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We develop a marginal treatment effect based method to learn about causal effects in multiple treatment models with discrete instruments. We allow selection into treatment to be governed by a general class of threshold crossing models that…

Econometrics · Economics 2026-01-21 Vishal Kamat , Samuel Norris , Matthew Pecenco

Tracking of reference signals is addressed in the context of a class of nonlinear controlled systems modelled by $r$-th order functional differential equations, encompassing inter alia systems with unknown "control direction" and dead-zone…

Optimization and Control · Mathematics 2021-01-18 Thomas Berger , Achim Ilchmann , Eugene P Ryan

There are many nonparametric objects of interest that are a function of a conditional distribution. One important example is an average treatment effect conditional on a subset of covariates. Many of these objects have a conditional…

Statistics Theory · Mathematics 2024-12-25 Victor Chernozhukov , Whitney K. Newey , Vasilis Syrgkanis

While learning-based control techniques often outperform classical controller designs, safety requirements limit the acceptance of such methods in many applications. Recent developments address this issue through so-called predictive safety…

Systems and Control · Electrical Eng. & Systems 2022-05-16 Kim P. Wabersich , Melanie N. Zeilinger

An important step for any causal inference study design is understanding the distribution of the treated and control subjects in terms of measured baseline covariates. However, not all baseline variation is equally important. In the…

Methodology · Statistics 2021-07-02 Rachael C. Aikens , Michael Baiocchi

Parameter control aims at realizing performance gains through a dynamic choice of the parameters which determine the behavior of the underlying optimization algorithm. In the context of evolutionary algorithms this research line has for a…

Neural and Evolutionary Computing · Computer Science 2020-11-10 Benjamin Doerr , Carola Doerr

In this article we propose a set of simple principles to guide empirical practice in synthetic control studies. The proposed principles follow from formal properties of synthetic control estimators, and pertain to the nature, implications,…

Methodology · Statistics 2022-03-15 Alberto Abadie , Jaume Vives-i-Bastida

Flexible estimation of the mean outcome under a treatment regimen (i.e., value function) is the key step toward personalized medicine. We define our target parameter as a conditional value function given a set of baseline covariates which…

Statistics Theory · Mathematics 2023-09-29 Ashkan Ertefaie , Luke Duttweiler , Brent A. Johnson , Mark J. van der Laan

Multivalued treatment models have typically been studied under restrictive assumptions: ordered choice, and more recently unordered monotonicity. We show how treatment effects can be identified in a more general class of models that allows…

Econometrics · Economics 2018-05-02 Sokbae Lee , Bernard Salanié

Causal effect estimation relies on separating the variation in the outcome into parts due to the treatment and due to the confounders. To achieve this separation, practitioners often use external sources of randomness that only influence…

Machine Learning · Computer Science 2021-02-03 Aahlad Manas Puli , Rajesh Ranganath

We present a general nonparametric approach for testing whether a statistical parameter defined through conditional distributions is constant across the conditioning variables. Such hypotheses arise naturally in problems such as assessing…

Methodology · Statistics 2026-04-23 Albert Osom , Ali Shojaie , Aaron Hudson

The unit selection problem aims to identify a set of individuals who are most likely to exhibit a desired mode of behavior, for example, selecting individuals who would respond one way if encouraged and a different way if not encouraged.…

Artificial Intelligence · Computer Science 2022-08-23 Ang Li , Judea Pearl

Self-optimizing control is a strategy for selecting controlled variables, where the economic objective guides the selection and design of controlled variables, with the expectation that maintaining the controlled variables at constant…

Optimization and Control · Mathematics 2026-05-08 Chenchen Zhou , Shaoqi Wang , Hongxin Su , Xinhui Tang , Yi Cao , Shuang-Hua Yang

The synthetic control method is a an econometric tool to evaluate causal effects when only one unit is treated. While initially aimed at evaluating the effect of large-scale macroeconomic changes with very few available control units, it…

Point identification of causal effects requires strong assumptions that are unreasonable in many practical settings. However, informative bounds on these effects can often be derived under plausible assumptions. Even when these bounds are…

Methodology · Statistics 2024-04-18 Julien D. Laurendeau , Aaron L. Sarvet , Mats J. Stensrud

The paper introduces a limit version of multiple stopping options such that the holder selects dynamically a weight function that control the distribution of the payments (benefits) over time. In applications for commodities and energy…

Pricing of Securities · Quantitative Finance 2011-10-17 Nikolai Dokuchaev

Policy evaluation is central to economic data analysis, but economists mostly work with observational data in view of limited opportunities to carry out controlled experiments. In the potential outcome framework, the panel data approach…

Econometrics · Economics 2021-04-30 Zhentao Shi , Jingyi Huang

Differential balancing theory for nonlinear model reduction relies on differential controllability and observability functions. In this paper, we further investigate them from two different perspectives. First, we establish novel…

Systems and Control · Electrical Eng. & Systems 2025-04-07 Yu Kawano , Bart Besselink , Jacquelien M. A. Scherpen

When dealing with control systems, it is useful and even necessary to assess the performance of underlying transfer functions. The functions may or may not be linear, may or may not be even monotonic. In addition, they may have structural…

Statistics Theory · Mathematics 2018-06-28 Nadezhda Gribkova , Ričardas Zitikis

The unit selection problem aims to identify a set of individuals who are most likely to exhibit a desired mode of behavior, for example, selecting individuals who would respond one way if encouraged and a different way if not encouraged.…

Artificial Intelligence · Computer Science 2021-09-17 Ang Li , Judea Pearl