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We develop a novel method for counterfactual analysis based on observational data using prediction intervals for units under different exposures. Unlike methods that target heterogeneous or conditional average treatment effects of an…

Statistics Theory · Mathematics 2018-07-18 Dave Zachariah , Petre Stoica

Conditional effect estimation has great scientific and policy importance because interventions may impact subjects differently depending on their characteristics. Most research has focused on estimating the conditional average treatment…

Methodology · Statistics 2023-04-25 Alec McClean , Zach Branson , Edward H. Kennedy

Existing conformal prediction algorithms estimate prediction intervals at target confidence levels to characterize the performance of a regression model on new test samples. However, considering an autonomous system consisting of multiple…

Machine Learning · Computer Science 2023-09-25 Yunye Gong , Yi Yao , Xiao Lin , Ajay Divakaran , Melinda Gervasio

Observational studies can play a useful role in assessing the comparative effectiveness of competing treatments. In a clinical trial the randomization of participants to treatment and control groups generally results in well-balanced groups…

Heterogeneous treatment effects, which vary according to individual covariates, are crucial in fields such as personalized medicine and tailored treatment strategies. In many applications, rather than considering the heterogeneity induced…

Methodology · Statistics 2025-08-26 Peng Wu , Pengtao Zeng , Zhaoqing Tian , Shaojie Wei

Conformal prediction (CP) has become a cornerstone of distribution-free uncertainty quantification, conventionally evaluated by its coverage and interval length. This work critically examines the sufficiency of these standard metrics. We…

Machine Learning · Statistics 2026-01-30 Yizhou Min , Yizhou Lu , Lanqi Li , Zhen Zhang , Jiaye Teng

This paper analyzes how interaction effects can be consistently estimated under economically plausible assumptions in linear panel models with a fixed $T$-dimension. We advocate for a \emph{correlated interaction term estimator} (CITE) and…

Econometrics · Economics 2025-03-18 Chris Muris , Konstantin Wacker

We consider the problem of uncertainty quantification for prediction in a time series: if we use past data to forecast the next time point, can we provide valid prediction intervals around our forecasts? To avoid placing distributional…

Machine Learning · Statistics 2026-01-13 Rina Foygel Barber , Ashwin Pananjady

Individualized treatment rules, cornerstones of precision medicine, inform patient treatment decisions with the goal of optimizing patient outcomes. These rules are generally unknown functions of patients' pre-treatment covariates, meaning…

Methodology · Statistics 2025-04-23 Philippe Boileau , Ning Leng , Sandrine Dudoit

This paper provides estimation and inference methods for a conditional average treatment effects (CATE) characterized by a high-dimensional parameter in both homogeneous cross-sectional and unit-heterogeneous dynamic panel data settings. In…

Machine Learning · Statistics 2022-12-13 Vira Semenova , Matt Goldman , Victor Chernozhukov , Matt Taddy

Heterogeneous treatment effects (HTEs) are commonly identified during randomized controlled trials (RCTs). Identifying subgroups of patients with similar treatment effects is of high interest in clinical research to advance precision…

Machine Learning · Computer Science 2022-12-06 Peniel N. Argaw , Elizabeth Healey , Isaac S. Kohane

This paper provides a set of methods for quantifying the robustness of treatment effects estimated using the unconfoundedness assumption (also known as selection on observables or conditional independence). Specifically, we estimate and do…

Econometrics · Economics 2021-01-01 Matthew A. Masten , Alexandre Poirier , Linqi Zhang

In personalized medicine, the ability to predict and optimize treatment outcomes across various time frames is essential. Additionally, the ability to select cost-effective treatments within specific budget constraints is critical. Despite…

Machine Learning · Computer Science 2024-10-14 Thomas Schwarz , Cecilia Casolo , Niki Kilbertus

Treatment effect heterogeneity occurs when individual characteristics influence the effect of a treatment. We propose a novel approach that combines prognostic score matching and conditional inference trees to characterize effect…

We are sometimes forced to use the Interrupted Time Series (ITS) design as an identification strategy for potential policy change, such as when we only have a single treated unit and no comparable controls. For example, with recent county-…

Methodology · Statistics 2020-02-17 Luke Miratrix

Recent work has made important contributions in the development of causally-interpretable meta-analysis. These methods transport treatment effects estimated in a collection of randomized trials to a target population of interest. Ideally,…

Methodology · Statistics 2023-02-08 Justin M. Clark , Kollin W. Rott , James S. Hodges , Jared D. Huling

Dynamic prediction of causal effects under different treatment regimes conditional on an individual's characteristics and longitudinal history is an essential problem in precision medicine. This is challenging in practice because outcomes…

Methodology · Statistics 2023-03-07 Yizhen Xu , Jisoo Kim , Laura K. Hummers , Ami A. Shah , Scott Zeger

Despite recent progress in predicting biomarker trajectories from real clinical data, uncertainty in the predictions poses high-stakes risks (e.g., misdiagnosis) that limit their clinical deployment. To enable safe and reliable use of such…

Machine Learning · Statistics 2025-11-19 Vasiliki Tassopoulou , Charis Stamouli , Haochang Shou , George J. Pappas , Christos Davatzikos

Individuals often respond differently to identical treatments, and characterizing such variability in treatment response is an important aim in the practice of personalized medicine. In this article, we describe a non-parametric accelerated…

Methodology · Statistics 2017-06-22 Nicholas C. Henderson , Thomas A. Louis , Gary L. Rosner , Ravi Varadhan

Before delegating a task to an autonomous system, a human operator may want a guarantee about the behavior of the system. This paper extends previous work on conformal prediction for functional data and conformalized quantile regression to…

Machine Learning · Computer Science 2022-06-23 Thomas G. Dietterich , Jesse Hostetler
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