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Related papers: Optimal Transport for Treatment Effect Estimation

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We propose a sensitivity analysis for Synthetic Control (SC) treatment effect estimates to interrogate the assumption that the SC method is well-specified, namely that choosing weights to minimize pre-treatment prediction error yields…

Econometrics · Economics 2021-02-23 Billy Ferguson , Brad Ross

The common spatial pattern analysis (CSP) is a widely used signal processing technique in brain-computer interface (BCI) systems to increase the signal-to-noise ratio in electroencephalogram (EEG) recordings. Despite its popularity, the…

Numerical Analysis · Mathematics 2023-11-23 Dong Min Roh , Zhaojun Bai

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

We study the problem of model selection in causal inference, specifically for conditional average treatment effect (CATE) estimation. Unlike machine learning, there is no perfect analogue of cross-validation for model selection as we do not…

Machine Learning · Computer Science 2024-04-30 Divyat Mahajan , Ioannis Mitliagkas , Brady Neal , Vasilis Syrgkanis

A new meta-algorithm for estimating the conditional average treatment effects is proposed in the paper. The main idea underlying the algorithm is to consider a new dataset consisting of feature vectors produced by means of concatenation of…

Machine Learning · Statistics 2019-09-10 Lev V. Utkin , Mikhail V. Kots , Viacheslav S. Chukanov

Methods for estimating heterogeneous treatment effects (HTE) from observational data have largely focused on continuous or binary outcomes, with less attention paid to survival outcomes and almost none to settings with competing risks. In…

Methodology · Statistics 2024-09-30 Shenbo Xu , Raluca Cobzaru , Stan N. Finkelstein , Roy E. Welsch , Kenney Ng , Zach Shahn

For many health conditions, there are highly efficacious treatment and prevention products. Maximizing their impact requires strategies that improve the reach of health screening in order to establish who could benefit. For example, HIV…

The defining challenge for causal inference from observational data is the presence of `confounders', covariates that affect both treatment assignment and the outcome. To address this challenge, practitioners collect and adjust for the…

Machine Learning · Computer Science 2021-07-28 Claudia Shi , Victor Veitch , David Blei

We study Mean Field stochastic control problems where the cost function and the state dynamics depend upon the joint distribution of the controlled state and the control process. We prove suitable versions of the Pontryagin stochastic…

Optimization and Control · Mathematics 2018-06-26 Beatrice Acciaio , Julio Backhoff-Veraguas , Rene Carmona

This paper studies a panel data setting where the goal is to estimate causal effects of an intervention by predicting the counterfactual values of outcomes for treated units, had they not received the treatment. Several approaches have been…

Econometrics · Economics 2019-03-26 Susan Athey , Mohsen Bayati , Guido Imbens , Zhaonan Qu

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

Many causal parameters depend on a moment of the joint distribution of potential outcomes. Such parameters are especially relevant in policy evaluation settings, where noncompliance is common and accommodated through the model of Imbens &…

Econometrics · Economics 2023-11-17 Daniel Ober-Reynolds

Many policies involve dynamics in their treatment assignments, where individuals receive sequential interventions over multiple stages. We study estimation of an optimal dynamic treatment regime that guides the optimal treatment assignment…

Econometrics · Economics 2024-09-04 Shosei Sakaguchi

The statistical tests that are commonly used for detecting mean or median treatment effects suffer from low power when the two distribution functions differ only in the upper (or lower) tail, as in the assessment of the Total Sharp Score…

Applications · Statistics 2011-01-10 Xuming He , Ya-Hui Hsu , Mingxiu Hu

We consider the linear regression problem under semi-supervised settings wherein the available data typically consists of: (i) a small or moderate sized 'labeled' data, and (ii) a much larger sized 'unlabeled' data. Such data arises…

Methodology · Statistics 2018-07-02 Abhishek Chakrabortty , Tianxi Cai

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…

Machine Learning · Computer Science 2023-02-03 Zhixuan Chu , Jianmin Huang , Ruopeng Li , Wei Chu , Sheng Li

Causal inference methods are widely applied in the fields of medicine, policy, and economics. Central to these applications is the estimation of treatment effects to make decisions. Current methods make binary yes-or-no decisions based on…

Machine Learning · Computer Science 2020-04-24 Will Y. Zou , Smitha Shyam , Michael Mui , Mingshi Wang , Jan Pedersen , Zoubin Ghahramani

We study the unbalanced optimal transport (UOT) problem, where the marginal constraints are enforced using Maximum Mean Discrepancy (MMD) regularization. Our work is motivated by the observation that the literature on UOT is focused on…

Machine Learning · Computer Science 2024-02-01 Piyushi Manupriya , J. Saketha Nath , Pratik Jawanpuria

Optimal treatment regimes are personalized policies for making a treatment decision based on subject characteristics, with the policy chosen to maximize some value. It is common to aim to maximize the mean outcome in the population, via a…

Methodology · Statistics 2022-02-28 Liu Leqi , Edward H. Kennedy

Distribution-on-distribution regression considers the problem of formulating and estimating a regression relationship where both covariate and response are probability distributions. The optimal transport distributional regression model…

Statistics Theory · Mathematics 2022-06-06 Laya Ghodrati , Victor M. Panaretos
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