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Related papers: Semiparametric Counterfactual Regression

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Randomized experiments have become important tools in empirical research. In a completely randomized treatment-control experiment, the simple difference in means of the outcome is unbiased for the average treatment effect, and covariate…

Statistics Theory · Mathematics 2021-01-01 Lihua Lei , Peng Ding

We address a practical problem ubiquitous in modern marketing campaigns, in which a central agent tries to learn a policy for allocating strategic financial incentives to customers and observes only bandit feedback. In contrast to…

Machine Learning · Statistics 2019-11-12 Romain Lopez , Chenchen Li , Xiang Yan , Junwu Xiong , Michael I. Jordan , Yuan Qi , Le Song

We consider the efficient estimation of the semiparametric additive transformation model with current status data. A wide range of survival models and econometric models can be incorporated into this general transformation framework. We…

Statistics Theory · Mathematics 2011-05-09 Guang Cheng , Xiao Wang

Counterfactual explanations utilize feature perturbations to analyze the outcome of an original decision and recommend an actionable recourse. We argue that it is beneficial to provide several alternative explanations rather than a single…

Machine Learning · Computer Science 2023-01-24 Natraj Raman , Daniele Magazzeni , Sameena Shah

Counterfactual instances are a powerful tool to obtain valuable insights into automated decision processes, describing the necessary minimal changes in the input space to alter the prediction towards a desired target. Most previous…

Machine Learning · Computer Science 2021-06-07 Robert-Florian Samoilescu , Arnaud Van Looveren , Janis Klaise

We focus on semiparametric regression that has played a central role in statistics, and exploit the powerful learning ability of deep neural networks (DNNs) while enabling statistical inference on parameters of interest that offers…

Statistics Theory · Mathematics 2025-04-29 Shunxing Yan , Ziyuan Chen , Fang Yao

Consider semiparametric estimation where a doubly robust estimating function for a low-dimensional parameter is available, depending on two working models. With high-dimensional data, we develop regularized calibrated estimation as a…

Methodology · Statistics 2020-09-28 Satyajit Ghosh , Zhiqiang Tan

In this paper, a practical estimation method for a regression model is proposed using semiparametric efficient score functions applicable to data with various shapes of errors. First, I derive semiparametric efficient score vectors for a…

Methodology · Statistics 2023-01-23 Mijeong Kim

In this paper we propose a general series method to estimate a semiparametric partially linear varying coefficient model. We establish the consistency and \sqrtn-normality property of the estimator of the finite-dimensional parameters of…

Statistics Theory · Mathematics 2007-06-13 Ibrahim Ahmad , Sittisak Leelahanon , Qi Li

Extremile regression, as a least squares analog of quantile regression, is potentially useful tool for modeling and understanding the extreme tails of a distribution. However, existing extremile regression methods, as nonparametric…

Methodology · Statistics 2025-07-03 Rong Jiang , Keming Yu , Jiangfeng Wang

Data analysis based on information from several sources is common in economic and biomedical studies. This setting is often referred to as the data fusion problem, which differs from traditional missing data problems since no complete data…

Methodology · Statistics 2022-04-07 Wei Li , Shanshan Luo , Wangli Xu

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

We consider after-study statistical inference for sequentially designed experiments wherein multiple units are assigned treatments for multiple time points using treatment policies that adapt over time. Our goal is to provide inference…

Machine Learning · Statistics 2025-06-10 Raaz Dwivedi , Katherine Tian , Sabina Tomkins , Predrag Klasnja , Susan Murphy , Devavrat Shah

Counterfactual inference aims to estimate the counterfactual outcome at the individual level given knowledge of an observed treatment and the factual outcome, with broad applications in fields such as epidemiology, econometrics, and…

Machine Learning · Computer Science 2025-10-06 Peng Wu , Haoxuan Li , Chunyuan Zheng , Yan Zeng , Jiawei Chen , Yang Liu , Ruocheng Guo , Kun Zhang

We develop a novel method for counterfactual analysis based on observational data using prediction intervals for units under different exposures. Unlike methods that target heterogeneous or conditional average treatment effects of an…

Statistics Theory · Mathematics 2018-07-18 Dave Zachariah , Petre Stoica

Causal effects are often characterized with averages, which can give an incomplete picture of the underlying counterfactual distributions. Here we consider estimating the entire counterfactual density and generic functionals thereof. We…

Methodology · Statistics 2021-02-25 Edward H. Kennedy , Sivaraman Balakrishnan , Larry Wasserman

While methods for measuring and correcting differential performance in risk prediction models have proliferated in recent years, most existing techniques can only be used to assess fairness across relatively large subgroups. The purpose of…

Methodology · Statistics 2024-01-30 Solvejg Wastvedt , Jared D Huling , Julian Wolfson

Doubly robust estimators of causal effects are a popular means of estimating causal effects. Such estimators combine an estimate of the conditional mean of the outcome given treatment and confounders (the so-called outcome regression) with…

Methodology · Statistics 2019-01-17 David Benkeser , Weixin Cai , Mark J van der Laan

Structural models that admit multiple reduced forms, such as game-theoretic models with multiple equilibria, pose challenges in practice, especially when parameters are set-identified and the identified set is large. In such cases,…

Econometrics · Economics 2021-01-29 Nathan Canen , Kyungchul Song

Reinforcement learning (RL) algorithms usually require a substantial amount of interaction data and perform well only for specific tasks in a fixed environment. In some scenarios such as healthcare, however, usually only few records are…

Machine Learning · Computer Science 2020-12-17 Chaochao Lu , Biwei Huang , Ke Wang , José Miguel Hernández-Lobato , Kun Zhang , Bernhard Schölkopf