Related papers: Causal Inference for Network Autoregression Model:…
Network estimation from multi-variate point process or time series data is a problem of fundamental importance. Prior work has focused on parametric approaches that require a known parametric model, which makes estimation procedures less…
We consider estimation of a linear functional of the treatment effect using adaptively collected data. This task finds a variety of applications including the off-policy evaluation (\textsf{OPE}) in contextual bandits, and estimation of the…
Networks are ubiquitous in economic research on organizations, trade, and many other areas. However, while economic theory extensively considers networks, no general framework for their empirical modeling has yet emerged. We thus introduce…
A key question in many network studies is whether the observed correlations between units are primarily due to contagion or latent confounding. Here, we study this question using a segregated graph (Shpitser, 2015) representation of these…
Inferring causal individual treatment effect (ITE) from observational data is a challenging problem whose difficulty is exacerbated by the presence of treatment assignment bias. In this work, we propose a new way to estimate the ITE using…
Estimating average treatment effects from observational data is challenging under practical violations of the positivity assumption. Targeted Maximum Likelihood Estimators (TMLEs) are widely used because of their double robustness and…
We study a class of iterated empirical risk minimization (ERM) procedures in which two successive ERMs are performed on the same dataset, and the predictions of the first estimator enter as an argument in the loss function of the second.…
The policy relevant treatment effect (PRTE) measures the average effect of switching from a status-quo policy to a counterfactual policy. Estimation of the PRTE involves estimation of multiple preliminary parameters, including propensity…
We introduce a Bayesian approach to conduct inferential analyses on dyadic data while accounting for interdependencies between observations through a set of additive and multiplicative effects (AME). The AME model is built on a generalized…
We consider the minimum error entropy (MEE) criterion and an empirical risk minimization learning algorithm in a regression setting. A learning theory approach is presented for this MEE algorithm and explicit error bounds are provided in…
We study the assessment of the accuracy of heterogeneous treatment effect (HTE) estimation, where the HTE is not directly observable so standard computation of prediction errors is not applicable. To tackle the difficulty, we propose an…
We propose a novel targeted maximum likelihood estimator (TMLE) for quantiles in semiparametric missing data models. Our proposed estimator is locally efficient, $\sqrt{n}$-consistent, asymptotically normal, and doubly robust, under…
Recent research in causal inference under network interference has explored various experimental designs and estimation techniques to address this issue. However, existing methods, which typically rely on single experiments, often reach a…
Targeted maximum likelihood estimation (TMLE) is a general method for estimating parameters in semiparametric and nonparametric models. Each iteration of TMLE involves fitting a parametric submodel that targets the parameter of interest. We…
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.…
Estimating the conditional average treatment effects (CATE) is very important in causal inference and has a wide range of applications across many fields. In the estimation process of CATE, the unconfoundedness assumption is typically…
Correctly identifying treatment effects in observational studies is very difficult due to the fact that the outcome model or the treatment assignment model must be correctly specified. Taking advantages of semiparametric models in this…
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…
In estimating the effects of a treatment/policy with a network, an unit is subject to two types of treatment: one is the direct treatment on the unit itself, and the other is the indirect treatment (i.e., network/spillover influence)…
Under network interference, the treatment given to one unit may also affect the outcomes of its neighboring units in an exposure graph. Existing large-sample theory has focused on settings where either the exposure graph is sparse, or the…