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Predicting scalar outcomes using functional predictors is a classic problem in functional data analysis. In many applications, however, only specific locations or time-points of the functional predictors have an impact on the outcome. Such…

Statistics Theory · Mathematics 2020-07-14 Dominik Poß , Dominik Liebl , Alois Kneip , Hedwig Eisenbarth , Tor D. Wager , Lisa Feldman Barrett

Many causal and structural effects depend on regressions. Examples include policy effects, average derivatives, regression decompositions, average treatment effects, causal mediation, and parameters of economic structural models. The…

Statistics Theory · Mathematics 2022-10-25 Victor Chernozhukov , Whitney K Newey , Rahul Singh

Instrumental variable methods are fundamental to causal inference when treatment assignment is confounded by unobserved variables. In this article, we develop a general nonparametric causal framework for identification and learning with…

Methodology · Statistics 2026-02-10 Shuyuan Chen , Peng Zhang , Yifan Cui

Conditional independence of treatment assignment from potential outcomes is a commonly used but nonrefutable assumption. We derive identified sets for various treatment effect parameters under nonparametric deviations from this conditional…

Methodology · Statistics 2017-10-25 Matthew A. Masten , Alexandre Poirier

Influence functions efficiently estimate the effect of removing a single training data point on a model's learned parameters. While influence estimates align well with leave-one-out retraining for linear models, recent works have shown this…

Machine Learning · Computer Science 2022-09-13 Juhan Bae , Nathan Ng , Alston Lo , Marzyeh Ghassemi , Roger Grosse

We aim to construct a class of learning algorithms that are of practical value to applied researchers in fields such as biostatistics, epidemiology and econometrics, where the need to learn from incompletely observed information is…

Methodology · Statistics 2021-02-09 Alicia Curth , Ahmed M. Alaa , Mihaela van der Schaar

Methods that rely on proxies, without imposing strong parametric structure, are increasingly used to deal with unobserved variables in causal inference. One influential line of this work reconstructs latent distributions used to identify…

Methodology · Statistics 2026-05-12 Helen Guo , Ilya Shpitser , Elizabeth L. Ogburn

Beta coefficients for linear regression models represent the ideal form of an interpretable feature effect. However, for non-linear models and especially generalized linear models, the estimated coefficients cannot be interpreted as a…

Machine Learning · Computer Science 2022-01-24 Christian A. Scholbeck , Giuseppe Casalicchio , Christoph Molnar , Bernd Bischl , Christian Heumann

The research is about a systematic investigation on the following issues. First, we construct different outcome regression-based estimators for conditional average treatment effect under, respectively, true (oracle), parametric,…

Statistics Theory · Mathematics 2020-09-23 Lu Li , Niwen Zhou , Lixing Zhu

Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. With control variables to correct for endogeneity, nonparametric identification of treatment effects requires strong support…

Econometrics · Economics 2025-01-28 Whitney K. Newey , Sami Stouli

For multi-valued functions---such as when the conditional distribution on targets given the inputs is multi-modal---standard regression approaches are not always desirable because they provide the conditional mean. Modal regression…

Machine Learning · Statistics 2020-10-30 Yangchen Pan , Ehsan Imani , Martha White , Amir-massoud Farahmand

The estimation of causal effects using quasiexperiments often relies on the use of unusual or serendipitous sources of exogenous variation. When the goal is estimating the same causal effects across many different settings, the same unusual…

Econometrics · Economics 2026-05-26 Nick Huntington-Klein

This paper considers identification and inference for the distribution of treatment effects conditional on observable covariates. Since the conditional distribution of treatment effects is not point identified without strong assumptions, we…

Econometrics · Economics 2023-11-23 Sungwon Lee

We present a general nonparametric approach for testing whether a statistical parameter defined through conditional distributions is constant across the conditioning variables. Such hypotheses arise naturally in problems such as assessing…

Methodology · Statistics 2026-04-23 Albert Osom , Ali Shojaie , Aaron Hudson

We develop a general approach to estimating the derivative of a function-valued parameter $\theta_o(u)$ that is identified for every value of $u$ as the solution to a moment condition. This setup in particular covers many interesting models…

Methodology · Statistics 2016-10-31 Christoph Rothe , Dominik Wied

The subject of this paper is the elucidation of effects of actions from causal assumptions represented as a directed graph, and statistical knowledge given as a probability distribution. In particular, we are interested in predicting…

Artificial Intelligence · Computer Science 2012-07-02 Ilya Shpitser , Judea Pearl

Causal influence measures for machine learnt classifiers shed light on the reasons behind classification, and aid in identifying influential input features and revealing their biases. However, such analyses involve evaluating the classifier…

Machine Learning · Computer Science 2018-04-10 Shayak Sen , Piotr Mardziel , Anupam Datta , Matthew Fredrikson

Given a set of several inputs into a system (e.g., independent variables characterizing stimuli) and a set of several stochastically non-independent outputs (e.g., random variables describing different aspects of responses), how can one…

Artificial Intelligence · Computer Science 2011-08-30 Ehtibar N. Dzhafarov , Janne V. Kujala

Estimators based on influence functions (IFs) have been shown to be effective in many settings, especially when combined with machine learning techniques. By focusing on estimating a specific target of interest (e.g., the average effect of…

Methodology · Statistics 2019-10-29 Aaron Fisher , Edward H. Kennedy

How can we explain the predictions of a black-box model? In this paper, we use influence functions -- a classic technique from robust statistics -- to trace a model's prediction through the learning algorithm and back to its training data,…

Machine Learning · Statistics 2021-01-01 Pang Wei Koh , Percy Liang