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Decision trees are powerful machine learning algorithms, widely used in fields such as economics and medicine for their simplicity and interpretability. However, decision trees such as CART are prone to overfitting, especially when grown…
We study the problem of estimating causal effects under hidden confounding in the following unpaired data setting: we observe some covariates $X$ and an outcome $Y$ under different experimental conditions (environments) but do not observe…
Causal inference is to estimate the causal effect in a causal relationship when intervention is applied. Precisely, in a causal model with binary interventions, i.e., control and treatment, the causal effect is simply the difference between…
Reliable effort estimation remains an ongoing challenge to software engineers. Accurate effort estimation is the state of art of software engineering, effort estimation of software is the preliminary phase between the client and the…
Causal inference is crucial for understanding the true impact of interventions, policies, or actions, enabling informed decision-making and providing insights into the underlying mechanisms that shape our world. In this paper, we establish…
Empirical studies in various social sciences often involve categorical outcomes with inherent ordering, such as self-evaluations of subjective well-being and self-assessments in health domains. While ordered choice models, such as the…
Background: Pairwise and network meta-analyses using fixed effect and random effects models are commonly applied to synthesise evidence from randomised controlled trials. The models differ in their assumptions and the interpretation of the…
In real-world applications, computational constraints often require transforming large models into smaller, more efficient versions through model compression. While these techniques aim to reduce size and computational cost without…
Over the past decade, random forest models have become widely used as a robust method for high-dimensional data regression tasks. In part, the popularity of these models arises from the fact that they require little hyperparameter tuning…
This paper develops a sparsity-inducing version of Bayesian Causal Forests, a recently proposed nonparametric causal regression model that employs Bayesian Additive Regression Trees and is specifically designed to estimate heterogeneous…
The estimation of causal treatment effects from observational data is a fundamental problem in causal inference. To avoid bias, the effect estimator must control for all confounders. Hence practitioners often collect data for as many…
This paper studies lying in a novel context. Previous work has focused on situations in which people are either fully aware of the economic consequences of all available actions (e.g., die-under-cup paradigm), or they are uncertain, but…
Stress testing poses a causal question: how would portfolio credit losses change if the macroeconomy followed an adverse counterfactual path? Yet standard practice remains predictive and might be therefore vulnerable to omitted-variable…
The assumption of positivity in causal inference (also known as common support and co-variate overlap) is necessary to obtain valid causal estimates. Therefore, confirming it holds in a given dataset is an important first step of any causal…
Unquantified sources of uncertainty in observational causal analyses can break the integrity of the results. One would never want another analyst to repeat a calculation with the same dataset, using a seemingly identical procedure, only to…
Estimation of causal effects using machine learning methods has become an active research field in econometrics. In this paper, we study the finite sample performance of meta-learners for estimation of heterogeneous treatment effects under…
When studying policy interventions, researchers often pursue two goals: i) identifying for whom the program has the largest effects (heterogeneity) and ii) determining whether those patterns of treatment effects have predictive power across…
Recent work has made important contributions in the development of causally-interpretable meta-analysis. These methods transport treatment effects estimated in a collection of randomized trials to a target population of interest. Ideally,…
Counterfactual prediction methods are required when a model will be deployed in a setting where treatment policies differ from the setting where the model was developed, or when a model provides predictions under hypothetical interventions…
This paper focuses on the expected difference in borrower's repayment when there is a change in the lender's credit decisions. Classical estimators overlook the confounding effects and hence the estimation error can be magnificent. As such,…