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Developing robust inference for models with nonparametric Unobserved Heterogeneity (UH) is both important and challenging. We propose novel Debiased Machine Learning (DML) procedures for valid inference on functionals of UH, allowing for…

Econometrics · Economics 2025-07-21 Facundo Argañaraz , Juan Carlos Escanciano

Mediation analysis is a crucial tool for uncovering the mechanisms through which a treatment affects the outcome, providing deeper causal insights and guiding effective interventions. Despite advances in analyzing the mediation effect with…

Methodology · Statistics 2025-08-11 Shi Bo , AmirEmad Ghassami , Debarghya Mukherjee

In sequence prediction tasks like neural machine translation, training with cross-entropy loss often leads to models that overgeneralize and plunge into local optima. In this paper, we propose an extended loss function called \emph{dual…

Computation and Language · Computer Science 2021-04-20 Zuchao Li , Hai Zhao , Yingting Wu , Fengshun Xiao , Shu Jiang

The double/debiased machine learning (DML) framework has become a cornerstone of modern causal inference, allowing researchers to utilise flexible machine learning models for the estimation of nuisance functions without introducing…

Econometrics · Economics 2025-06-19 Charles Shaw

Deep Metric Learning (DML) is a group of techniques that aim to measure the similarity between objects through the neural network. Although the number of DML methods has rapidly increased in recent years, most previous studies cannot…

Machine Learning · Computer Science 2022-12-02 Chenkang Zhang , Lei Luo , Bin Gu

Deep Metric Learning (DML), a widely-used technique, involves learning a distance metric between pairs of samples. DML uses deep neural architectures to learn semantic embeddings of the input, where the distance between similar examples is…

Machine Learning · Computer Science 2021-02-16 Thomas Kobber Panum , Zi Wang , Pengyu Kan , Earlence Fernandes , Somesh Jha

During the past few years, mediation analysis has gained increasing popularity across various research fields. The primary objective of mediation analysis is to examine the direct impact of exposure on outcome, as well as the indirect…

Computation · Statistics 2023-05-18 Haixiang Zhang , Xin Li

Hybrid modeling integrates machine learning with scientific knowledge to enhance interpretability, generalization, and adherence to natural laws. Nevertheless, equifinality and regularization biases pose challenges in hybrid modeling to…

Machine Learning · Computer Science 2024-04-05 Kai-Hendrik Cohrs , Gherardo Varando , Nuno Carvalhais , Markus Reichstein , Gustau Camps-Valls

Causal mediation analysis has historically been limited in two important ways: (i) a focus has traditionally been placed on binary treatments and static interventions, and (ii) direct and indirect effect decompositions have been pursued…

Methodology · Statistics 2022-01-13 Nima S. Hejazi , Kara E. Rudolph , Mark J. van der Laan , Iván Díaz

In this paper, we apply doubly robust approach to estimate, when some covariates are given, the conditional average treatment effect under parametric, semiparametric and nonparametric structure of the nuisance propensity score and outcome…

Statistics Theory · Mathematics 2020-09-15 Chuyun Ye , Keli Guo , Lixing Zhu

Causal mediation analysis examines causal pathways linking exposures to disease. The estimation of interventional effects, which are mediation estimands that overcome certain identifiability problems of natural effects, has been advanced…

The linear coefficient in a partially linear model with confounding variables can be estimated using double machine learning (DML). However, this DML estimator has a two-stage least squares (TSLS) interpretation and may produce overly wide…

Methodology · Statistics 2022-01-03 Corinne Emmenegger , Peter Bühlmann

Causal effect estimation under networked interference is an important but challenging problem. Available parametric methods are limited in their model space, while previous semiparametric methods, e.g., leveraging neural networks to fit…

Machine Learning · Computer Science 2025-02-27 Weilin Chen , Ruichu Cai , Zeqin Yang , Jie Qiao , Yuguang Yan , Zijian Li , Zhifeng Hao

The vast majority of literature on evaluating the significance of a treatment effect based on observational data has been confined to discrete treatments. These methods are not applicable to drawing inference for a continuous treatment,…

Methodology · Statistics 2023-05-23 Charles R. Doss , Guangwei Weng , Lan Wang , Ira Moscovice , Tongtan Chantarat

Latent variable models provide a powerful framework for incorporating and inferring unobserved factors in observational data. In causal inference, they help account for hidden factors influencing treatment or outcome, thereby addressing…

Machine Learning · Computer Science 2025-08-29 Tetsuro Morimura , Tatsushi Oka , Yugo Suzuki , Daisuke Moriwaki

We demonstrate a comprehensive semiparametric approach to causal mediation analysis, addressing the complexities inherent in settings with longitudinal and continuous treatments, confounders, and mediators. Our methodology utilizes a…

Economists are often interested in the mechanisms by which a treatment affects an outcome. We develop tests for the "sharp null of full mediation" that a treatment $D$ affects an outcome $Y$ only through a particular mechanism (or set of…

Econometrics · Economics 2026-02-23 Soonwoo Kwon , Jonathan Roth

Various algorithms have been proposed to address the challenges posed by class-imbalanced learning from real-world data with long-tailed distributions. While these algorithms reduce prediction bias through rebalancing techniques, they often…

Machine Learning · Computer Science 2026-05-29 Hyuck Lee , Taemin Park , Heeyoung Kim

We study nonparametric inference for the causal dose-response (or treatment effect) curve when the treatment variable is continuous rather than binary or discrete. We do this by developing doubly robust confidence intervals for the…

Methodology · Statistics 2025-08-13 Charles R. Doss

Many empirical applications estimate causal effects of a continuous endogenous variable (treatment) using a binary instrument. Estimation is typically done through linear 2SLS. This approach requires a mean treatment change and causal…

Econometrics · Economics 2024-02-28 Yingying Dong , Ying-Ying Lee
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