of counterfactuals to parametric assumptions about the distribution of latent variables in structural models. In particular, we derive bounds on counterfactuals as the distribution of…

Econometrics · Economics 2024-03-26 Timothy Christensen , Benjamin Connault

We present a general framework for Bayesian inference of causal effects that delivers provably robust inferences founded on design-based randomization of treatments. The framework involves fixing the observed potential outcomes and forming…

Methodology · Statistics 2025-11-04 Easton Huch , Fred Feinberg , Walter Dempsey

This paper investigates how certain relationship between observed and counterfactual distributions serves as an identifying condition for treatment effects when the treatment is endogenous, and shows that this condition holds in a range of…

Econometrics · Economics 2023-11-28 Sukjin Han , Haiqing Xu

In this paper the estimation of the distribution function for potential outcomes to receiving or not receiving a treatment is studied. The approach is based on weighting observed data on the basis on estimated propensity score. A weighted…

Methodology · Statistics 2019-04-30 Pier Luigi Conti , Livia De Giovanni

Uplift modeling estimates the causal effect of an intervention as the difference between potential outcomes under treatment and control, whereas counterfactual identification aims to recover the joint distribution of these potential…

Machine Learning · Computer Science 2025-12-10 Théo Verhelst , Gianluca Bontempi

Predicting counterfactual outcomes in longitudinal data, where sequential treatment decisions heavily depend on evolving patient states, is critical yet notoriously challenging due to complex time-dependent confounding and inadequate…

Machine Learning · Statistics 2026-04-15 Farbod Alinezhad , Jianfei Cao , Gary J. Young , Brady Post

In the context of treatment effect estimation, this paper proposes a new methodology to recover the counterfactual distribution when there is a single (or a few) treated unit and possibly a high-dimensional number of potential controls…

Econometrics · Economics 2023-09-08 Ricardo Masini