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Related papers: causalfe: Causal Forests with Fixed Effects in Pyt…

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Many modern applications collect data that comes in federated spirit, with data kept locally and undisclosed. Till date, most insight into the causal inference requires data to be stored in a central repository. We present a novel framework…

Methodology · Statistics 2021-06-02 Thanh Vinh Vo , Trong Nghia Hoang , Young Lee , Tze-Yun Leong

Discovering high-level causal relations from low-level data is an important and challenging problem that comes up frequently in the natural and social sciences. In a series of papers, Chalupka et al. (2015, 2016a, 2016b, 2017) develop a…

Artificial Intelligence · Computer Science 2020-08-31 David Kinney , David Watson

This article reviews recent advances in fixed effect estimation of panel data models for long panels, where the number of time periods is relatively large. We focus on semiparametric models with unobserved individual and time effects, where…

Econometrics · Economics 2018-03-29 Iván Fernández-Val , Martin Weidner

Despite attractive theoretical guarantees and practical successes, Predictive Interval (PI) given by Conformal Prediction (CP) may not reflect the uncertainty of a given model. This limitation arises from CP methods using a constant…

Machine Learning · Statistics 2023-06-01 Salim I. Amoukou , Nicolas J. B Brunel

Multi-label feature selection serves as an effective mean for dealing with high-dimensional multi-label data. To achieve satisfactory performance, existing methods for multi-label feature selection often require the centralization of…

Machine Learning · Computer Science 2024-08-28 Yukun Song , Dayuan Cao , Jiali Miao , Shuai Yang , Kui Yu

In causal inference, it is common to estimate the causal effect of a single treatment variable on an outcome. However, practitioners may also be interested in the effect of simultaneous interventions on multiple covariates of a fixed target…

Methodology · Statistics 2022-11-24 Jaime Roquero Gimenez , Dominik Rothenhäusler

Counterfactual explanation is one branch of interpretable machine learning that produces a perturbation sample to change the model's original decision. The generated samples can act as a recommendation for end-users to achieve their desired…

Machine Learning · Computer Science 2023-03-28 Tri Dung Duong , Qian Li , Guandong Xu

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

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…

Estimating causal effects is particularly challenging when outcomes arise in complex, non-Euclidean spaces, where conventional methods often fail to capture meaningful structural variation. We develop a framework for topological causal…

Methodology · Statistics 2026-03-04 Kwangho Kim , Hajin Lee

The paper proposes a causal supervised machine learning algorithm to uncover treatment effect heterogeneity in sharp and fuzzy regression discontinuity (RD) designs. We develop a criterion for building an honest ``regression discontinuity…

Econometrics · Economics 2025-09-01 Ágoston Reguly

Treatment effect estimation, which refers to the estimation of causal effects and aims to measure the strength of the causal relationship, is of great importance in many fields but is a challenging problem in practice. As present,…

Machine Learning · Computer Science 2021-07-20 Zhenyu Guo , Shuai Zheng , Zhizhe Liu , Kun Yan , Zhenfeng Zhu

This paper considers the quantile regression model with both individual fixed effect and time period effect for general spatial panel data. Instrumental variable quantile regression estimators will be proposed. Asymptotic properties of the…

Methodology · Statistics 2016-08-08 Xiaowen Dai , Zhen Yan , Maozai Tian , Manlai Tang

The paper reviews methods that seek to draw causal inference from observational data and demonstrates how they can be applied to empirical problems in engineering research. It presents a framework for causal identification based on the…

Applications · Statistics 2022-11-28 Daniel J Graham

Causal effect estimation from observational data is a challenging problem, especially with high dimensional data and in the presence of unobserved variables. The available data-driven methods for tackling the problem either provide an…

Methodology · Statistics 2022-07-25 Debo Cheng , Jiuyong Li , Lin Liu , Jiji Zhang , Jixue Liu , Thuc Duy Le

Many of the traditional recommendation algorithms are designed based on the fundamental idea of mining or learning correlative patterns from data to estimate the user-item correlative preference. However, pure correlative learning may lead…

Information Retrieval · Computer Science 2023-08-15 Shuyuan Xu , Yingqiang Ge , Yunqi Li , Zuohui Fu , Xu Chen , Yongfeng Zhang

In health and social sciences, it is critically important to identify subgroups of the study population where there is notable heterogeneity of treatment effects (HTE) with respect to the population average. Decision trees have been…

Methodology · Statistics 2024-05-28 Falco J. Bargagli-Stoffi , Riccardo Cadei , Kwonsang Lee , Francesca Dominici

Empirical economists are often deterred from the application of fixed effects binary choice models mainly for two reasons: the incidental parameter problem and the computational challenge even in moderately large panels. Using the example…

Econometrics · Economics 2020-10-27 Daniel Czarnowske , Amrei Stammann

This paper proposes FREEtree, a tree-based method for high dimensional longitudinal data with correlated features. Popular machine learning approaches, like Random Forests, commonly used for variable selection do not perform well when there…

Machine Learning · Statistics 2020-06-18 Yuancheng Xu , Athanasse Zafirov , R. Michael Alvarez , Dan Kojis , Min Tan , Christina M. Ramirez

Adapting to latent confounded shift remains a core challenge in modern AI. This setting is driven by hidden variables that induce spurious correlations between inputs and outputs during training, leading models to rely on non-causal…

Machine Learning · Computer Science 2026-05-14 Jialin Yu , Yuxiang Zhou , Haoxuan Li , Junchi Yu , Mengyue Yang , Yulan He , Nevin L. Zhang , Philip Torr , Ricardo Silva