English
Related papers

Related papers: Causal Q-Aggregation for CATE Model Selection

200 papers

Causal inference methods based on electronic health record (EHR) databases must simultaneously handle confounding and missing data. Vast scholarship exists aimed at addressing these two issues separately, but surprisingly few papers attempt…

Methodology · Statistics 2025-07-28 Luke Benz , Alexander Levis , Sebastien Haneuse

Outcome-dependent sampling designs are extensively utilized in various scientific disciplines, including epidemiology, ecology, and economics, with retrospective case-control studies being specific examples of such designs. Additionally, if…

Methodology · Statistics 2023-09-22 Min Zeng , Zeyang Jia , Zijian Sui , Jinfeng Xu , Hong Zhang

This paper investigates the robustness of causal bandits (CBs) in the face of temporal model fluctuations. This setting deviates from the existing literature's widely-adopted assumption of constant causal models. The focus is on causal…

Machine Learning · Statistics 2024-05-14 Zirui Yan , Arpan Mukherjee , Burak Varıcı , Ali Tajer

This paper develops a performant Bayesian approach to conditional average treatment effect (CATE) estimation in regression discontinuity designs (RDD), an increasingly prevalent form of quasi-experiment that facilitates causal inference.…

Methodology · Statistics 2026-05-18 Rafael Alcantara , P. Richard Hahn , Hedibert F. Lopes

Machine learning (ML) estimates of conditional average treatment effects (CATE) can guide policy decisions, either by allowing targeting of individuals with beneficial CATE estimates, or as inputs to decision trees that optimise overall…

Econometrics · Economics 2023-10-04 Julia Hatamyar , Noemi Kreif

Treatment effect estimates are often available from randomized controlled trials as a single average treatment effect for a certain patient population. Estimates of the conditional average treatment effect (CATE) are more useful for…

Methodology · Statistics 2023-09-12 Wouter A. C. van Amsterdam , Rajesh Ranganath

We consider a general statistical linear inverse problem, where the solution is represented via a known (possibly overcomplete) dictionary that allows its sparse representation. We propose two different approaches. A model selection…

Methodology · Statistics 2017-10-31 Felix Abramovich , Daniela De Canditiis , Marianna Pensky

Uncovering causal effects in multiple treatment setting at various levels of granularity provides substantial value to decision makers. Comprehensive machine learning approaches to causal effect estimation allow to use a single causal…

Econometrics · Economics 2025-02-17 Michael Lechner , Jana Mareckova

Estimating Individual Treatment Effects (ITE) in multi-treatment scenarios faces two critical challenges: the Hyperparameter Selection Dilemma for balancing weights and the Curse of Dimensionality in computational scalability. This paper…

Machine Learning · Computer Science 2026-05-05 Wanting Liang , Haoang Chi , Zhiheng Zhang

The goal of online prediction with expert advice is to find a decision strategy which will perform almost as well as the best expert in a given pool of experts, on any sequence of outcomes. This problem has been widely studied and…

Machine Learning · Computer Science 2018-05-22 Parameswaran Kamalaruban , Robert C. Williamson , Xinhua Zhang

Reliable treatment effect estimation from observational data depends on the availability of all confounding information. While much work has targeted treatment effect estimation from observational data, there is relatively little work in…

Machine Learning · Statistics 2020-11-18 Shirly Wang , Seung Eun Yi , Shalmali Joshi , Marzyeh Ghassemi

We study the problem of causal function estimation in the Proxy Causal Learning (PCL) framework, where confounders are not observed but proxies for the confounders are available. Two main approaches have been proposed: outcome bridge-based…

Machine Learning · Computer Science 2026-03-27 Bariscan Bozkurt , Houssam Zenati , Dimitri Meunier , Liyuan Xu , Arthur Gretton

Matching and weighting methods for observational studies involve the choice of an estimand, the causal effect with reference to a specific target population. Commonly used estimands include the average treatment effect in the treated (ATT),…

Methodology · Statistics 2023-07-12 Noah Greifer , Elizabeth A. Stuart

We derive oracle inequalities for the problems of isotonic and convex regression using the combination of $Q$-aggregation procedure and sparsity pattern aggregation. This improves upon the previous results including the oracle inequalities…

Statistics Theory · Mathematics 2015-10-01 Pierre C. Bellec , Alexandre B. Tsybakov

Conditional average treatment effects (CATEs) are increasingly estimated from observational data and used to guide policy and individualized treatment decisions. Before such estimates can be trusted in practice, their predictive fitness…

Methodology · Statistics 2026-05-21 Bosen Cui , Yuhong Yang

Estimation of the Average Treatment Effect (ATE) is a core problem in causal inference with strong connections to Off-Policy Evaluation in Reinforcement Learning. This paper considers the problem of adaptively selecting the treatment…

Machine Learning · Statistics 2024-11-22 Ojash Neopane , Aaditya Ramdas , Aarti Singh

We derive a conditional version of the classical regret-capacity theorem. This result can be used in universal prediction to find lower bounds on the minimal batch regret, which is a recently introduced generalization of the average regret,…

Information Theory · Computer Science 2025-08-15 Marco Bondaschi , Michael Gastpar

We develop a new framework for designing online policies given access to an oracle providing statistical information about an offline benchmark. Having access to such prediction oracles enables simple and natural Bayesian selection…

Data Structures and Algorithms · Computer Science 2020-02-28 Alberto Vera , Siddhartha Banerjee

This research aims to propose and evaluate a novel model named K-Fold Causal Bayesian Additive Regression Trees (K-Fold Causal BART) for improved estimation of Average Treatment Effects (ATE) and Conditional Average Treatment Effects…

Machine Learning · Statistics 2024-09-10 Hugo Gobato Souto , Francisco Louzada Neto

Causal effect estimation (CEE) provides a crucial tool for predicting the unobserved counterfactual outcome for an entity. As CEE relaxes the requirement for ``perfect'' counterfactual samples (e.g., patients with identical attributes and…

Machine Learning · Computer Science 2024-11-19 Hechuan Wen , Tong Chen , Guanhua Ye , Li Kheng Chai , Shazia Sadiq , Hongzhi Yin