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Related papers: Dynamic causal inference with time series data

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Inferring causal effects of continuous-valued treatments from observational data is a crucial task promising to better inform policy- and decision-makers. A critical assumption needed to identify these effects is that all confounding…

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

This paper presents a weighted optimization framework that unifies the binary,multi-valued, continuous, as well as mixture of discrete and continuous treatment, under the unconfounded treatment assignment. With a general loss function, the…

Econometrics · Economics 2018-08-20 Chunrong Ai , Oliver Linton , Kaiji Motegi , Zheng Zhang

Randomized controlled trials often enroll participants whose characteristics differ from those of a target population, which can limit the generalizability of the estimated treatment effects when effect modifiers differ across populations.…

Methodology · Statistics 2026-05-15 Lan Wen , Issa J. Dahabreh , Yu-Han Chiu

We introduce a performance-driven framework for constructing strictly causal forward-oriented observables in strongly non-stationary time series. The method combines a robustly normalized composite of heterogeneous indicators with a…

Computational Finance · Quantitative Finance 2026-03-17 Lucas A. Souza

This paper discusses the problem of causal query in observational data with hidden variables, with the aim of seeking the change of an outcome when "manipulating" a variable while given a set of plausible confounding variables which affect…

Artificial Intelligence · Computer Science 2020-11-25 Debo Cheng , Jiuyong Li , Lin Liu , Jixue Liu , Kui Yu , Thuc Duy Le

In longitudinal studies where units are embedded in space or a social network, interference may arise, meaning that a unit's outcome can depend on treatment histories of others. The presence of interference poses significant challenges for…

Methodology · Statistics 2025-08-26 Ye Wang , Michael Jetsupphasuk

Streaming data routinely generated by mobile phones, social networks, e-commerce, and electronic health records present new opportunities for near real-time surveillance of the impact of an intervention on an outcome of interest via causal…

Methodology · Statistics 2021-11-30 Xu Shi , Lan Luo

This study introduces a comparative modeling framework using stationary and non-stationary transition probabilities within a Markov Decision Process (MDP) to assess COVID-19 disease dynamics. Stationary transition probabilities assume…

Most work on causality in machine learning assumes that causal relationships are driven by a constant underlying process. However, the flexibility of agents' actions or tipping points in the environmental process can change the qualitative…

When we plan to use money as an incentive to change the behavior of a person (such as making riders to deliver more orders or making consumers to buy more items), the common approach of this problem is to adopt a two-stage framework in…

Machine Learning · Computer Science 2025-04-08 Juhua Chen , Karson shi , Jialing He , North Chen , Kele Jiang

Many classical models of collective behavior assume that emergent dynamics result from external and observable interactions among individuals. However, how collective dynamics in human populations depend on the internal psychological…

Physics and Society · Physics 2024-09-27 Alice C Schwarze , Mari Kawakatsu , Sarah Iams , Nina H Fefferman , Tahra L Eissa

Single-subject health data are becoming increasingly available thanks to advances in self-tracking technology (e.g., wearable devices, mobile apps, sensors, implants). Many users and health caregivers seek to use such observational time…

Applications · Statistics 2019-01-23 Eric Jay Daza

Estimating how a treatment affects units individually, known as heterogeneous treatment effect (HTE) estimation, is an essential part of decision-making and policy implementation. The accumulation of large amounts of data in many domains,…

Machine Learning · Computer Science 2022-06-28 Christopher Tran , Elena Zheleva

Instrumental variables (IVs) are widely used for estimating causal effects in the presence of unmeasured confounding. Under the standard IV model, however, the average treatment effect (ATE) is only partially identifiable. To address this,…

Methodology · Statistics 2018-01-08 Linbo Wang , Eric Tchetgen Tchetgen

Causal effect estimation for dynamic treatment regimes (DTRs) contributes to sequential decision making. However, censoring and time-dependent confounding under DTRs are challenging as the amount of observational data declines over time due…

Machine Learning · Statistics 2021-09-27 Adi Lin , Jie Lu , Junyu Xuan , Fujin Zhu , Guangquan Zhang

Causal discovery is a data-driven paradigm for analyzing complex systems, while physics-based models, such as ordinary differential equations (ODEs), provide mechanistic structure for real-world dynamical processes. Integrating these…

Machine Learning · Computer Science 2026-05-21 Jianhong Chen , Naichen Shi , Xubo Yue

Causal effect estimation is important for many tasks in the natural and social sciences. We design algorithms for the continuous partial identification problem: bounding the effects of multivariate, continuous treatments when unmeasured…

Machine Learning · Statistics 2023-05-18 Kirtan Padh , Jakob Zeitler , David Watson , Matt Kusner , Ricardo Silva , Niki Kilbertus

Causal inference is central to statistics and scientific discovery, enabling researchers to identify cause-and-effect relationships beyond associations. While traditionally studied within Euclidean spaces, contemporary applications…

Methodology · Statistics 2025-07-01 Satarupa Bhattacharjee , Bing Li , Xiao Wu , Lingzhou Xue

In this paper, we provide efficient estimators and honest confidence bands for a variety of treatment effects including local average (LATE) and local quantile treatment effects (LQTE) in data-rich environments. We can handle very many…

Statistics Theory · Mathematics 2018-01-08 Alexandre Belloni , Victor Chernozhukov , Ivan Fernández-Val , Christian Hansen