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Off-policy evaluation (OPE) constructs confidence intervals for the value of a target policy using data generated under a different behavior policy. Most existing inference methods focus on fixed target policies and may fail when the target…

Statistics Theory · Mathematics 2026-01-21 Haoyu Wei

We introduce a new preference-based framework for conditional treatment effect estimation and policy learning, built on the Conditional Preference-based Treatment Effect (CPTE). CPTE requires only that outcomes be ranked under a preference…

Machine Learning · Statistics 2026-02-04 Dovid Parnas , Mathieu Even , Julie Josse , Uri Shalit

Off-policy evaluation (OPE) in ranking settings with large ranking action spaces, which stems from an increase in both the number of unique actions and length of the ranking, is essential for assessing new recommender policies using only…

Machine Learning · Statistics 2025-06-03 Tatsuki Takahashi , Chihiro Maru , Hiroko Shoji

In classical study designs, the aim is often to learn about the effects of a treatment or intervention on a single outcome; in many modern studies, however, data on multiple outcomes are collected and it is of interest to explore effects on…

Methodology · Statistics 2017-06-15 Edward H. Kennedy , Shreya Kangovi , Nandita Mitra

The Centralized Training with Decentralized Execution (CTDE) paradigm has gained significant attention in multi-agent reinforcement learning (MARL) and is the foundation of many recent algorithms. However, decentralized policies operate…

Multiagent Systems · Computer Science 2025-08-19 Zhuofan Xu , Benedikt Bollig , Matthias Függer , Thomas Nowak , Vincent Le Dréau

Randomized clinical trials typically aim to estimate a marginal treatment effect. While covariate adjustment can improve precision, it may change the estimand in nonlinear models due to noncollapsibility, leading to conditional rather than…

Methodology · Statistics 2026-05-25 Leticia Wuethrich , Torsten Hothorn

This paper studies identification of the local average and marginal treatment effects (LATE and MTE) with a misclassified binary treatment variable. We derive bounds on the (generalized) LATE and exploit its relationship with the MTE to…

Econometrics · Economics 2024-09-27 Santiago Acerenza , Kyunghoon Ban , Désiré Kédagni

Economists often estimate causal effects of policies on multiple outcomes and summarize them into scalar measures of cost-effectiveness or welfare, such as the Marginal Value of Public Funds (MVPF). In many settings, microdata underlying…

Econometrics · Economics 2025-10-07 Vedant Vohra

Finding the optimal policy for multi-period perishable inventory systems requires solving computationally-expensive stochastic dynamic programs (DP). To avoid the difficulty of solving DP models, we propose a framework that uses an…

Optimization and Control · Mathematics 2021-07-28 Katsunobu Sasanuma , Mohammad Delasay , Christine Pitocco , Alan Scheller-Wolf , Thomas Sexton

Evaluating the effects of time-varying exposures is essential for longitudinal studies. The effect estimation becomes increasingly challenging when dealing with hundreds of time-dependent confounders. We propose a Marginal Structure…

Methodology · Statistics 2025-10-21 Zhiwei Zhao , Chixiang Chen , Shuo Chen

Policy-relevant treatment effect estimation in a marketplace setting requires taking into account both the direct benefit of the treatment and any spillovers induced by changes to the market equilibrium. The standard way to address these…

Econometrics · Economics 2025-02-04 Evan Munro , Xu Kuang , Stefan Wager

Off-policy evaluation (OPE) is a critical challenge in robust decision-making that seeks to assess the performance of a new policy using data collected under a different policy. However, the existing OPE methodologies suffer from several…

Machine Learning · Statistics 2025-02-11 Muhammad Faaiz Taufiq

This paper proposes a new class of distributional causal quantities, referred to as the \textit{outcome conditioned partial policy effects} (OCPPEs), to measure the \textit{average} effect of a general counterfactual intervention of a…

Econometrics · Economics 2024-07-25 Zhengyu Zhang , Zequn Jin , Lihua Lin

Beta coefficients for linear regression models represent the ideal form of an interpretable feature effect. However, for non-linear models and especially generalized linear models, the estimated coefficients cannot be interpreted as a…

Machine Learning · Computer Science 2022-01-24 Christian A. Scholbeck , Giuseppe Casalicchio , Christoph Molnar , Bernd Bischl , Christian Heumann

In contrast to problems of interference in (exogenous) treatments, models of interference in unit-specific (endogenous) outcomes do not usually produce a reduced-form representation where outcomes depend on other units' treatment status…

Econometrics · Economics 2025-06-17 Konrad Menzel

A central goal of causal inference is to detect and estimate the treatment effects of a given treatment or intervention on an outcome variable of interest, where a member known as the heterogeneous treatment effect (HTE) is of growing…

Statistics Theory · Mathematics 2020-10-27 Zijun Gao , Yanjun Han

We study targeted maximum likelihood estimation (TMLE) of the average treatment effect in a semiparametric regression model whose mean function is indexed by a finite-dimensional parameter, while the additive error distribution is left…

Methodology · Statistics 2026-04-20 Mijeong Kim

Decentralized policy optimization has been commonly used in cooperative multi-agent tasks. However, since all agents are updating their policies simultaneously, from the perspective of individual agents, the environment is non-stationary,…

Machine Learning · Computer Science 2023-02-17 Hao Luo , Jiechuan Jiang , Zongqing Lu

Economists are often interested in estimating averages with respect to distributions of unobservables, such as moments of individual fixed-effects, or average partial effects in discrete choice models. For such quantities, we propose and…

Econometrics · Economics 2021-09-07 Stéphane Bonhomme , Martin Weidner

This paper provides partial identification results for the marginal treatment effect ($MTE$) when the binary treatment variable is potentially misreported and the instrumental variable is discrete. Identification results are derived under…

Econometrics · Economics 2023-04-04 Santiago Acerenza