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We study the problem of learning conditional average treatment effects (CATE) from observational data with unobserved confounders. The CATE function maps baseline covariates to individual causal effect predictions and is key for…

Machine Learning · Statistics 2018-10-09 Nathan Kallus , Xiaojie Mao , Angela Zhou

While randomised controlled trials (RCTs) are the gold standard for estimating causal treatment effects, their limited sample sizes and restrictive criteria make it difficult to extrapolate to a broader population. Observational data, while…

Methodology · Statistics 2025-09-09 Stephanie Riley , Ricardo Silva , Matthew Sperrin

Competing risk is a common phenomenon when dealing with time-to-event outcomes in biostatistical applications. An attractive estimand in this setting is the "number of life-years lost due to a specific cause of death", Andersen et al.…

Methodology · Statistics 2025-02-04 Simon Christoffer Ziersen , Torben Martinussen

The beneficial effects of treatments vary across individuals in most studies. Treatment heterogeneity motivates practitioners to search for the optimal policy based on personal characteristics. A long-standing common practice in policy…

Statistics Theory · Mathematics 2025-01-06 Xuqiao Li , Ying Yan

We develop a mathematical framework to define an optimal individualized treatment rule (ITR) within the context of prioritized outcomes in a randomized controlled trial. Our optimality criterion is based on the framework of generalized…

Methodology · Statistics 2025-06-17 François Petit , Gérard Biau , Raphaël Porcher

Numerous algorithms have been developed for Conditional Average Treatment Effect (CATE) estimation. In this paper, we first highlight a common issue where many algorithms exhibit inconsistent learning behavior for the same instance across…

Machine Learning · Computer Science 2025-07-08 Yi-Fu Fu , Keng-Te Liao , Shou-De Lin

In causal inference about two treatments, Conditional Average Treatment Effects (CATEs) play an important role as a quantity representing an individualized causal effect, defined as a difference between the expected outcomes of the two…

Econometrics · Economics 2023-10-26 Masahiro Kato , Masaaki Imaizumi

Conditional Average Treatment Effect (CATE) estimation, at the heart of counterfactual reasoning, is a crucial challenge for causal modeling both theoretically and applicatively, in domains such as healthcare, sociology, or advertising.…

Machine Learning · Computer Science 2025-01-27 Armand Lacombe , Michèle Sebag

We consider the task of optimizing treatment assignment based on individual treatment effect prediction. This task is found in many applications such as personalized medicine or targeted advertising and has gained a surge of interest in…

Machine Learning · Computer Science 2020-12-21 Artem Betlei , Eustache Diemert , Massih-Reza Amini

Estimating conditional average treatment effects (CATEs) from observational data is relevant in many fields such as personalized medicine. However, in practice, the treatment assignment is usually confounded by unobserved variables and thus…

Methodology · Statistics 2023-01-24 Dennis Frauen , Stefan Feuerriegel

Clinical decision support tools rooted in machine learning and optimization can provide significant value to healthcare providers, including through better management of intensive care units. In particular, it is important that the patient…

Machine Learning · Computer Science 2021-12-20 Fernando Lejarza , Jacob Calvert , Misty M Attwood , Daniel Evans , Qingqing Mao

Estimating the mean counterfactual outcome under a treatment rule is a central problem in causal inference and policy evaluation. Standard estimators, including inverse probability weighting (IPW), augmented IPW (AIPW), and targeted maximum…

Methodology · Statistics 2026-05-06 Yichen Xu , Mark J. van der Laan

We develop an empirical framework to identify and estimate the effects of treatments on outcomes of interest when the treatments are the result of strategic interaction (e.g., bargaining, oligopolistic entry, peer effects). We consider a…

Econometrics · Economics 2019-09-04 Jorge Balat , Sukjin Han

A medical policy aims to support decision-making by mapping patient characteristics to individualized treatment recommendations. Standard approaches typically optimize a single outcome criterion. For example, recommending treatment…

Methodology · Statistics 2026-02-02 Laura Fuentes-Vicente , Mathieu Even , Gaelle Dormion , Julie Josse , Antoine Chambaz

In the realm of competitive sports, understanding the performance dynamics of athletes, represented by the age curve (showing progression, peak, and decline), is vital. Our research introduces a novel framework for quantifying age-specific…

Applications · Statistics 2024-02-21 Shinpei Nakamura-Sakai , Laura Forastiere , Brian Macdonald

We develop a new identification strategy for average treatment effects on the treated (ATT) in panel data with discrete outcomes. Standard difference-in-differences (DiD) relies on parallel trends, which is frequently violated in…

Econometrics · Economics 2026-03-10 Young Ahn , Hiroyuki Kasahara

While average treatment effects (ATE) and conditional average treatment effects (CATE) provide valuable population- and subgroup-level summaries, they fail to capture uncertainty at the individual level. For high-stakes decision-making,…

Methodology · Statistics 2026-03-31 Juraj Bodik , Yaxuan Huang , Bin Yu

This paper concentrates on the reliability of a discrete-time controlled Markov system with finite states and actions, and aims to give an efficient algorithm for obtaining an optimal (control) policy that makes the system have the maximal…

Optimization and Control · Mathematics 2025-05-06 Yanyun Li , Xin Guo , Xianping Guo

Estimating heterogeneous treatment effect (HTE) for survival outcomes has gained increasing attention, as it captures the variation in treatment efficacy across patients or subgroups in delaying disease progression. However, most existing…

Methodology · Statistics 2025-11-27 Na Bo , Ying Ding

This paper focuses on developing Pareto-optimal estimation and policy learning to identify the most effective treatment that maximizes the total reward from both short-term and long-term effects, which might conflict with each other. For…

Machine Learning · Computer Science 2024-03-13 Yingrong Wang , Anpeng Wu , Haoxuan Li , Weiming Liu , Qiaowei Miao , Ruoxuan Xiong , Fei Wu , Kun Kuang