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This paper considers identification and estimation of causal effect parameters from participating in a binary treatment in a difference in differences (DID) setup when the parallel trends assumption holds after conditioning on observed…

Econometrics · Economics 2024-06-25 Carolina Caetano , Brantly Callaway , Stroud Payne , Hugo Sant'Anna Rodrigues

Educational policymakers often lack data on student outcomes where standardized tests were not administered. Machine learning can predict unobserved outcomes in target populations using source population data. However, covariate…

Conformal prediction methodology has recently been extended to the covariate shift setting, where the distribution of covariates differs between training and test data. While existing results ensure that the prediction sets from these…

Machine Learning · Statistics 2026-02-09 Mehrdad Pournaderi , Yu Xiang

Supervised learning is often affected by a covariate shift in which the marginal distributions of instances (covariates $x$) of training and testing samples $\mathrm{p}_\text{tr}(x)$ and $\mathrm{p}_\text{te}(x)$ are different but the label…

Machine Learning · Statistics 2023-06-12 José I. Segovia-Martín , Santiago Mazuelas , Anqi Liu

Performance estimation under covariate shift is a crucial component of safe AI model deployment, especially for sensitive use-cases. Recently, several solutions were proposed to tackle this problem, most leveraging model predictions or…

Computer Vision and Pattern Recognition · Computer Science 2025-04-11 Mélanie Roschewitz , Ben Glocker

We consider a model in which a trader aims to maximize expected risk-adjusted profit while trading a single security. In our model, each price change is a linear combination of observed factors, impact resulting from the trader's current…

Trading and Market Microstructure · Quantitative Finance 2012-07-30 Beomsoo Park , Benjamin Van Roy

Test-time adaptation aims to improve model robustness under distribution shifts by adapting models with access to unlabeled target samples. A primary cause of performance degradation under such shifts is the model's reliance on features…

Machine Learning · Computer Science 2025-10-14 Yingnan Liu , Rui Qiao , Mong Li Lee , Wynne Hsu

Transfer learning refers to the promising idea of initializing model fits based on pre-training on other data. We particularly consider regression modeling settings where parameter estimates from previous data can be used as anchoring…

Methodology · Statistics 2020-07-07 Wessel N. van Wieringen , Harald Binder

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

Causal estimands can vary significantly depending on the relationship between outcomes in treatment and control groups, potentially leading to wide partial identification (PI) intervals that impede decision making. Incorporating covariates…

Methodology · Statistics 2025-06-02 Sirui Lin , Zijun Gao , Jose Blanchet , Peter Glynn

Test-time adaptation (TTA) is an effective approach to mitigate performance degradation of trained models when encountering input distribution shifts at test time. However, existing TTA methods often suffer significant performance drops…

Machine Learning · Computer Science 2025-02-06 Minguk Jang , Hye Won Chung

After deployment, machine learning models often experience performance degradation due to shifts in data distribution. It is challenging to assess post-deployment performance accurately when labels are missing or delayed. Existing proxy…

Machine Learning · Computer Science 2025-10-22 Jakub Białek , Juhani Kivimäki , Wojtek Kuberski , Nikolaos Perrakis

Temporal causal representation learning methods assume that causal mechanisms switch instantaneously between discrete domains, yet real-world systems often exhibit continuous mechanism transitions. For example, a vehicle's dynamics evolve…

Machine Learning · Computer Science 2026-01-30 Shicheng Fan , Kun Zhang , Lu Cheng

Generalizing deep reinforcement learning agents to unseen environments remains a significant challenge. One promising solution is Unsupervised Environment Design (UED), a co-evolutionary framework in which a teacher adaptively generates…

Machine Learning · Computer Science 2026-03-17 Geonwoo Cho , Jaegyun Im , Jihwan Lee , Hojun Yi , Sejin Kim , Sundong Kim

Modeling distributions that depend on external control parameters is a common scenario in diverse applications like molecular simulations, where system properties like temperature affect molecular configurations. Despite the relevance of…

Machine Learning · Computer Science 2025-03-10 Stefan Wahl , Armand Rousselot , Felix Draxler , Henrik Schopmans , Ullrich Köthe

The notion of concept drift refers to the phenomenon that the distribution generating the observed data changes over time. If drift is present, machine learning models may become inaccurate and need adjustment. Many technologies for…

Machine Learning · Computer Science 2022-12-05 Fabian Hinder , Valerie Vaquet , Johannes Brinkrolf , Barbara Hammer

The main challenge that sets transfer learning apart from traditional supervised learning is the distribution shift, reflected as the shift between the source and target models and that between the marginal covariate distributions. In this…

Machine Learning · Statistics 2024-04-02 Zelin He , Ying Sun , Jingyuan Liu , Runze Li

Test-time adaptation (TTA) aims to adapt a pre-trained model to the target domain in a batch-by-batch manner during inference. While label distributions often exhibit imbalances in real-world scenarios, most previous TTA approaches…

Computer Vision and Pattern Recognition · Computer Science 2023-08-21 Sunghyun Park , Seunghan Yang , Jaegul Choo , Sungrack Yun

Deploying clinical prediction models across healthcare systems often fails when key training covariates are unavailable at deployment and labeled outcomes are limited in the target domain. For example, high-performing models for…

A significant obstacle in the development of robust machine learning models is covariate shift, a form of distribution shift that occurs when the input distributions of the training and test sets differ while the conditional label…

Machine Learning · Statistics 2021-11-17 Nilesh Tripuraneni , Ben Adlam , Jeffrey Pennington