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We present unexpected findings from a large-scale benchmark study evaluating Conditional Average Treatment Effect (CATE) estimation algorithms, i.e., CATE models. By running 16 modern CATE models on 12 datasets and 43,200 sampled variants…

Machine Learning · Statistics 2025-02-21 Haining Yu , Yizhou Sun

In this paper, we study a variant of the dynamic ridesharing problem with a specific focus on peak hours: Given a set of drivers and rider requests, we aim to match drivers to each rider request by achieving two objectives: maximizing the…

Databases · Computer Science 2020-04-07 Hui Luo , Zhifeng Bao , Farhana M. Choudhury , J. Shane Culpepper

In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment effects including local average (LATE) and local quantile treatment effects (LQTE) in data-rich environments. We can handle very many…

Statistics Theory · Mathematics 2018-01-08 Alexandre Belloni , Victor Chernozhukov , Ivan Fernández-Val , Christian Hansen

The diffusion model has gained popularity in vision applications due to its remarkable generative performance and versatility. However, high storage and computation demands, resulting from the model size and iterative generation, hinder its…

Computer Vision and Pattern Recognition · Computer Science 2023-12-12 Junhyuk So , Jungwon Lee , Daehyun Ahn , Hyungjun Kim , Eunhyeok Park

Quantile regression, the prediction of conditional quantiles, finds applications in various fields. Often, some or all of the variables are discrete. The authors propose two new quantile regression approaches to handle such mixed…

Methodology · Statistics 2017-05-24 Niklas Schallhorn , Daniel Kraus , Thomas Nagler , Claudia Czado

Accurately estimating personalized treatment effects within a study site (e.g., a hospital) has been challenging due to limited sample size. Furthermore, privacy considerations and lack of resources prevent a site from leveraging…

Machine Learning · Statistics 2022-06-17 Xiaoqing Tan , Chung-Chou H. Chang , Ling Zhou , Lu Tang

This paper aims to partially identify the distributional treatment effects (DTEs) that depend on the unknown joint distribution of treated and untreated potential outcomes. We construct the DTE bounds using panel data and allow individuals…

Econometrics · Economics 2024-11-08 Heshani Madigasekara , D. S. Poskitt , Lina Zhang , Xueyan Zhao

In this article, we propose novel structural nested models to estimate causal effects of continuous treatments based on mobile health data. To find the treatment regime that optimizes the expected short-term outcomes for patients, we define…

Methodology · Statistics 2020-07-24 Liangyu Zhu , Wenbin Lu , Rui Song

Contextual bandits are widely used in industrial personalization systems. These online learning frameworks learn a treatment assignment policy in the presence of treatment effects that vary with the observed contextual features of the…

Machine Learning · Computer Science 2022-05-11 Claudia Roberts , Maria Dimakopoulou , Qifeng Qiao , Ashok Chandrashekhar , Tony Jebara

Policy-Relevant Treatment Effects (PRTEs) are generally not point-identified under standard Instrumental Variable (IV) assumptions when the instrument generates limited support in treatment propensity. We show that PRTE partial…

Methodology · Statistics 2026-04-28 Jiyuan Tan , Jose Blanchet , Vasilis Syrgkanis

Randomized Controlled Trials (RCTs), or A/B testing, have become the gold standard for optimizing various operational policies on online platforms. However, RCTs on these platforms typically cover a limited number of discrete treatment…

Econometrics · Economics 2026-02-06 Zhiqi Zhang , Zhiyu Zeng , Ruohan Zhan , Dennis Zhang

This paper provides estimation and inference methods for a conditional average treatment effects (CATE) characterized by a high-dimensional parameter in both homogeneous cross-sectional and unit-heterogeneous dynamic panel data settings. In…

Machine Learning · Statistics 2022-12-13 Vira Semenova , Matt Goldman , Victor Chernozhukov , Matt Taddy

We consider Dynamic Treatment Regimes (DTRs) with One Sided Noncompliance that arise in applications such as digital recommendations and adaptive medical trials. These are settings where decision makers encourage individuals to take…

Econometrics · Economics 2025-05-06 Ravi B. Sojitra , Vasilis Syrgkanis

We consider the problem of learning about and comparing the consequences of dynamic treatment strategies on the basis of observational data. We formulate this within a probabilistic decision-theoretic framework. Our approach is compared…

Statistics Theory · Mathematics 2010-11-16 A. Philip Dawid , Vanessa Didelez

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

We develop quantile regression methods for discrete responses by extending Parzen's definition of marginal mid-quantiles. As opposed to existing approaches, which are based on either jittering or latent constructs, we use interpolation and…

Methodology · Statistics 2021-08-25 Marco Geraci , Alessio Farcomeni

Conditional Average Treatment Effect (CATE) estimation, at the heart of counterfactual reasoning, is a crucial challenge for causal modeling both theoretically and applicatively, in domains such as healthcare, sociology, or advertising.…

Machine Learning · Computer Science 2025-01-27 Armand Lacombe , Michèle Sebag

Quantile treatment effects (QTEs) can characterize the potentially heterogeneous causal effect of a treatment on different points of the entire outcome distribution. Propensity score (PS) methods are commonly employed for estimating QTEs in…

Methodology · Statistics 2023-08-15 Yahang Liu , Kecheng Wei , Chen Huang , Yongfu Yu , Guoyou Qin

Beyond conditional average treatment effects, treatments may impact the entire outcome distribution in covariate-dependent ways, for example, by altering the variance or tail risks for specific subpopulations. We propose a novel estimand to…

Machine Learning · Statistics 2026-03-18 Saksham Jain , Alex Luedtke

Understanding treatment effect heterogeneity is vital to many scientific fields because the same treatment may affect different individuals differently. Quantile regression provides a natural framework for modeling such heterogeneity. We…

Methodology · Statistics 2023-07-12 Alexander Giessing , Jingshen Wang