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We investigate the finite sample performance of causal machine learning estimators for heterogeneous causal effects at different aggregation levels. We employ an Empirical Monte Carlo Study that relies on arguably realistic data generation…

Econometrics · Economics 2021-10-19 Michael C. Knaus , Michael Lechner , Anthony Strittmatter

Identifying important features linked to a response variable is a fundamental task in various scientific domains. This article explores statistical inference for simulated Markov random fields in high-dimensional settings. We introduce a…

Machine Learning · Statistics 2024-01-23 Haoyu Wei , Xiaoyu Lei , Yixin Han , Huiming Zhang

Machine learning methods, particularly the double machine learning (DML) estimator (Chernozhukov et al., 2018), are increasingly popular for the estimation of the average treatment effect (ATE). However, datasets often exhibit unbalanced…

Econometrics · Economics 2024-06-12 Daniele Ballinari

Provably efficient Model-Based Reinforcement Learning (MBRL) based on optimism or posterior sampling (PSRL) is ensured to attain the global optimality asymptotically by introducing the complexity measure of the model. However, the…

Machine Learning · Computer Science 2022-09-19 Shenao Zhang

The do-calculus is a sound and complete tool for identifying causal effects in acyclic directed mixed graphs (ADMGs) induced by structural causal models (SCMs). However, in many real-world applications, especially in high-dimensional…

Artificial Intelligence · Computer Science 2025-06-25 Simon Ferreira , Charles K. Assaad

This study examines the effects of macroeconomic policies on financial markets using a novel approach that combines Machine Learning (ML) techniques and causal inference. It focuses on the effect of interest rate changes made by the US…

Statistical Finance · Quantitative Finance 2024-04-12 Anoop Kumar , Suresh Dodda , Navin Kamuni , Rajeev Kumar Arora

A data-driven model augmentation framework, referred to as Weakly-coupled Integrated Inference and Machine Learning (IIML), is presented to improve the predictive accuracy of physical models. In contrast to parameter calibration, this work…

Computational Engineering, Finance, and Science · Computer Science 2022-07-25 Vishal Srivastava , Valentin Sulzer , Peyman Mohtat , Jason B. Siegel , Karthik Duraisamy

Unobserved confounding prevents standard covariate adjustment from identifying causal response functions in observational studies. Proxy causal learning addresses this problem through bridge equations involving treatment- and…

Machine Learning · Computer Science 2026-05-12 Bariscan Bozkurt , Alexandre Galashov , Dimitri Meunier , Zikai Shen , Arthur Gretton , Houssam Zenati

Healthcare decision-making requires not only accurate predictions but also insights into how factors influence patient outcomes. While traditional Machine Learning (ML) models excel at predicting outcomes, such as identifying high risk…

Machine Learning · Computer Science 2025-01-28 Sheresh Zahoor , Pietro Liò , Gaël Dias , Mohammed Hasanuzzaman

In a changing climate, sustainable agriculture is essential for food security and environmental health. However, it is challenging to understand the complex interactions among its biophysical, social, and economic components. Predictive…

The do-calculus was developed in 1995 to facilitate the identification of causal effects in non-parametric models. The completeness proofs of [Huang and Valtorta, 2006] and [Shpitser and Pearl, 2006] and the graphical criteria of [Tian and…

Artificial Intelligence · Computer Science 2012-10-19 Judea Pearl

When studying treatment effects in multilevel studies, investigators commonly use (semi-)parametric estimators, which make strong parametric assumptions about the outcome, the treatment, and/or the correlation structure between study units…

Methodology · Statistics 2022-05-12 Chan Park , Hyunseung Kang

Causal Representation Learning (CRL) aims to uncover the data-generating process and identify the underlying causal variables and relations, whose evaluation remains inherently challenging due to the requirement of known ground-truth causal…

Machine Learning · Computer Science 2025-10-20 Guangyi Chen , Yunlong Deng , Peiyuan Zhu , Yan Li , Yifan Shen , Zijian Li , Kun Zhang

A linear mixed-effects (LME) model is proposed for modelling and forecasting single and multi-population age-specific death rates (ASDRs). The innovative approach that we take in this study treats age, the interaction between gender and…

Applications · Statistics 2025-11-18 Reza Dastranj , Martin Kolar

Models trained with empirical risk minimization (ERM) are prone to be biased towards spurious correlations between target labels and bias attributes, which leads to poor performance on data groups lacking spurious correlations. It is…

Machine Learning · Computer Science 2024-12-23 Hyeonggeun Han , Sehwan Kim , Hyungjun Joo , Sangwoo Hong , Jungwoo Lee

This paper proposes an approach facilitating co-design of causal graphs between subject matter experts and statistical modellers. Modern causal analysis starting with formulation of causal graphs provides benefits for robust analysis and…

Methodology · Statistics 2025-05-02 Eli Y. Kling

Predicting how different interventions will causally affect a specific individual is important in a variety of domains such as personalized medicine, public policy, and online marketing. There are a large number of methods to predict the…

Machine Learning · Computer Science 2024-02-26 Hamed Nilforoshan , Michael Moor , Yusuf Roohani , Yining Chen , Anja Šurina , Michihiro Yasunaga , Sara Oblak , Jure Leskovec

Predicting company growth is a critical yet challenging task because observed dynamics blend an underlying structural growth trend with volatile fluctuations. Here, we propose a Scaling-Theory-Informed Machine Learning (STIML) framework…

Computational Engineering, Finance, and Science · Computer Science 2026-02-17 Ruyi Tao , Veronica R. Cappelli , Kaiwei Liu , Marcus J. Hamilton , Christopher P. Kempes , Geoffrey B. Wes , Jiang Zhang

Causal relationships play a fundamental role in understanding the world around us. The ability to identify and understand cause-effect relationships is critical to making informed decisions, predicting outcomes, and developing effective…

Statistical Mechanics · Physics 2025-09-10 Sergio Chibbaro , Cyril Furtlehner , Théo Marchetta , Andrei-Tiberiu Pantea , Davide Rossetti

Over the past few decades, addressing "spatial confounding" has become a major topic in spatial statistics. However, the literature has provided conflicting definitions, and many proposed solutions are tied to specific analysis models and…

Methodology · Statistics 2024-10-14 Brian Gilbert , Abhirup Datta , Joan A. Casey , Elizabeth L. Ogburn