Related papers: Orthogonal Series Estimation for the Ratio of Cond…
This paper proposes methods of estimation and uniform inference for a general class of causal functions, such as the conditional average treatment effects and the continuous treatment effects, under multiway clustering. The causal function…
This paper proposes a flexible new framework for constructing Neyman-orthogonal scores in semiparametric models involving infinite-dimensional nuisance parameters. While locally estimation is vital for integrating machine learning into…
We propose the orthogonal random forest, an algorithm that combines Neyman-orthogonality to reduce sensitivity with respect to estimation error of nuisance parameters with generalized random forests (Athey et al., 2017)--a flexible…
Conditional effects are commonly used measures for understanding how treatment effects vary across different groups, and are often used to target treatments/interventions to groups who benefit most. In this work we review existing methods…
A popular approach to perform inference on a target parameter in the presence of nuisance parameters is to construct estimating equations that are orthogonal to the nuisance parameters, in the sense that their expected first derivative is…
Estimating causal effects on networks is challenging because treatments may affect both treated units and their neighbors, while network homophily induces dependence and confounding. These challenges are amplified when causal effects are…
Estimates of heterogeneous treatment effects such as conditional average treatment effects (CATEs) and conditional quantile treatment effects (CQTEs) play an important role in real-world decision making. Given this importance, one should…
We provide non-asymptotic excess risk guarantees for statistical learning in a setting where the population risk with respect to which we evaluate the target parameter depends on an unknown nuisance parameter that must be estimated from…
The causal effect of an intervention (treatment/exposure) on an outcome can be estimated by: i) specifying knowledge about the data-generating process; ii) assessing under what assumptions a target quantity, such as for example a causal…
Causal inference has numerous real-world applications in many domains, such as health care, marketing, political science, and online advertising. Treatment effect estimation, a fundamental problem in causal inference, has been extensively…
This paper provides estimation and inference methods for the best linear predictor (approximation) of a structural function, such as conditional average structural and treatment effects, and structural derivatives, based on modern machine…
Causal inference is a critical research topic across many domains, such as statistics, computer science, education, public policy and economics, for decades. Nowadays, estimating causal effect from observational data has become an appealing…
Nonparametric series regression often involves specification search over the tuning parameter, i.e., evaluating estimates and confidence intervals with a different number of series terms. This paper develops pointwise and uniform inferences…
Identifying covariates that modify treatment effects is a central problem in causal inference. Yet existing data-adaptive procedures do not provide finite-sample control over the expected number of false discoveries, risking spurious…
Treatment effect estimation is essential for informed decision-making in many fields such as healthcare, economics, and public policy. While flexible machine learning models have been widely applied for estimating heterogeneous treatment…
Treatment effect estimation, which refers to the estimation of causal effects and aims to measure the strength of the causal relationship, is of great importance in many fields but is a challenging problem in practice. As present,…
The research is about a systematic investigation on the following issues. First, we construct different outcome regression-based estimators for conditional average treatment effect under, respectively, true (oracle), parametric,…
Understanding and inferencing Heterogeneous Treatment Effects (HTE) and Conditional Average Treatment Effects (CATE) are vital for developing personalized treatment recommendations. Many state-of-the-art approaches achieve inspiring…
We introduce a performance-driven framework for constructing strictly causal forward-oriented observables in strongly non-stationary time series. The method combines a robustly normalized composite of heterogeneous indicators with a…
Within the field of causal inference, we consider the problem of estimating heterogeneous treatment effects from data. We propose and validate a novel approach for learning feature representations to aid the estimation of the conditional…