Related papers: Partial identification via conditional linear prog…
Many statistical estimands of interest (e.g., in regression or causality) are functions of the joint distribution of multiple random variables. But in some applications, data is not available that measures all random variables on each…
When data contains measurement errors, it is necessary to make assumptions relating the observed, erroneous data to the unobserved true phenomena of interest. These assumptions should be justifiable on substantive grounds, but are often…
Estimating population quantities such as mean outcomes from user feedback is fundamental to platform evaluation and social science, yet feedback is often missing not at random (MNAR): users with stronger opinions are more likely to respond,…
We study linear regressions in a context where the outcome of interest and some of the covariates are observed in two different datasets that cannot be matched. Traditional approaches obtain point identification by relying, often…
This paper studies the problem of estimating individualized treatment rules when treatment effects are partially identified, as it is often the case with observational data. By drawing connections between the treatment assignment problem…
This paper provides estimation and inference methods for an identified set's boundary (i.e., support function) where the selection among a very large number of covariates is based on modern regularized tools. I characterize the boundary…
Unmeasured confounding is a threat to causal inference and gives rise to biased estimates. In this article, we consider the problem of individualized decision-making under partial identification. Firstly, we argue that when faced with…
We define and study the problem of predicting the solution to a linear program (LP) given only partial information about its objective and constraints. This generalizes the problem of learning to predict the purchasing behavior of a…
The literature on stochastic programming typically restricts attention to problems that fulfill constraint qualifications. The literature on estimation and inference under partial identification frequently restricts the geometry of…
With the rise of the digital economy and an explosion of available information about consumers, effective personalization of goods and services has become a core business focus for companies to improve revenues and maintain a competitive…
Causal inference often hinges on strong assumptions - such as no unmeasured confounding or perfect compliance - that are rarely satisfied in practice. Partial identification offers a principled alternative: instead of relying on…
We introduce and analyze a method of learning-informed parameter identification for partial differential equations (PDEs) in an all-at-once framework. The underlying PDE model is formulated in a rather general setting with three unknowns:…
We consider partially-specified optimization problems where the goal is to actively, but efficiently, acquire missing information about the problem in order to solve it. An algorithm designer wishes to solve a linear program (LP), $\max…
Many causal estimands are only partially identifiable since they depend on the unobservable joint distribution between potential outcomes. Stratification on pretreatment covariates can yield sharper bounds; however, unless the covariates…
Linear causal models are important tools for modeling causal dependencies and yet in practice, only a subset of the variables can be observed. In this paper, we examine the parameter identifiability of these models by investigating whether…
This chapter reviews the microeconometrics literature on partial identification, focusing on the developments of the last thirty years. The topics presented illustrate that the available data combined with credible maintained assumptions…
Many partial identification problems can be characterized by the optimal value of a function over a set where both the function and set need to be estimated by empirical data. Despite some progress for convex problems, statistical inference…
Inspired by applications in optimal control of semilinear elliptic partial differential equations and physics-integrated imaging, differential equation constrained optimization problems with constituents that are only accessible through…
Reliable estimation of treatment effects from observational data is important in many disciplines such as medicine. However, estimation is challenging when unconfoundedness as a standard assumption in the causal inference literature is…
Many applications of causal inference require using treatment effects estimated on a study population to make decisions in a separate target population. We consider the challenging setting where there are covariates that are observed in the…