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Treatment effect heterogeneity is central to policy evaluation, social science, and precision medicine, where interventions can affect individuals differently. In observational studies, covariates, treatment, and outcomes are often only…

Methodology · Statistics 2026-02-24 Shuozhi Zuo , Yixin Wang , Fan Yang

Marginal and conditional summary measures do not generally coincide, have different interpretations and correspond to different decision questions. While these aspects have primarily been recognized for non-collapsible summary measures,…

We review some not well known results about marginal log-linear models, derive some new ones and show how they might be relevant in mediation analysis within logistic regression. In particular, we elaborate on the relation between…

Methodology · Statistics 2022-04-20 Antonio Forcina

Off-policy evaluation (OPE) is the problem of estimating the value of a target policy using historical data collected under a different logging policy. OPE methods typically assume overlap between the target and logging policy, enabling…

Methodology · Statistics 2024-03-12 Samir Khan , Martin Saveski , Johan Ugander

In reinforcement learning, distributional off-policy evaluation (OPE) focuses on estimating the return distribution of a target policy using offline data collected under a different policy. This work focuses on extending the widely used…

Machine Learning · Statistics 2025-10-21 Sungee Hong , Jiayi Wang , Zhengling Qi , Raymond K. W. Wong

This article introduces a non parametric warping model for functional data. When the outcome of an experiment is a sample of curves, data can be seen as realizations of a stochastic process, which takes into account the small variations…

Statistics Theory · Mathematics 2008-12-18 Jean-François Dupuy , Jean-Michel Loubes , Elie Maza

Statistical inference for high dimensional parameters (HDPs) can be based on their intrinsic correlation; that is, parameters that are close spatially or temporally tend to have more similar values. This is why nonlinear mixed-effects…

Methodology · Statistics 2024-01-30 Nan Zheng , Noel Cadigan

Comparative evaluation of multiple dynamic treatment policies is essential for healthcare and policy decisions, yet conventional longitudinal causal inference methods estimate each in isolation, preventing information sharing across…

Machine Learning · Computer Science 2026-05-28 Wenxin Chen , Weishen Pan , Kyra Gan , Fei Wang

We introduce an approach to counterfactual inference based on merging information from multiple datasets. We consider a causal reformulation of the statistical marginal problem: given a collection of marginal structural causal models (SCMs)…

Artificial Intelligence · Computer Science 2022-07-18 Luigi Gresele , Julius von Kügelgen , Jonas M. Kübler , Elke Kirschbaum , Bernhard Schölkopf , Dominik Janzing

Estimating the distribution of outcomes under counterfactual policies is critical for decision-making in domains such as recommendation, advertising, and healthcare. We propose and analyze a novel framework-Counterfactual Policy Mean…

Machine Learning · Statistics 2025-10-29 Houssam Zenati , Bariscan Bozkurt , Arthur Gretton

We study the problem of estimating the distribution of the return of a policy using an offline dataset that is not generated from the policy, i.e., distributional offline policy evaluation (OPE). We propose an algorithm called Fitted…

Machine Learning · Computer Science 2024-01-01 Runzhe Wu , Masatoshi Uehara , Wen Sun

We consider off-policy evaluation (OPE) in Partially Observable Markov Decision Processes, where the evaluation policy depends only on observable variables but the behavior policy depends on latent states (Tennenholtz et al. (2020a)). Prior…

Machine Learning · Computer Science 2021-09-23 Yash Nair , Nan Jiang

Word representations induced from models with discrete latent variables (e.g.\ HMMs) have been shown to be beneficial in many NLP applications. In this work, we exploit labeled syntactic dependency trees and formalize the induction problem…

Computation and Language · Computer Science 2016-02-08 Simon Šuster , Gertjan van Noord , Ivan Titov

This paper studies the implication of a fraction of the population not responding to the instrument when selecting into treatment. We show that, in general, the presence of non-responders biases the Marginal Treatment Effect (MTE) curve and…

Econometrics · Economics 2022-04-25 Julián Martínez-Iriarte , Pietro Emilio Spini

When the causal relationship between X and Y is specified by a structural equation, the causal effect of X on Y is the expected rate of change of Y with respect to changes in X, when all other variables are kept fixed. This causal effect is…

Statistics Theory · Mathematics 2021-05-13 Wing Hung Wong

Economists are often interested in estimating averages with respect to distributions of unobservables, such as moments of individual fixed-effects, or average partial effects in discrete choice models. For such quantities, we propose and…

Econometrics · Economics 2021-09-07 Stéphane Bonhomme , Martin Weidner

I study partial identification of distributional parameters in triangular systems. This model consists of a nonparametric outcome equation and a selection equation. This allows for general unobserved heterogeneity and selection on…

Methodology · Statistics 2014-11-11 Ju Hyun Kim

This paper contributes a new approach for distributional reinforcement learning which elucidates a clean separation of transition structure and reward in the learning process. Analogous to how the successor representation (SR) describes the…

Robins (1998) introduced marginal structural models (MSMs), a general class of counterfactual models for the joint effects of time-varying treatment regimes in complex longitudinal studies subject to time-varying confounding. He established…

Methodology · Statistics 2018-09-17 Eric J Tchetgen Tchetgen , Haben Michael , Yifan Cui

We present Causal Posterior Estimation (CPE), a novel method for Bayesian inference in simulator models, i.e., models where the evaluation of the likelihood function is intractable or too computationally expensive, but where one can…

Machine Learning · Computer Science 2025-05-28 Simon Dirmeier , Antonietta Mira
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