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Inferring causal effects of continuous-valued treatments from observational data is a crucial task promising to better inform policy- and decision-makers. A critical assumption needed to identify these effects is that all confounding…

The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The…

Econometrics · Economics 2024-02-27 Felix Chan , Laszlo Matyas

We study the problem of learning conditional average treatment effects (CATE) from high-dimensional, observational data with unobserved confounders. Unobserved confounders introduce ignorance -- a level of unidentifiability -- about an…

Machine Learning · Computer Science 2022-02-02 Andrew Jesson , Sören Mindermann , Yarin Gal , Uri Shalit

Conformal prediction, which makes no distributional assumptions about the data, has emerged as a powerful and reliable approach to uncertainty quantification in practical applications. The nonconformity measure used in conformal prediction…

Machine Learning · Computer Science 2024-10-15 Yuko Kato , David M. J. Tax , Marco Loog

The ill-posedness of the inverse problem of recovering a regression function in a nonparametric instrumental variable model leads to estimators that may suffer from a very slow, logarithmic rate of convergence. In this paper, we show that…

Applications · Statistics 2017-09-27 Denis Chetverikov , Daniel Wilhelm

We consider the problem of subspace estimation in situations where the number of available snapshots and the observation dimension are comparable in magnitude. In this context, traditional subspace methods tend to fail because the…

Information Theory · Computer Science 2016-11-15 Pascal Vallet , Philippe Loubaton , Xavier Mestre

Classical asymptotic theory for statistical inference usually involves calibrating a statistic by fixing the dimension $d$ while letting the sample size $n$ increase to infinity. Recently, much effort has been dedicated towards…

Statistics Theory · Mathematics 2024-05-14 Ilmun Kim , Aaditya Ramdas

This paper develops a Bayesian framework for robust causal inference from longitudinal observational data. Many contemporary methods rely on structural assumptions, such as factor models, to adjust for unobserved confounding, but they can…

Methodology · Statistics 2025-11-20 Angelos Alexopoulos , Nikolaos Demiris

A key to causal inference with observational data is achieving balance in predictive features associated with each treatment type. Recent literature has explored representation learning to achieve this goal. In this work, we discuss the…

Machine Learning · Statistics 2021-02-25 Serge Assaad , Shuxi Zeng , Chenyang Tao , Shounak Datta , Nikhil Mehta , Ricardo Henao , Fan Li , Lawrence Carin

The goal of this paper is to provide some tools for nonparametric estimation and inference in psychological and economic experiments. We consider an experimental framework in which each of $n$subjects provides $T$ responses to a vector of…

Econometrics · Economics 2019-12-10 Raffaello Seri , Samuele Centorrino , Michele Bernasconi

In this discussion we consider why it is important to estimate causal effect parameters well even they are not identified, propose a partially identified approach for causal inference in the presence of colliders, point out an…

Methodology · Statistics 2017-11-01 Edward H. Kennedy , Sivaraman Balakrishnan

A key condition for obtaining reliable estimates of the causal effect of a treatment is overlap (a.k.a. positivity): the distributions of the features used to perform causal adjustment cannot be too different in the treated and control…

Methodology · Statistics 2021-04-14 Alexander D'Amour , Alexander Franks

Consider sensitivity analysis to assess the worst-case possible values of counterfactual outcome means and average treatment effects under sequential unmeasured confounding in a longitudinal study with time-varying treatments and…

Statistics Theory · Mathematics 2023-08-31 Zhiqiang Tan

We propose an empirically stable and asymptotically efficient covariate-balancing approach to the problem of estimating survival causal effects in data with conditionally-independent censoring. This addresses a challenge often encountered…

The problem of estimating the slope parameter in regression between two spatial processes under confounding by an unmeasured spatial process has received widespread attention in the recent statistical literature. Yet, a fundamental question…

Statistics Theory · Mathematics 2026-03-04 Abhirup Datta , Michael L. Stein

Sensitivity analysis is widely used to assess the robustness of causal conclusions in observational studies, yet its interaction with the structure of measured covariates is often overlooked. When latent confounders cannot be directly…

Methodology · Statistics 2026-02-17 Abhinandan Dalal , Iris Horng , Yang Feng , Dylan S. Small

Overlap, also known as positivity, is a key condition for causal treatment effect estimation. Many popular estimators suffer from high variance and become brittle when features differ strongly across treatment groups. This is especially…

Machine Learning · Statistics 2026-04-02 Oscar Clivio , Alexander D'Amour , Alexander Franks , David Bruns-Smith , Chris Holmes , Avi Feller

We propose a method to distinguish causal influence from hidden confounding in the following scenario: given a target variable Y, potential causal drivers X, and a large number of background features, we propose a novel criterion for…

Machine Learning · Statistics 2022-02-07 You-Lin Chen , Lenon Minorics , Dominik Janzing

Experimental and observational studies often lead to spurious association between the outcome and independent variables describing the intervention, because of confounding to third-party factors. Even in randomized clinical trials,…

Methodology · Statistics 2023-12-04 Orestis Loukas , Ho Ryun Chung

We introduce several methods for assessing sensitivity to unmeasured confounding in marginal structural models; importantly we allow treatments to be discrete or continuous, static or time-varying. We consider three sensitivity models: a…

Methodology · Statistics 2022-10-12 Matteo Bonvini , Edward Kennedy , Valerie Ventura , Larry Wasserman