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Accurately estimating personalized treatment effects within a study site (e.g., a hospital) has been challenging due to limited sample size. Furthermore, privacy considerations and lack of resources prevent a site from leveraging…

Machine Learning · Statistics 2022-06-17 Xiaoqing Tan , Chung-Chou H. Chang , Ling Zhou , Lu Tang

For observational studies, we study the sensitivity of causal inference when treatment assignments may depend on unobserved confounders. We develop a loss minimization approach for estimating bounds on the conditional average treatment…

Methodology · Statistics 2022-03-11 Steve Yadlowsky , Hongseok Namkoong , Sanjay Basu , John Duchi , Lu Tian

The conditional average treatment effect (CATE) is the best measure of individual causal effects given baseline covariates. However, the CATE only captures the (conditional) average, and can overlook risks and tail events, which are…

Machine Learning · Statistics 2025-06-05 Nathan Kallus , Miruna Oprescu

Treatment effect heterogeneity plays an important role in many areas of causal inference and within recent years, estimation of the conditional average treatment effect (CATE) has received much attention in the statistical community. While…

Methodology · Statistics 2024-12-17 Simon Christoffer Ziersen , Torben Martinussen

Accurately predicting conditional average treatment effects (CATEs) is crucial in personalized medicine and digital platform analytics. Since the treatments of interest often cannot be directly randomized, observational data is leveraged to…

Methodology · Statistics 2024-11-05 Miruna Oprescu , Nathan Kallus

Identifying heterogeneous treatment effects (HTEs) in randomized controlled trials is an important step toward understanding and acting on trial results. However, HTEs are often small and difficult to identify, and HTE modeling methods…

Methodology · Statistics 2020-11-24 Erin Craig , Donald A Redelmeier , Robert J Tibshirani

Conditional average treatment effect (CATE) estimation is the de facto gold standard for targeting a treatment to a heterogeneous population. The method estimates treatment effects up to an error $\epsilon > 0$ in each of $M$ different…

Machine Learning · Computer Science 2026-01-12 Sílvia Casacuberta , Moritz Hardt

To effectively optimize and personalize treatments, it is necessary to investigate the heterogeneity of treatment effects. With the wide range of users being treated over many online controlled experiments, the typical approach of manually…

Methodology · Statistics 2022-11-07 John Cai , Weinan Wang

Recently, conditional average treatment effect (CATE) estimation has been attracting much attention due to its importance in various fields such as statistics, social and biomedical sciences. This study proposes a partially linear…

Methodology · Statistics 2022-01-31 Shunsuke Horii

While sample sizes in randomized clinical trials are large enough to estimate the average treatment effect well, they are often insufficient for estimation of treatment-covariate interactions critical to studying data-driven precision…

Machine Learning · Statistics 2020-04-22 Steve Yadlowsky , Fabio Pellegrini , Federica Lionetto , Stefan Braune , Lu Tian

This paper studies the identification and estimation of policy effects when treatment status is binary and endogenous. We introduce a new class of marginal treatment effects (MTEs) based on the influence function of the functional…

Econometrics · Economics 2024-08-08 Julian Martinez-Iriarte , Yixiao Sun

Estimating the conditional average treatment effects (CATE) is very important in causal inference and has a wide range of applications across many fields. In the estimation process of CATE, the unconfoundedness assumption is typically…

Machine Learning · Computer Science 2024-12-16 Pengfei Shi , Wei Zhong , Xinyu Zhang , Ningtao Wang , Xing Fu , Weiqiang Wang , Yin Jin

Conditional Average Treatment Effects (CATE) estimation is one of the main challenges in causal inference with observational data. In addition to Machine Learning based-models, nonparametric estimators called meta-learners have been…

Machine Learning · Statistics 2023-06-06 Naoufal Acharki , Ramiro Lugo , Antoine Bertoncello , Josselin Garnier

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

We study the problem of learning conditional average treatment effects (CATE) from observational data with unobserved confounders. The CATE function maps baseline covariates to individual causal effect predictions and is key for…

Machine Learning · Statistics 2018-10-09 Nathan Kallus , Xiaojie Mao , Angela Zhou

Estimating treatment effects conditional on observed covariates can improve the ability to tailor treatments to particular individuals. Doing so effectively requires dealing with potential confounding, and also enough data to adequately…

Individual Treatment Effect (ITE) estimation is an extensively researched problem, with applications in various domains. We model the case where there exists heterogeneous non-compliance to a randomly assigned treatment, a typical situation…

Machine Learning · Statistics 2020-10-26 Thibaud Rahier , Amélie Héliou , Matthieu Martin , Christophe Renaudin , Eustache Diemert

Understanding and inferencing Heterogeneous Treatment Effects (HTE) and Conditional Average Treatment Effects (CATE) are vital for developing personalized treatment recommendations. Many state-of-the-art approaches achieve inspiring…

Machine Learning · Computer Science 2024-08-28 Chan Hsu , Jun-Ting Wu , Yihuang Kang

Since the average treatment effect (ATE) measures the change in social welfare, even if positive, there is a risk of negative effect on, say, some 10% of the population. Assessing such risk is difficult, however, because any one individual…

Methodology · Statistics 2022-07-20 Nathan Kallus

The average treatment effect can obscure important heterogeneity when individuals respond differently to a treatment. While the conditional average treatment effect (CATE) function captures such heterogeneity, it is difficult to communicate…

Methodology · Statistics 2026-05-18 Anders Munch , Thomas A. Gerds