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Learning causal structure from observational data is a fundamental challenge in machine learning. However, the majority of commonly used differentiable causal discovery methods are non-identifiable, turning this problem into a continuous…

Machine Learning · Computer Science 2022-09-30 Yu Wang , An Zhang , Xiang Wang , Yancheng Yuan , Xiangnan He , Tat-Seng Chua

This paper extends difference-in-differences to settings with continuous treatments. Specifically, the average treatment effect on the treated (ATT) at any level of treatment intensity is identified under a conditional parallel trends…

Econometrics · Economics 2026-01-05 Lucas Z. Zhang

Optimizing credit limits, interest rates, and loan terms is crucial for managing borrower risk and lifetime value (LTV) in personal loan platform. However, counterfactual estimation of these continuous, multi-dimensional treatments faces…

Machine Learning · Computer Science 2025-08-12 Kexin Zhao , Bo Wang , Cuiying Zhao , Tongyao Wan

In this work, we consider causal inference in various high-dimensional treatment settings, including for single multi-valued treatments and vector treatments with binary or continuous components, when the number of treatments can be…

Statistics Theory · Mathematics 2026-02-26 Patrick Kramer , Edward H. Kennedy , Isaac M. Opper

Nonlinear causal discovery from observational data imposes strict identifiability assumptions on the formulation of structural equations utilized in the data generating process. The evaluation of structure learning methods under assumption…

Machine Learning · Statistics 2024-12-17 Georg Velev , Stefan Lessmann

Online user-generated content platforms allocate billions of dollars of promotional traffic through algorithms in two-sided marketplaces. To evaluate updates to these algorithms, platforms frequently rely on creator-side randomized…

Econometrics · Economics 2026-03-10 Ruohan Zhan , Shichao Han , Yuchen Hu , Zhenling Jiang

Researchers are increasingly turning to machine learning (ML) algorithms to investigate causal heterogeneity in randomized experiments. Despite their promise, ML algorithms may fail to accurately ascertain heterogeneous treatment effects…

Methodology · Statistics 2024-04-23 Kosuke Imai , Michael Lingzhi Li

A popular method for estimating a causal treatment effect with observational data is the difference-in-differences (DiD) model. In this work, we consider an extension of the classical DiD setting to the hierarchical context in which data…

Methodology · Statistics 2019-10-17 James Normington , Eric F. Lock , Thomas A. Murray , Caroline S. Carlin

The discovery of causal relationships from high-dimensional data is a major open problem in bioinformatics. Machine learning and feature attribution models have shown great promise in this context but lack causal interpretation. Here, we…

Machine Learning · Computer Science 2023-04-26 Payam Dibaeinia , Saurabh Sinha

Proximal causal learning is a promising framework for identifying the causal effect under the existence of unmeasured confounders. Within this framework, the doubly robust (DR) estimator was derived and has shown its effectiveness in…

Methodology · Statistics 2024-03-12 Yong Wu , Yanwei Fu , Shouyan Wang , Xinwei Sun

Estimating causal effects for survival outcomes in the high-dimensional setting is an extremely important topic for many biomedical applications as well as areas of social sciences. We propose a new orthogonal score method for treatment…

Methodology · Statistics 2024-12-04 Jue Hou , Jelena Bradic , Ronghui Xu

Causal inference literature has extensively focused on binary treatments, with relatively fewer methods developed for multi-valued treatments. In particular, methods for multiple simultaneously assigned treatments remain understudied…

The linear coefficient in a partially linear model with confounding variables can be estimated using double machine learning (DML). However, this DML estimator has a two-stage least squares (TSLS) interpretation and may produce overly wide…

Methodology · Statistics 2022-01-03 Corinne Emmenegger , Peter Bühlmann

Debiased machine learning estimators for smooth functionals in nonparametric models can exhibit substantial variability and instability, often leading practitioners to instead rely on parametric or semiparametric working models. Such…

Methodology · Statistics 2026-03-20 Lars van der Laan , Marco Carone , Alex Luedtke , Mark van der Laan

This paper proposes a flexible new framework for constructing Neyman-orthogonal scores in semiparametric models involving infinite-dimensional nuisance parameters. While locally estimation is vital for integrating machine learning into…

Methodology · Statistics 2026-04-30 Kun Ren , Wen Su , Li Liu , Ian W. McKeague , Xingqiu Zhao

We revisit the classical causal inference problem of estimating the average treatment effect in the presence of fully observed confounding variables using two-stage semiparametric methods. In existing theoretical studies of methods such as…

Methodology · Statistics 2022-05-23 Steve Yadlowsky

Causal inference is central to statistics and scientific discovery, enabling researchers to identify cause-and-effect relationships beyond associations. While traditionally studied within Euclidean spaces, contemporary applications…

Methodology · Statistics 2025-07-01 Satarupa Bhattacharjee , Bing Li , Xiao Wu , Lingzhou Xue

This paper reviews, applies and extends recently proposed methods based on Double Machine Learning (DML) with a focus on program evaluation under unconfoundedness. DML based methods leverage flexible prediction models to adjust for…

Econometrics · Economics 2022-06-06 Michael C. Knaus

The R package DoubleML implements the double/debiased machine learning framework of Chernozhukov et al. (2018). It provides functionalities to estimate parameters in causal models based on machine learning methods. The double machine…

Machine Learning · Statistics 2024-06-06 Philipp Bach , Victor Chernozhukov , Malte S. Kurz , Martin Spindler , Sven Klaassen

Effect modification occurs when the impact of the treatment on an outcome varies based on the levels of other covariates known as effect modifiers. Modeling these effect differences is important for etiological goals and for purposes of…