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Drawing causal inference with observational studies is the central pillar of many disciplines. One sufficient condition for identifying the causal effect is that the treatment-outcome relationship is unconfounded conditional on the observed…

Statistics Theory · Mathematics 2017-01-17 Peng Ding , Tyler VanderWeele , James Robins

The technique of data augmentation (DA) is often used in machine learning for regularization purposes to better generalize under i.i.d. settings. In this work, we present a unifying framework with topics in causal inference to make a case…

Machine Learning · Computer Science 2026-02-02 Uzair Akbar , Niki Kilbertus , Hao Shen , Krikamol Muandet , Bo Dai

The endogeneity issue is fundamentally important as many empirical applications may suffer from the omission of explanatory variables, measurement error, or simultaneous causality. Recently, \cite{hllt17} propose a "Deep Instrumental…

Statistics Theory · Mathematics 2020-05-01 Ruiqi Liu , Zuofeng Shang , Guang Cheng

In offline reinforcement learning (RL) an optimal policy is learned solely from a priori collected observational data. However, in observational data, actions are often confounded by unobserved variables. Instrumental variables (IVs), in…

Machine Learning · Statistics 2024-10-16 Luofeng Liao , Zuyue Fu , Zhuoran Yang , Yixin Wang , Mladen Kolar , Zhaoran Wang

Estimating conditional average treatment effects (CATEs) from observational data is relevant in many fields such as personalized medicine. However, in practice, the treatment assignment is usually confounded by unobserved variables and thus…

Methodology · Statistics 2023-01-24 Dennis Frauen , Stefan Feuerriegel

OC-DeepIV is a neural network model designed for estimating causal effects. It characterizes heterogeneity by adding interaction features and reduces redundancy through orthogonal constraints. The model includes two feature extractors, one…

Econometrics · Economics 2025-06-04 Shunxin Yao

Instrumental variables have been widely used for estimating the causal effect between exposure and outcome. Conventional estimation methods require complete knowledge about all the instruments' validity; a valid instrument must not have a…

Methodology · Statistics 2014-09-23 Hyunseung Kang , Anru Zhang , T. Tony Cai , Dylan S. Small

The era of big data has witnessed an increasing availability of observational data from mobile and social networking, online advertising, web mining, healthcare, education, public policy, marketing campaigns, and so on, which facilitates…

Machine Learning · Computer Science 2023-03-06 Zhixuan Chu , Ruopeng Li , Stephen Rathbun , Sheng Li

Unobserved spatial confounding variables are prevalent in environmental and ecological applications where the system under study is complex and the data are often observational. Instrumental variables (IVs) are a common way to address…

Methodology · Statistics 2021-03-02 Andrew Giffin , Brian J. Reich , Shu Yang , Ana G. Rappold

In the context of having an instrumental variable, the standard practice in causal inference begins by targeting an effect of interest and proceeds by formulating assumptions enabling its identification. We turn this around by adhering to…

Statistics Theory · Mathematics 2026-05-25 Carlos García Meixide , Mark J. van der Laan

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

Background: Instrumental variables (IVs) can be used to provide evidence as to whether a treatment X has a causal effect on an outcome Y. Even if the instrument Z satisfies the three core IV assumptions of relevance, independence and the…

Methodology · Statistics 2022-11-14 F. P. Hartwig , L. Wang , G. Davey Smith , N. M. Davies

In many observational studies, researchers are often interested in studying the effects of multiple exposures on a single outcome. Standard approaches for high-dimensional data such as the lasso assume the associations between the exposures…

Methodology · Statistics 2025-11-06 Dingke Tang , Dehan Kong , Linbo Wang

Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct…

Methodology · Statistics 2022-08-05 Baoluo Sun , Yifan Cui , Eric Tchetgen Tchetgen

Estimating long-term causal effects by combining long-term observational and short-term experimental data is a crucial but challenging problem in many real-world scenarios. In existing methods, several ideal assumptions, e.g. latent…

Machine Learning · Computer Science 2025-05-12 Ruichu Cai , Junjie Wan , Weilin Chen , Zeqin Yang , Zijian Li , Peng Zhen , Jiecheng Guo

Instrumental variable based estimation of a causal effect has emerged as a standard approach to mitigate confounding bias in the social sciences and epidemiology, where conducting randomized experiments can be too costly or impossible.…

Methodology · Statistics 2026-01-21 Danielle Tsao , Krikamol Muandet , Frederick Eberhardt , Emilija Perković

Many policy evaluations using instrumental variable (IV) methods include individuals who interact with each other, potentially violating the standard IV assumptions. This paper defines and partially identifies direct and spillover effects…

Econometrics · Economics 2025-09-17 Didier Nibbering , Matthijs Oosterveen

We offer straightforward theoretical results that justify incorporating machine learning in the standard linear instrumental variable setting. The key idea is to use machine learning, combined with sample-splitting, to predict the treatment…

Econometrics · Economics 2021-06-22 Jiafeng Chen , Daniel L. Chen , Greg Lewis

Instrumental variable (IV) methods are becoming increasingly popular as they seem to offer the only viable way to overcome the problem of unobserved confounding in observational studies. However, some attention has to be paid to the…

Methodology · Statistics 2010-11-03 Vanessa Didelez , Sha Meng , Nuala A. Sheehan

Within the field of causal inference, we consider the problem of estimating heterogeneous treatment effects from data. We propose and validate a novel approach for learning feature representations to aid the estimation of the conditional…

Machine Learning · Statistics 2022-06-23 Michael C. Burkhart , Gabriel Ruiz
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