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This paper proposes a new class of distributional causal quantities, referred to as the \textit{outcome conditioned partial policy effects} (OCPPEs), to measure the \textit{average} effect of a general counterfactual intervention of a…

Econometrics · Economics 2024-07-25 Zhengyu Zhang , Zequn Jin , Lihua Lin

We study the problem of estimating the distribution of the return of a policy using an offline dataset that is not generated from the policy, i.e., distributional offline policy evaluation (OPE). We propose an algorithm called Fitted…

Machine Learning · Computer Science 2024-01-01 Runzhe Wu , Masatoshi Uehara , Wen Sun

Many causal quantities are only partially identifiable due to the inherent missingness of potential outcomes, and the associated partial identification (PI) sets can be obtained by solving an optimal transport (OT) problem. Covariates often…

Statistics Theory · Mathematics 2026-02-25 Sirui Lin , Zijun Gao , Jose Blanchet , Peter Glynn

Selective conformal prediction aims to construct prediction sets with valid coverage for a test unit conditional on it being selected by a data-driven mechanism. While existing methods in the offline setting handle any selection mechanism…

Methodology · Statistics 2026-02-11 Mingyi Zheng , Ying Jin

In genomics, differential abundance and expression analyses are complicated by the compositional nature of sequence count data, which reflect only relative-not absolute-abundances or expression levels. Many existing methods attempt to…

Methodology · Statistics 2025-12-16 Won Gu , Francesca Chiaromonte , Justin D. Silverman

We study the problem of offline learning in automated decision systems under the contextual bandits model. We are given logged historical data consisting of contexts, (randomized) actions, and (nonnegative) rewards. A common goal is to…

Machine Learning · Computer Science 2019-01-16 Yifei Ma , Yu-Xiang Wang , Balakrishnan , Narayanaswamy

Estimation of permutation entropy (PE) using Bayesian statistical methods is presented for systems where the ordinal pattern sampling follows an independent, multinomial distribution. It is demonstrated that the PE posterior distribution is…

Data Analysis, Statistics and Probability · Physics 2022-02-09 Douglas J. Little , Joshua P. Toomey , Deb M. Kane

Ordinary differential equations (ODEs) are foundational in modeling intricate dynamics across a gamut of scientific disciplines. Yet, a possibility to represent a single phenomenon through multiple ODE models, driven by different…

Methodology · Statistics 2023-09-01 Itai Dattner , Shota Gugushvili , Oleksandr Laskorunskyi

This work explores the physics-driven machine learning technique Operator Inference (OpInf) for predicting the state of chaotic dynamical systems. OpInf provides a non-intrusive approach to infer approximations of polynomial operators in…

We consider estimation of a linear functional of the treatment effect using adaptively collected data. This task finds a variety of applications including the off-policy evaluation (\textsf{OPE}) in contextual bandits, and estimation of the…

Machine Learning · Statistics 2024-11-21 Jeonghwan Lee , Cong Ma

In robotics, diffusion models can capture multi-modal trajectories from demonstrations, making them a transformative approach in imitation learning. However, achieving optimal performance following this regiment requires a large-scale…

We study the problem of conservative off-policy evaluation (COPE) where given an offline dataset of environment interactions, collected by other agents, we seek to obtain a (tight) lower bound on a policy's performance. This is crucial when…

Machine Learning · Computer Science 2023-05-29 Jonas Rothfuss , Bhavya Sukhija , Tobias Birchler , Parnian Kassraie , Andreas Krause

Optimizing survival outcomes, such as patient survival or customer retention, is a critical objective in data-driven decision-making. Off-Policy Evaluation~(OPE) provides a powerful framework for assessing such decision-making policies…

Methodology · Statistics 2026-03-25 Kohsuke Kubota , Mitsuhiro Takahashi , Yuta Saito

Inferring dynamical models from data continues to be a significant challenge in computational biology, especially given the stochastic nature of many biological processes. We explore a common scenario in omics, where statistically…

Machine Learning · Computer Science 2025-07-31 Suryanarayana Maddu , Victor Chardès , Michael. J. Shelley

Accurate estimation of treatment effects is essential for decision-making across various scientific fields. This task, however, becomes challenging in areas like social sciences and online marketplaces, where treating one experimental unit…

Machine Learning · Computer Science 2025-02-04 Mohsen Bayati , Yuwei Luo , William Overman , Sadegh Shirani , Ruoxuan Xiong

Offline reinforcement learning aims to utilize datasets of previously gathered environment-action interaction records to learn a policy without access to the real environment. Recent work has shown that offline reinforcement learning can be…

Machine Learning · Computer Science 2023-08-30 Hanhan Zhou , Tian Lan , Vaneet Aggarwal

Selecting powerful predictors for an outcome is a cornerstone task for machine learning. However, some types of questions can only be answered by identifying the predictors that causally affect the outcome. A recent approach to this causal…

Machine Learning · Computer Science 2022-03-01 Guillaume Martinet , Alexander Strzalkowski , Barbara E. Engelhardt

Learning efficiently a causal model of the environment is a key challenge of model-based RL agents operating in POMDPs. We consider here a scenario where the learning agent has the ability to collect online experiences through direct…

Machine Learning · Computer Science 2021-06-29 Maxime Gasse , Damien Grasset , Guillaume Gaudron , Pierre-Yves Oudeyer

In longitudinal studies where units are embedded in space or a social network, interference may arise, meaning that a unit's outcome can depend on treatment histories of others. The presence of interference poses significant challenges for…

Methodology · Statistics 2025-08-26 Ye Wang , Michael Jetsupphasuk

Ordinary and partial differential equations (ODEs/PDEs) play a paramount role in analyzing and simulating complex dynamic processes across all corners of science and engineering. In recent years machine learning tools are aspiring to…

Machine Learning · Computer Science 2021-06-11 Sifan Wang , Paris Perdikaris