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Estimating the effects of continuous-valued interventions from observational data is a critically important task for climate science, healthcare, and economics. Recent work focuses on designing neural network architectures and…

Machine Learning · Computer Science 2022-10-13 Andrew Jesson , Alyson Douglas , Peter Manshausen , Maëlys Solal , Nicolai Meinshausen , Philip Stier , Yarin Gal , Uri Shalit

We develop a novel method for personalized off-policy learning in scenarios with unobserved confounding. Thereby, we address a key limitation of standard policy learning: standard policy learning assumes unconfoundedness, meaning that no…

Machine Learning · Computer Science 2026-02-18 Konstantin Hess , Dennis Frauen , Valentyn Melnychuk , Stefan Feuerriegel

Consider the problem of estimating the local average treatment effect with an instrument variable, where the instrument unconfoundedness holds after adjusting for a set of measured covariates. Several unknown functions of the covariates…

Methodology · Statistics 2020-09-22 Baoluo Sun , Zhiqiang Tan

In this work, we consider causal inference in various high-dimensional treatment settings, including for single multi-valued treatments and vector treatments with binary or continuous components, when the number of treatments can be…

Statistics Theory · Mathematics 2026-02-26 Patrick Kramer , Edward H. Kennedy , Isaac M. Opper

Estimating causal effects of continuous treatments is a common problem in practice, for example, in studying average dose-response functions. Classical analyses typically assume that all confounders are fully observed, whereas in real-world…

Statistics Theory · Mathematics 2026-04-14 Shuyuan Chen , Peng Zhang , Yifan Cui

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

A fundamental question underlying the literature on partial identification is: what can we learn about parameters that are relevant for policy but not necessarily point-identified by the exogenous variation we observe? This paper provides…

Econometrics · Economics 2023-04-07 Philip Marx

Causal effect estimation has been studied by many researchers when only observational data is available. Sound and complete algorithms have been developed for pointwise estimation of identifiable causal queries. For non-identifiable causal…

Machine Learning · Statistics 2023-06-26 Ziwei Jiang , Lai Wei , Murat Kocaoglu

Instrumental variables (IVs) are widely used for estimating causal effects in the presence of unmeasured confounding. Under the standard IV model, however, the average treatment effect (ATE) is only partially identifiable. To address this,…

Methodology · Statistics 2018-01-08 Linbo Wang , Eric Tchetgen Tchetgen

It is often of interest to decompose a total effect of an exposure into the component that acts on the outcome through some mediator and the component that acts independently through other pathways. Said another way, we are interested in…

Statistics Theory · Mathematics 2016-01-21 Peng Ding , Tyler J. VanderWeele

Propensity score trimming, which discards subjects with propensity scores below a threshold, is a common way to address positivity violations that complicate causal effect estimation. However, most works on trimming assume treatment is…

Methodology · Statistics 2024-07-31 Zach Branson , Edward H. Kennedy , Sivaraman Balakrishnan , Larry Wasserman

Sensitivity analysis is important to assess the impact of unmeasured confounding in causal inference from observational studies. The marginal sensitivity model (MSM) provides a useful approach in quantifying the influence of unmeasured…

Methodology · Statistics 2025-04-14 Yi Zhang , Wenfu Xu , Zhiqiang Tan

I analyze treatment effects in situations when agents endogenously select into the treatment group and into the observed sample. As a theoretical contribution, I propose pointwise sharp bounds for the marginal treatment effect (MTE) of…

Econometrics · Economics 2019-04-19 Vitor Possebom

Omitted variable bias can affect treatment effect estimates obtained from observational data due to the lack of random assignment to treatment groups. Sensitivity analyses adjust these estimates to quantify the impact of potential omitted…

Methodology · Statistics 2010-11-10 Carrie A. Hosman , Ben B. Hansen , Paul W. Holland

Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct…

Methodology · Statistics 2022-08-05 Baoluo Sun , Yifan Cui , Eric Tchetgen Tchetgen

Uncertainty quantification of causal effects is crucial for safety-critical applications such as personalized medicine. A powerful approach for this is conformal prediction, which has several practical benefits due to model-agnostic…

Machine Learning · Computer Science 2026-02-04 Maresa Schröder , Dennis Frauen , Jonas Schweisthal , Konstantin Heß , Valentyn Melnychuk , Stefan Feuerriegel

In observational studies, the observed association between an exposure and outcome of interest may be distorted by unobserved confounding. Causal sensitivity analysis can be used to assess the robustness of observed associations to…

Methodology · Statistics 2025-11-04 Rui Hu , Ted Westling

We investigate large-sample properties of treatment effect estimators under unknown interference in randomized experiments. The inferential target is a generalization of the average treatment effect estimand that marginalizes over potential…

Statistics Theory · Mathematics 2019-10-25 Fredrik Sävje , Peter M. Aronow , Michael G. Hudgens

Causal inference with observational studies often relies on the assumptions of unconfoundedness and overlap of covariate distributions in different treatment groups. The overlap assumption is violated when some units have propensity scores…

Methodology · Statistics 2022-07-19 Shu Yang , Peng Ding

To estimate direct and indirect effects of an exposure on an outcome from observed data strong assumptions about unconfoundedness are required. Since these assumptions cannot be tested using the observed data, a mediation analysis should…

Statistics Theory · Mathematics 2018-03-29 Anita Lindmark , Xavier de Luna , Marie Eriksson