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Counterfactual inference is a powerful tool, capable of solving challenging problems in high-profile sectors. To perform counterfactual inference, one requires knowledge of the underlying causal mechanisms. However, causal mechanisms cannot…

Machine Learning · Computer Science 2023-01-23 Athanasios Vlontzos , Bernhard Kainz , Ciaran M. Gilligan-Lee

We consider after-study statistical inference for sequentially designed experiments wherein multiple units are assigned treatments for multiple time points using treatment policies that adapt over time. Our goal is to provide inference…

Machine Learning · Statistics 2025-06-10 Raaz Dwivedi , Katherine Tian , Sabina Tomkins , Predrag Klasnja , Susan Murphy , Devavrat Shah

We propose a formal model for counterfactual estimation with unobserved confounding in "data-rich" settings, i.e., where there are a large number of units and a large number of measurements per unit. Our model provides a bridge between the…

Econometrics · Economics 2025-04-03 Alberto Abadie , Anish Agarwal , Devavrat Shah

Conformal prediction has emerged as a powerful framework for constructing distribution-free prediction sets with guaranteed coverage assuming only the exchangeability assumption. However, this assumption is often violated in online…

Machine Learning · Statistics 2025-11-07 Jungbin Jun , Ilsang Ohn

This paper introduces Conformal Thresholded Intervals (CTI), a novel conformal regression method that aims to produce the smallest possible prediction set with guaranteed coverage. Unlike existing methods that rely on nested conformal…

Machine Learning · Computer Science 2025-01-03 Rui Luo , Zhixin Zhou

Recent years have experienced increasing utilization of complex machine learning models across multiple sources of data to inform more generalizable decision-making. However, distribution shifts across data sources and privacy concerns…

Methodology · Statistics 2024-05-16 Yi Liu , Alexander W. Levis , Sharon-Lise Normand , Larry Han

This paper introduces a simple framework of counterfactual estimation for causal inference with time-series cross-sectional data, in which we estimate the average treatment effect on the treated by directly imputing counterfactual outcomes…

Methodology · Statistics 2022-08-16 Licheng Liu , Ye Wang , Yiqing Xu

Estimating the counterfactual outcome of treatment is essential for decision-making in public health and clinical science, among others. Often, treatments are administered in a sequential, time-varying manner, leading to an exponentially…

Machine Learning · Statistics 2024-07-16 Shenghao Wu , Wenbin Zhou , Minshuo Chen , Shixiang Zhu

While counterfactual fairness of point predictors is well studied, its extension to prediction sets--central to fair decision-making under uncertainty--remains underexplored. On the other hand, conformal prediction (CP) provides efficient,…

Machine Learning · Computer Science 2026-03-13 Ozgur Guldogan , Neeraj Sarna , Yuanyuan Li , Michael Berger

Counterfactual inference provides a mathematical framework for reasoning about hypothetical outcomes under alternative interventions, bridging causal reasoning and predictive modeling. We present a counterfactual inference framework for…

Machine Learning · Computer Science 2025-10-22 Jingya Cheng , Alaleh Azhir , Jiazi Tian , Hossein Estiri

Convenient access to observational data enables us to learn causal effects without randomized experiments. This research direction draws increasing attention in research areas such as economics, healthcare, and education. For example, we…

Social and Information Networks · Computer Science 2019-12-03 Ruocheng Guo , Jundong Li , Huan Liu

We introduce a fine-grained framework for uncertainty quantification of predictive models under distributional shifts. This framework distinguishes the shift in covariate distributions from that in the conditional relationship between the…

Methodology · Statistics 2025-05-20 Jiahao Ai , Zhimei Ren

We develop a method to generate prediction sets with a guaranteed coverage rate that is robust to corruptions in the training data, such as missing or noisy variables. Our approach builds on conformal prediction, a powerful framework to…

Machine Learning · Computer Science 2025-01-10 Shai Feldman , Yaniv Romano

We study the problem of learning conditional average treatment effects (CATE) from observational data with unobserved confounders. The CATE function maps baseline covariates to individual causal effect predictions and is key for…

Machine Learning · Statistics 2018-10-09 Nathan Kallus , Xiaojie Mao , Angela Zhou

Estimating counterfactual outcomes over time from observational data is relevant for many applications (e.g., personalized medicine). Yet, state-of-the-art methods build upon simple long short-term memory (LSTM) networks, thus rendering…

Machine Learning · Computer Science 2022-06-06 Valentyn Melnychuk , Dennis Frauen , Stefan Feuerriegel

We propose several prediction intervals procedures for the individual treatment effect with either finite-sample or asymptotic coverage guarantee in a non-parametric regression setting, where non-linear regression functions,…

Methodology · Statistics 2020-06-03 Danijel Kivaranovic , Robin Ristl , Martin Posch , Hannes Leeb

Important questions for impact evaluation require knowledge not only of average effects, but of the distribution of treatment effects. The inability to observe individual counterfactuals makes answering these empirical questions…

Econometrics · Economics 2026-05-25 Bruno Fava

Predicting counterfactual outcomes in longitudinal data, where sequential treatment decisions heavily depend on evolving patient states, is critical yet notoriously challenging due to complex time-dependent confounding and inadequate…

Machine Learning · Statistics 2026-04-15 Farbod Alinezhad , Jianfei Cao , Gary J. Young , Brady Post

Conformal prediction yields a prediction set with guaranteed $1-\alpha$ coverage of the true target under the i.i.d. assumption, which may not hold and lead to a gap between $1-\alpha$ and the actual coverage. Prior studies bound the gap…

Machine Learning · Computer Science 2025-03-07 Rui Xu , Chao Chen , Yue Sun , Parvathinathan Venkitasubramaniam , Sihong Xie

Confounding is a significant obstacle to unbiased estimation of causal effects from observational data. For settings with high-dimensional covariates -- such as text data, genomics, or the behavioral social sciences -- researchers have…

Artificial Intelligence · Computer Science 2024-02-01 Katherine A. Keith , Sergey Feldman , David Jurgens , Jonathan Bragg , Rohit Bhattacharya