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This paper develops new techniques to bound distributional treatment effect parameters that depend on the joint distribution of potential outcomes -- an object not identified by standard identifying assumptions such as selection on…

Econometrics · Economics 2020-08-20 Brantly Callaway

This paper studies generalization error bounds for Transformer models. Based on the offset Rademacher complexity, we derive sharper generalization bounds for different Transformer architectures, including single-layer single-head,…

Machine Learning · Computer Science 2026-03-24 Yawen Li , Tao Hu , Zhouhui Lian , Wan Tian , Yijie Peng , Huiming Zhang , Zhongyi Li

In applied research, Lee (2009) bounds are widely applied to bound the average treatment effect in the presence of selection bias. This paper extends the methodology of Lee bounds to accommodate outcomes in a general metric space, such as…

Econometrics · Economics 2026-01-15 Daisuke Kurisu , Yuta Okamoto , Taisuke Otsu

Randomized trials typically estimate average relative treatment effects, but decisions on the benefit of a treatment are possibly better informed by more individualized predictions of the absolute treatment effect. In case of a binary…

Methodology · Statistics 2021-08-20 J Hoogland , J IntHout , M Belias , MM Rovers , RD Riley , FE Harrell , KGM Moons , TPA Debray , JB Reitsma

We examine interval estimation of the effect of a treatment T on an outcome Y given the existence of an unobserved confounder U. Using H\"older's inequality, we derive a set of bounds on the confounding bias |E[Y|T=t]-E[Y|do(T=t)]| based on…

Machine Learning · Computer Science 2021-07-14 Serge Assaad , Shuxi Zeng , Henry Pfister , Fan Li , Lawrence Carin

We study targeted maximum likelihood estimation (TMLE) of the average treatment effect in a semiparametric regression model whose mean function is indexed by a finite-dimensional parameter, while the additive error distribution is left…

Methodology · Statistics 2026-04-20 Mijeong Kim

The goal of machine learning is to find models that minimize prediction error on data that has not yet been seen. Its operational paradigm assumes access to a dataset $S$ and articulates a scheme for evaluating how well a given model…

Machine Learning · Computer Science 2026-04-22 Maxim Raginsky , Benjamin Recht

Causal treatment effect estimation is a key problem that arises in a variety of real-world settings, from personalized medicine to governmental policy making. There has been a flurry of recent work in machine learning on estimating causal…

Machine Learning · Computer Science 2020-10-22 Niki Kilbertus , Matt J. Kusner , Ricardo Silva

Individual treatment effect (ITE) is often regarded as the ideal target of inference in causal analyses and has been the focus of several recent studies. In this paper, we describe the intrinsic limits regarding what can be learned…

Methodology · Statistics 2025-06-10 Zhehao Zhang , Thomas S. Richardson

Understanding the generalization of deep neural networks is one of the most important tasks in deep learning. Although much progress has been made, theoretical error bounds still often behave disparately from empirical observations. In this…

Machine Learning · Computer Science 2021-11-09 Ching-Yao Chuang , Youssef Mroueh , Kristjan Greenewald , Antonio Torralba , Stefanie Jegelka

A fundamental tool in network information theory is the covering lemma, which lower bounds the probability that there exists a pair of random variables, among a give number of independently generated candidates, falling within a given set.…

Information Theory · Computer Science 2019-04-18 Jingbo Liu , Mohammad H. Yassaee , Sergio Verdú

Randomized experiments have been the gold standard for assessing the effectiveness of a treatment or policy. The classical complete randomization approach assigns treatments based on a prespecified probability and may lead to inefficient…

Methodology · Statistics 2023-10-26 Waverly Wei , Xinwei Ma , Jingshen Wang

Multivalued treatment models have typically been studied under restrictive assumptions: ordered choice, and more recently unordered monotonicity. We show how treatment effects can be identified in a more general class of models that allows…

Econometrics · Economics 2018-05-02 Sokbae Lee , Bernard Salanié

Long-term treatment effect estimation is a significant but challenging problem in many applications. Existing methods rely on ideal assumptions, such as no unobserved confounders or binary treatment, to estimate long-term average treatment…

Machine Learning · Computer Science 2025-10-23 Zeqin Yang , Weilin Chen , Ruichu Cai , Yuguang Yan , Zhifeng Hao , Zhipeng Yu , Zhichao Zou , Jixing Xu , Zhen Peng , Jiecheng Guo

Existing generalization bounds fail to explain crucial factors that drive the generalization of modern neural networks. Since such bounds often hold uniformly over all parameters, they suffer from over-parametrization and fail to account…

Machine Learning · Statistics 2023-11-14 Songyan Hou , Parnian Kassraie , Anastasis Kratsios , Andreas Krause , Jonas Rothfuss

In this paper, we develop a method to assess the sensitivity of local average treatment effect estimates to potential violations of the monotonicity assumption of Imbens and Angrist (1994). We parameterize the degree to which monotonicity…

Econometrics · Economics 2021-06-14 Claudia Noack

The purpose of this work is to transport the information from multiple randomized controlled trials to the target population where we only have the control group data. Previous works rely critically on the mean exchangeability assumption.…

Machine Learning · Statistics 2023-09-29 Yuhang Zhang , Yue Liu , Zhihua Zhang

In a randomized control trial, the precision of an average treatment effect estimator can be improved either by collecting data on additional individuals, or by collecting additional covariates that predict the outcome variable. We propose…

Methodology · Statistics 2017-09-27 Pedro Carneiro , Sokbae Lee , Daniel Wilhelm

In sequential causal inference, one estimates the causal net effect of treatment in treatment sequence on an outcome after last treatment in the presence of time-dependent covariates between treatments, improves the estimation by the…

Methodology · Statistics 2014-11-18 Li Yin , Xiaoqin Wang

Researchers are increasingly turning to machine learning (ML) algorithms to investigate causal heterogeneity in randomized experiments. Despite their promise, ML algorithms may fail to accurately ascertain heterogeneous treatment effects…

Methodology · Statistics 2024-04-23 Kosuke Imai , Michael Lingzhi Li
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