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Bayesian additive regression trees have seen increased interest in recent years due to their ability to combine machine learning techniques with principled uncertainty quantification. The Bayesian backfitting algorithm used to fit BART…
We propose a novel "tree-averaging" model that utilizes the ensemble of classification and regression trees (CART). Each constituent tree is estimated with a subset of similar data. We treat this grouping of subsets as Bayesian ensemble…
Estimating heterogeneous treatment effects is important to tailor treatments to those individuals who would most likely benefit. However, conditional average treatment effect predictors may often be trained on one population but possibly…
In this paper, we introduce a new machine learning (ML) model for nonlinear regression called the Boosted Smooth Transition Regression Trees (BooST), which is a combination of boosting algorithms with smooth transition regression trees. The…
I propose a novel argument to identify economically interpretable intertemporal treatment effects in dynamic regression discontinuity designs (RDDs). Specifically, I develop a dynamic potential outcomes model and reformulate two assumptions…
Decision tree learning is increasingly being used for pointwise inference. Important applications include causal heterogenous treatment effects and dynamic policy decisions, as well as conditional quantile regression and design of…
In Regression Discontinuity (RD) design, self-selection leads to different distributions of covariates on two sides of the policy intervention, which essentially violates the continuity of potential outcome assumption. The standard RD…
Decision trees are a popular technique in statistical data classification. They recursively partition the feature space into disjoint sub-regions until each sub-region becomes homogeneous with respect to a particular class. The basic…
Classification and Regression Tree (CART), Random Forest (RF) and Gradient Boosting Tree (GBT) are probably the most popular set of statistical learning methods. However, their statistical consistency can only be proved under very…
We propose an approach to better inform treatment decisions at an individual level by adapting recent advances in average treatment effect estimation to conditional average treatment effect estimation. Our work is based on doubly robust…
Causal structure learning, also known as causal discovery, aims to estimate causal relationships between variables as a form of a causal directed acyclic graph (DAG) from observational data. One of the major frameworks is the order-based…
Survival analysis of right censored data arises often in many areas of research including medical research. Effect of covariates (and their interactions) on survival distribution can be studied through existing methods which requires to…
Randomized controlled trials play an important role in how Internet companies predict the impact of policy decisions and product changes. In these `digital experiments', different units (people, devices, products) respond differently to the…
Regression discontinuity (RD) is a widely used quasi-experimental design for causal inference. In the standard RD, the assignment to treatment is determined by a continuous pretreatment variable (i.e., running variable) falling above or…
In the fight against hard-to-treat diseases such as cancer, it is often difficult to discover new treatments that benefit all subjects. For regulatory agency approval, it is more practical to identify subgroups of subjects for whom the…
The linear varying coefficient models posits a linear relationship between an outcome and covariates in which the covariate effects are modeled as functions of additional effect modifiers. Despite a long history of study and use in…
Understanding causal heterogeneous treatment effects based on pretreatment covariates is a crucial aspect of empirical work. Building on Calonico, Cattaneo, Farrell, Palomba, and Titiunik (2025), this article discusses the software package…
We address a core problem in causal inference: estimating heterogeneous treatment effects using panel data with general treatment patterns. Many existing methods either do not utilize the potential underlying structure in panel data or have…
Dynamic treatment regimes (DTRs) are used in medicine to tailor sequential treatment decisions to patients by considering patient heterogeneity. Common methods for learning optimal DTRs, however, have shortcomings: they are typically based…
Count-compositional data arise in many different fields, including high-throughput sequencing experiments, ecological surveys, and palaeoclimate studies, where a common, important goal is to understand how covariates relate to the observed…