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Instrumental variable methods are fundamental to causal inference when treatment assignment is confounded by unobserved variables. In this article, we develop a general nonparametric causal framework for identification and learning with…

Methodology · Statistics 2026-02-10 Shuyuan Chen , Peng Zhang , Yifan Cui

Difference-in-differences (DiD) is one of the most popular approaches for empirical research in economics, political science, and beyond. Identification in these models is based on the conditional parallel trends assumption: In the absence…

Econometrics · Economics 2025-10-13 Philipp Bach , Sven Klaassen , Jannis Kueck , Mara Mattes , Martin Spindler

Many causal and structural effects depend on regressions. Examples include policy effects, average derivatives, regression decompositions, average treatment effects, causal mediation, and parameters of economic structural models. The…

Statistics Theory · Mathematics 2022-10-25 Victor Chernozhukov , Whitney K Newey , Rahul Singh

Many causal parameters are linear functionals of an underlying regression. The Riesz representer is a key component in the asymptotic variance of a semiparametrically estimated linear functional. We propose an adversarial framework to…

Econometrics · Economics 2024-04-29 Victor Chernozhukov , Whitney Newey , Rahul Singh , Vasilis Syrgkanis

This study proposes a debiasing method for smooth nonparametric estimators. While machine learning techniques such as random forests and neural networks have demonstrated strong predictive performance, their theoretical properties remain…

Methodology · Statistics 2025-03-19 Masahiro Kato

We study causal inference in sample selection models where a continuous or multivalued treatment affects both outcome and their observability (eg., employment or survey response). We generalized the widely used Lee (2009)'s bounds for…

Econometrics · Economics 2025-10-29 Ying-Ying Lee , Chu-An Liu

Debiased machine learning estimators for smooth functionals in nonparametric models can exhibit substantial variability and instability, often leading practitioners to instead rely on parametric or semiparametric working models. Such…

Methodology · Statistics 2026-03-20 Lars van der Laan , Marco Carone , Alex Luedtke , Mark van der Laan

Debiased machine learning is a meta algorithm based on bias correction and sample splitting to calculate confidence intervals for functionals, i.e. scalar summaries, of machine learning algorithms. For example, an analyst may desire the…

Machine Learning · Statistics 2022-10-25 Victor Chernozhukov , Whitney K. Newey , Rahul Singh

Unmeasured confounding and selection bias are often of concern in observational studies and may invalidate a causal analysis if not appropriately accounted for. Under outcome-dependent sampling, a latent factor that has causal effects on…

Methodology · Statistics 2022-08-03 Kendrick Qijun Li , Xu Shi , Wang Miao , Eric Tchetgen Tchetgen

This paper proposes the use of causal modeling to detect and mitigate algorithmic bias. We provide a brief description of causal modeling and a general overview of our approach. We then use the Adult dataset, which is available for download…

Machine Learning · Computer Science 2023-11-10 Wendy Hui , Wai Kwong Lau

Estimation and inference on causal parameters is typically reduced to a generalized method of moments problem, which involves auxiliary functions that correspond to solutions to a regression or classification problem. Recent line of work on…

Econometrics · Economics 2022-11-16 Qizhao Chen , Vasilis Syrgkanis , Morgane Austern

In the social sciences, it is often necessary to debias studies and surveys before valid conclusions can be drawn. Debiasing algorithms enable the computational removal of bias using sample weights. However, an issue arises when only a…

Machine Learning · Computer Science 2026-03-03 Tony Hauptmann , Stefan Kramer

Federated learning of causal estimands offers a powerful strategy to improve estimation efficiency by leveraging data from multiple study sites while preserving privacy. Existing literature has primarily focused on the average treatment…

Methodology · Statistics 2025-11-24 Siqi Cao , Shu Yang

Causal inference with observational studies often suffers from unmeasured confounding, yielding biased estimators based on the unconfoundedness assumption. Sensitivity analysis assesses how the causal conclusions change with respect to…

Methodology · Statistics 2024-04-01 Sizhu Lu , Peng Ding

Motivated by the need for rigorous and scalable evaluation of large language models, we study contextual preference inference for pairwise comparison functionals of context-dependent preference score functions across domains. Focusing on…

Machine Learning · Statistics 2025-09-09 Yichi Zhang , Alexander Belloni , Ethan X. Fang , Junwei Lu , Xiaoan Xu

Machine learning systems produce biased results towards certain demographic groups, known as the fairness problem. Recent approaches to tackle this problem learn a latent code (i.e., representation) through disentangled representation…

Machine Learning · Computer Science 2023-09-06 Jindi Zhang , Luning Wang , Dan Su , Yongxiang Huang , Caleb Chen Cao , Lei Chen

We present machine learning estimators for causal and predictive parameters under covariate shift, where covariate distributions differ between training and target populations. One such parameter is the average effect of a policy that…

Methodology · Statistics 2025-09-23 Victor Chernozhukov , Michael Newey , Whitney K Newey , Rahul Singh , Vasilis Syrgkanis

The discovery of discriminatory bias in human or automated decision making is a task of increasing importance and difficulty, exacerbated by the pervasive use of machine learning and data mining. Currently, discrimination discovery largely…

Computers and Society · Computer Science 2019-11-05 Bilal Qureshi , Faisal Kamiran , Asim Karim , Salvatore Ruggieri , Dino Pedreschi

The application of semiparametric efficient estimators, particularly those that leverage machine learning, is rapidly expanding within epidemiology and causal inference. This literature is increasingly invoking the Riesz representation…

Statistics Theory · Mathematics 2026-01-13 Nicholas T. Williams , Oliver J. Hines , Kara E. Rudolph

Educational policymakers often lack data on student outcomes where standardized tests were not administered. Machine learning can predict unobserved outcomes in target populations using source population data. However, covariate…