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Estimating counterfactual distributions under interventions is central to treatment risk assessment and counterfactual generation tasks. Existing approaches model the counterfactual distribution as a standalone generative target, without…

Machine Learning · Statistics 2026-05-11 Hugh Dance , Johnny Xi , Peter Orbanz , Benjamin Bloem-Reddy

Much recent research in decision theoretic planning has adopted Markov decision processes (MDPs) as the model of choice, and has attempted to make their solution more tractable by exploiting problem structure. One particular algorithm,…

Artificial Intelligence · Computer Science 2013-02-08 Craig Boutilier

Structural results impose sufficient conditions on the model parameters of a Markov decision process (MDP) so that the optimal policy is an increasing function of the underlying state. The classical assumptions for MDP structural results…

Systems and Control · Electrical Eng. & Systems 2023-03-07 Vikram Krishnamurthy

We show that one can perform causal inference in a natural way for continuous-time scenarios using tools from stochastic analysis. This provides new alternatives to the positivity condition for inverse probability weighting. The probability…

Statistics Theory · Mathematics 2013-04-23 Kjetil Røysland

We develop a novel method for counterfactual analysis based on observational data using prediction intervals for units under different exposures. Unlike methods that target heterogeneous or conditional average treatment effects of an…

Statistics Theory · Mathematics 2018-07-18 Dave Zachariah , Petre Stoica

Counterfactuals answer questions of what would have been observed under altered circumstances and can therefore offer valuable insights. Whereas the classical interventional interpretation of counterfactuals has been studied extensively,…

Artificial Intelligence · Computer Science 2024-08-13 Klaus-Rudolf Kladny , Julius von Kügelgen , Bernhard Schölkopf , Michael Muehlebach

Real-world decision-making problems are often marked by complex, uncertain dynamics that can shift or break under changing conditions. Traditional Model-Based Reinforcement Learning (MBRL) approaches learn predictive models of environment…

Machine Learning · Computer Science 2025-03-14 Alberto Caron , Vasilios Mavroudis , Chris Hicks

In observational studies, treatment may be adapted to covariates at several times without a fixed protocol, in continuous time. Treatment influences covariates, which influence treatment, which influences covariates, and so on. Then even…

Statistics Theory · Mathematics 2015-09-02 Judith J. Lok

We consider a robust approach to address uncertainty in model parameters in Markov Decision Processes (MDPs), which are widely used to model dynamic optimization in many applications. Most prior works consider the case where the uncertainty…

Optimization and Control · Mathematics 2021-09-02 Vineet Goyal , Julien Grand-Clément

Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…

Optimization and Control · Mathematics 2015-07-07 Mahmoud El Chamie , Behcet Acikmese

Many researchers have applied classical statistical decision theory to evaluate treatment choices and learn optimal policies. However, because this framework is based solely on realized outcomes under chosen decisions and ignores…

Statistics Theory · Mathematics 2025-10-21 Benedikt Koch , Kosuke Imai

We investigate model-based reinforcement learning in contextual Markov decision processes (C-MDPs) in which the context is unobserved and induces confounding in the offline dataset. In such settings, conventional model-learning methods are…

Machine Learning · Computer Science 2025-12-09 Nishanth Venkatesh , Andreas A. Malikopoulos

This paper proposes a novel approach for constructing effective personalized policies when the observed data lacks counter-factual information, is biased and possesses many features. The approach is applicable in a wide variety of settings…

Machine Learning · Statistics 2018-07-11 Onur Atan , William R. Zame , Qiaojun Feng , Mihaela van der Schaar

In this paper, we address the challenge of performing counterfactual inference with observational data via Bayesian nonparametric regression adjustment, with a focus on high-dimensional settings featuring multiple actions and multiple…

Machine Learning · Computer Science 2022-11-22 Alberto Caron , Gianluca Baio , Ioanna Manolopoulou

Interpretability research takes counterfactual theories of causality for granted. Most causal methods rely on counterfactual interventions to inputs or the activations of particular model components, followed by observations of the change…

Machine Learning · Computer Science 2024-07-08 Aaron Mueller

Recommender systems exemplify sequential decision-making under uncertainty, strategically deciding what content to serve to users, to optimise a range of potential objectives. To balance the explore-exploit trade-off successfully, Thompson…

Information Retrieval · Computer Science 2025-07-09 Olivier Jeunen

We study the policy testing problem in discounted Markov decision processes (MDPs) in the fixed-confidence setting under a generative model with static sampling. The goal is to decide whether the value of a given policy exceeds a specified…

Machine Learning · Statistics 2026-04-21 Kaito Ariu , Po-An Wang , Alexandre Proutiere , Kenshi Abe

Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…

Artificial Intelligence · Computer Science 2017-10-26 Dimitri Scheftelowitsch , Peter Buchholz , Vahid Hashemi , Holger Hermanns

A crucial input into causal inference is the imputed counterfactual outcome. Imputation error can arise because of sampling uncertainty from estimating the prediction model using the untreated observations, or from out-of-sample information…

Econometrics · Economics 2024-05-20 Silvia Goncalves , Serena Ng

Counterfactuals, or modified inputs that lead to a different outcome, are an important tool for understanding the logic used by machine learning classifiers and how to change an undesirable classification. Even if a counterfactual changes a…

Machine Learning · Computer Science 2024-05-21 Jesse Friedbaum , Sudarshan Adiga , Ravi Tandon