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This paper develops a class of potential outcomes models characterized by three main features: (i) Unobserved heterogeneity can be represented by a vector of potential outcomes and a type describing the manner in which an instrument…

Econometrics · Economics 2023-10-10 Manu Navjeevan , Rodrigo Pinto , Andres Santos

Collaborative filtering analyzes user preferences for items (e.g., books, movies, restaurants, academic papers) by exploiting the similarity patterns across users. In implicit feedback settings, all the items, including the ones that a user…

Machine Learning · Statistics 2016-02-05 Dawen Liang , Laurent Charlin , James McInerney , David M. Blei

This paper develops a robust and efficient method for policy learning from observational data in the presence of unobserved confounding, complementing existing instrumental variable (IV) based approaches. We employ the marginal sensitivity…

Econometrics · Economics 2025-07-29 Zequn Jin , Gaoqian Xu , Xi Zheng , Yahong Zhou

Unobserved heterogeneous treatment effects have been emphasized in the recent policy evaluation literature (see e.g., Heckman and Vytlacil, 2005). This paper proposes a nonparametric test for unobserved heterogeneous treatment effects in a…

Econometrics · Economics 2021-08-17 Yu-Chin Hsu , Ta-Cheng Huang , Haiqing Xu

We introduce a flexible framework that produces high-quality almost-exact matches for causal inference. Most prior work in matching uses ad-hoc distance metrics, often leading to poor quality matches, particularly when there are irrelevant…

Methodology · Statistics 2023-06-09 Harsh Parikh , Cynthia Rudin , Alexander Volfovsky

Latent factor models are widely used to measure unobserved latent traits in social and behavioral sciences, including psychology, education, and marketing. When used in a confirmatory manner, design information is incorporated, yielding…

Methodology · Statistics 2019-06-14 Yunxiao Chen , Xiaoou Li , Siliang Zhang

Many probabilistic models that have an intractable normalizing constant may be extended to contain covariates. Since the evaluation of the exact likelihood is difficult or even impossible for these models, score matching was proposed to…

Statistics Theory · Mathematics 2022-03-21 Jiazhen Xu , Janice L. Scealy , Andrew T. A. Wood , Tao Zou

Using a time series model to mimic an observed time series has a long history. However, with regard to this objective, conventional estimation methods for discrete-time dynamical models are frequently found to be wanting. In fact, they are…

Statistics Theory · Mathematics 2015-03-19 Yingcun Xia , Howell Tong

Substances such as chemical compounds are invisible to human eyes, they are usually captured by sensing equipments with their spectral fingerprints. Though spectra of pure chemicals can be identified by visual inspection, the spectra of…

Numerical Analysis · Mathematics 2015-01-07 Yuanchang Sun , Wensong Wu , Jack Xin

The concept of biased data is well known and its practical applications range from social sciences and biology to economics and quality control. These observations arise when a sampling procedure chooses an observation with probability that…

Statistics Theory · Mathematics 2007-06-13 Sam Efromovich

Matching is a commonly used causal inference study design in observational studies. Through matching on measured confounders between different treatment groups, valid randomization inferences can be conducted under the no unmeasured…

Methodology · Statistics 2024-09-20 Jeffrey Zhang , Siyu Heng

Unobserved confounding is one of the greatest challenges for causal discovery. The case in which unobserved variables have a widespread effect on many of the observed ones is particularly difficult because most pairs of variables are…

Machine Learning · Statistics 2021-05-26 Alexis Bellot , Mihaela van der Schaar

We introduce Matched Machine Learning, a framework that combines the flexibility of machine learning black boxes with the interpretability of matching, a longstanding tool in observational causal inference. Interpretability is paramount in…

Methodology · Statistics 2023-04-05 Marco Morucci , Cynthia Rudin , Alexander Volfovsky

In causal estimation problems, the parameter of interest is often only partially identified, implying that the parameter cannot be recovered exactly, even with infinite data. Here, we study Bayesian inference for partially identified…

Methodology · Statistics 2022-04-26 Jiajing Zheng , Alexander D'Amour , Alexander Franks

Being able to interpret, or explain, the predictions made by a machine learning model is of fundamental importance. This is especially true when there is interest in deploying data-driven models to make high-stakes decisions, e.g. in…

Machine Learning · Computer Science 2019-10-01 An-phi Nguyen , María Rodríguez Martínez

When assessing the causal effect of a binary exposure using observational data, confounder imbalance across exposure arms must be addressed. Matching methods, including propensity score-based matching, can be used to deconfound the causal…

Methodology · Statistics 2024-10-01 Ernesto Ulloa-Pérez , Marco Carone , Alex Luedtke

Assessing the systemic effects of uncertainty that arises from agents' partial observation of the true states of the world is critical for understanding a wide range of scenarios. Yet, previous modeling work on agent learning and…

Adaptation and Self-Organizing Systems · Physics 2022-04-15 Wolfram Barfuss , Richard P. Mann

Motivation: Drug discovery demands rapid quantification of compound-protein interaction (CPI). However, there is a lack of methods that can predict compound-protein affinity from sequences alone with high applicability, accuracy, and…

Biomolecules · Quantitative Biology 2020-12-17 Mostafa Karimi , Di Wu , Zhangyang Wang , Yang Shen

When estimating treatment effects with two-way fixed effects (2WFE) models, researchers often use matching as a pre-processing step when the parallel trends assumption is thought to hold conditionally on covariates. Specifically, in a first…

Econometrics · Economics 2026-02-17 Yihong Liu , Gonzalo Vazquez-Bare

Empirical economists are often deterred from the application of fixed effects binary choice models mainly for two reasons: the incidental parameter problem and the computational challenge even in moderately large panels. Using the example…

Econometrics · Economics 2020-10-27 Daniel Czarnowske , Amrei Stammann