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The estimation of causal treatment effects from observational data is a fundamental problem in causal inference. To avoid bias, the effect estimator must control for all confounders. Hence practitioners often collect data for as many…

Machine Learning · Statistics 2020-11-05 Kristjan Greenewald , Dmitriy Katz-Rogozhnikov , Karthik Shanmugam

A common goal in observational research is to estimate marginal causal effects in the presence of confounding variables. One solution to this problem is to use the covariate distribution to weight the outcomes such that the data appear…

Methodology · Statistics 2020-08-18 Kevin P. Josey , Elizabeth Juarez-Colunga , Fan Yang , Debashis Ghosh

We introduce a framework for estimating causal effects of binary and continuous treatments in high dimensions. We show how posterior distributions of treatment and outcome models can be used together with doubly robust estimators. We…

Methodology · Statistics 2020-10-06 Joseph Antonelli , Georgia Papadogeorgou , Francesca Dominici

Individualized treatment regimes (ITRs) aim to improve clinical outcomes by assigning treatment based on patient-specific characteristics. However, existing methods often struggle with high-dimensional covariates, limiting accuracy,…

Machine Learning · Statistics 2026-01-13 Sungtaek Son , Eardi Lila , Kwun Chuen Gary Chan

Understanding treatment effect heterogeneity is important for decision making in medical and clinical practices, or handling various engineering and marketing challenges. When dealing with high-dimensional covariates or when the effect…

Machine learning methods for computational imaging require uncertainty estimation to be reliable in real settings. While Bayesian models offer a computationally tractable way of recovering uncertainty, they need large data volumes to be…

Machine Learning · Computer Science 2020-08-24 Francesco Tonolini , Jack Radford , Alex Turpin , Daniele Faccio , Roderick Murray-Smith

Researchers frequently estimate treatment effects by regressing outcomes (Y) on treatment (D) and covariates (X). Even without unobserved confounding, the coefficient on D yields a conditional-variance-weighted average of strata-wise…

Methodology · Statistics 2025-05-05 Tanvi Shinkre , Chad Hazlett

Estimation of heterogeneous treatment effects is an active area of research. Most of the existing methods, however, focus on estimating the conditional average treatment effects of a single, binary treatment given a set of pre-treatment…

Methodology · Statistics 2025-05-30 Max Goplerud , Kosuke Imai , Nicole E. Pashley

This paper concerns robust inference on average treatment effects following model selection. In the selection on observables framework, we show how to construct confidence intervals based on a doubly-robust estimator that are robust to…

Statistics Theory · Mathematics 2018-04-13 Max H. Farrell

We examine the linear regression problem in a challenging high-dimensional setting with correlated predictors where the vector of coefficients can vary from sparse to dense. In this setting, we propose a combination of probabilistic…

Methodology · Statistics 2025-05-13 Roman Parzer , Peter Filzmoser , Laura Vana-Gür

We present a novel approach for constrained Bayesian inference. Unlike current methods, our approach does not require convexity of the constraint set. We reduce the constrained variational inference to a parametric optimization over the…

Machine Learning · Computer Science 2013-09-27 Oluwasanmi Koyejo , Joydeep Ghosh

Causal inference has received great attention across different fields from economics, statistics, education, medicine, to machine learning. Within this area, inferring causal effects at individual level in observational studies has become…

Methodology · Statistics 2017-02-16 Thai Pham

This paper develops a Bayesian framework for robust causal inference from longitudinal observational data. Many contemporary methods rely on structural assumptions, such as factor models, to adjust for unobserved confounding, but they can…

Methodology · Statistics 2025-11-20 Angelos Alexopoulos , Nikolaos Demiris

In this paper, we propose a data-adaptive empirical likelihood-based approach for treatment effect estimation and inference, which overcomes the obstacle of the traditional empirical likelihood-based approaches in the high-dimensional…

Methodology · Statistics 2020-12-15 Wei Liang , Ying Yan

We combine Bayesian prediction and weighted inference as a unified approach to survey inference. The general principles of Bayesian analysis imply that models for survey outcomes should be conditional on all variables that affect the…

Methodology · Statistics 2020-06-24 Yajuan Si , Rob Trangucci , Jonah Sol Gabry , Andrew Gelman

Weighting methods are essential tools for estimating causal effects in observational studies, with the goal of balancing pre-treatment covariates across treatment groups. Traditional approaches pursue this objective indirectly, for example,…

Methodology · Statistics 2026-02-09 Diptanil Santra , Guanhua Chen , Chan Park

The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…

Methodology · Statistics 2022-10-28 Ziang Niu , Yuwen Gu , Wei Li

Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

Statistics Theory · Mathematics 2025-11-25 Sayantan Banerjee , Ismaël Castillo , Subhashis Ghosal

Inference for high-dimensional logistic regression models using penalized methods has been a challenging research problem. As an illustration, a major difficulty is the significant bias of the Lasso estimator, which limits its direct…

Methodology · Statistics 2024-10-29 Yuming Zhang , Stéphane Guerrier , Runze Li

This paper provides a critical review of the Bayesian perspective of causal inference based on the potential outcomes framework. We review the causal estimands, identification assumptions, the general structure of Bayesian inference of…

Methodology · Statistics 2022-10-25 Fan Li , Peng Ding , Fabrizia Mealli