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Suppose one is interested in estimating causal effects in the presence of potentially unmeasured confounding with the aid of a valid instrumental variable. This paper investigates the problem of making inferences about the average treatment…

Methodology · Statistics 2020-12-15 BaoLuo Sun , Wang Miao

Consider the problem of improving the estimation of conditional average treatment effects (CATE) for a target domain of interest by leveraging related information from a source domain with a different feature space. This heterogeneous…

Machine Learning · Computer Science 2022-10-13 Ioana Bica , Mihaela van der Schaar

Patient privacy is a major barrier to healthcare AI. For confidentiality reasons, most patient data remains in silo in separate hospitals, preventing the design of data-driven healthcare AI systems that need large volumes of patient data to…

Machine Learning · Computer Science 2023-10-11 Tatsuki Koga , Kamalika Chaudhuri , David Page

While sample sizes in randomized clinical trials are large enough to estimate the average treatment effect well, they are often insufficient for estimation of treatment-covariate interactions critical to studying data-driven precision…

Machine Learning · Statistics 2020-04-22 Steve Yadlowsky , Fabio Pellegrini , Federica Lionetto , Stefan Braune , Lu Tian

Consider the problem of estimating average treatment effects when a large number of covariates are used to adjust for possible confounding through outcome regression and propensity score models. The conventional approach of model building…

Statistics Theory · Mathematics 2018-01-31 Zhiqiang Tan

For treatment effects - one of the core issues in modern econometric analysis - prediction and estimation are two sides of the same coin. As it turns out, machine learning methods are the tool for generalized prediction models. Combined…

Econometrics · Economics 2021-04-27 Daniel Jacob

State-of-the-art methods for conditional average treatment effect (CATE) estimation make widespread use of representation learning. Here, the idea is to reduce the variance of the low-sample CATE estimation by a (potentially constrained)…

Machine Learning · Statistics 2026-03-13 Valentyn Melnychuk , Dennis Frauen , Stefan Feuerriegel

Since the average treatment effect (ATE) measures the change in social welfare, even if positive, there is a risk of negative effect on, say, some 10% of the population. Assessing such risk is difficult, however, because any one individual…

Methodology · Statistics 2022-07-20 Nathan Kallus

Robust estimation of heterogeneous treatment effects is a fundamental challenge for optimal decision-making in domains ranging from personalized medicine to educational policy. In recent years, predictive machine learning has emerged as a…

Machine Learning · Statistics 2025-06-23 Maximilian Schuessler , Erik Sverdrup , Robert Tibshirani

Causal inference is paramount for understanding the effects of interventions, yet extracting personalized insights from increasingly complex data remains a significant challenge for modern machine learning. This is the case, in particular,…

Methodology · Statistics 2026-02-12 Filippo Salmaso , Lorenzo Testa , Francesca Chiaromonte

In randomized experiments, regression adjustment can improve the precision of average treatment effect (ATE) estimation using covariates without requiring a correctly specified outcome model. Although well studied in low-dimensional…

Statistics Theory · Mathematics 2026-04-28 Dogyoon Song

Heterogeneous treatment effects (HTE) based on patients' genetic or clinical factors are of significant interest to precision medicine. Simultaneously modeling HTE and corresponding main effects for randomized clinical trials with…

Machine Learning · Statistics 2023-02-06 Heng Chen , Michael L. LeBlanc , James Y. Dai

There is growing interest in exploring causal effects in target populations via data combination. However, most approaches are tailored to specific settings and lack comprehensive comparative analyses. In this article, we focus on a typical…

Methodology · Statistics 2024-09-17 Peng Wu , Shanshan Luo , Zhi Geng

Additive noise models (ANMs) are an important setting studied in causal inference. Most of the existing works on ANMs assume causal sufficiency, i.e., there are no unobserved confounders. This paper focuses on confounded ANMs, where a set…

Methodology · Statistics 2024-07-16 Muhammad Qasim Elahi , Mahsa Ghasemi , Murat Kocaoglu

Given the unconfoundedness assumption, we propose new nonparametric estimators for the reduced dimensional conditional average treatment effect (CATE) function. In the first stage, the nuisance functions necessary for identifying CATE are…

Econometrics · Economics 2021-07-26 Qingliang Fan , Yu-Chin Hsu , Robert P. Lieli , Yichong Zhang

Estimating average causal effect (ACE) is useful whenever we want to know the effect of an intervention on a given outcome. In the absence of a randomized experiment, many methods such as stratification and inverse propensity weighting have…

Machine Learning · Computer Science 2019-07-11 Rathin Desai , Amit Sharma

The Average Treatment Effect (ATE) is a foundational metric in causal inference, widely used to assess intervention efficacy in randomized controlled trials (RCTs). However, in many applications -- particularly in healthcare -- this static…

Machine Learning · Computer Science 2025-07-23 Julianna Piskorz , Krzysztof Kacprzyk , Harry Amad , Mihaela van der Schaar

This paper develops a nonparametric model that represents how sequences of outcomes and treatment choices influence one another in a dynamic manner. In this setting, we are interested in identifying the average outcome for individuals in…

Econometrics · Economics 2019-01-16 Sukjin Han

We consider the problem of estimating a dose-response curve. Continuous treatments arise often in practice, e.g. in the form of time spent on an operation, distance traveled to a location or dosage of a drug. Letting $A$ denote a continuous…

Methodology · Statistics 2026-04-14 Matteo Bonvini , Edward H. Kennedy

This paper introduces a Factor Augmented Sparse Throughput (FAST) model that utilizes both latent factors and sparse idiosyncratic components for nonparametric regression. The FAST model bridges factor models on one end and sparse…

Statistics Theory · Mathematics 2023-11-28 Jianqing Fan , Yihong Gu