Related papers: Why Is the Double-Robust Estimator for Causal Infe…
Average treatment effect estimation is the most central problem in causal inference with application to numerous disciplines. While many estimation strategies have been proposed in the literature, the statistical optimality of these methods…
There is growing interest in developing causal inference methods for multi-valued treatments with a focus on pairwise average treatment effects. Here we focus on a clinically important, yet less-studied estimand: causal drug-drug…
Causal inference is a critical research area with multi-disciplinary origins and applications, ranging from statistics, computer science, economics, psychology to public health. In many scientific research, randomized experiments provide a…
Duality is a foundational tool in robust and distributionally robust optimization (RO and DRO), underpinning both analytical insights and tractable reformulations. The prevailing approaches in the literature primarily rely on saddle-point…
We discuss recent work for causal inference and predictive robustness in a unifying way. The key idea relies on a notion of probabilistic invariance or stability: it opens up new insights for formulating causality as a certain risk…
Distributionally robust optimization (DRO) has become a powerful framework for estimation under uncertainty, offering strong out-of-sample performance and principled regularization. In this paper, we propose a DRO-based method for linear…
We study counterfactual classification as a new tool for decision-making under hypothetical (contrary to fact) scenarios. We propose a doubly-robust nonparametric estimator for a general counterfactual classifier, where we can incorporate…
Measurement error is a common challenge for causal inference studies using electronic health record (EHR) data, where clinical outcomes and treatments are frequently mismeasured. Researchers often address measurement error by conducting…
Studies in environmental and epidemiological sciences are often spatially varying and observational in nature with the aim of establishing cause and effect relationships. One of the major challenges with such studies is the presence of…
This paper develops a multiply robust (MR) dose-response estimator for causal inference problems involving multivalued treatments. We combine a family of generalised propensity score (GPS) models and a family of outcome regression (OR)…
We examine the non-asymptotic properties of robust density ratio estimation (DRE) in contaminated settings. Weighted DRE is the most promising among existing methods, exhibiting doubly strong robustness from an asymptotic perspective. This…
Instrumental variable methods are among the most commonly used causal inference approaches to deal with unmeasured confounders in observational studies. The presence of invalid instruments is the primary concern for practical applications,…
We study the causal distributionally robust optimization (DRO) in both discrete- and continuous- time settings. The framework captures model uncertainty, with potential models penalized in function of their adapted Wasserstein distance to a…
In modern large-scale observational studies, data collection constraints often result in partially labeled datasets, posing challenges for reliable causal inference, especially due to potential labeling bias and relatively small size of the…
In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates.…
We propose a method to infer causal structures containing both discrete and continuous variables. The idea is to select causal hypotheses for which the conditional density of every variable, given its causes, becomes smooth. We define a…
Randomized controlled trials (RCTs) are widely regarded as the gold standard for causal inference in biomedical research. For instance, when estimating the average treatment effect on the treated (ATT), a doubly robust estimation procedure…
An accurate estimation of the dose-response relationship is important to determine the optimal dose. For this purpose, a dose finding trial in which subjects are randomized to a few fixed dose levels is the most commonly used design. Often,…
Double Reinforcement Learning (DRL) enables efficient inference for policy values in nonparametric Markov decision processes (MDPs), but existing methods face two major obstacles: (1) they require stringent intertemporal overlap conditions…
Suppose we are interested in the mean of an outcome that is subject to nonignorable nonresponse. This paper develops new semiparametric estimation methods with instrumental variables which affect nonresponse, but not the outcome. The…