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We consider the estimation of heterogeneous treatment effects with arbitrary machine learning methods in the presence of unobserved confounders with the aid of a valid instrument. Such settings arise in A/B tests with an intent-to-treat…

Econometrics · Economics 2019-06-07 Vasilis Syrgkanis , Victor Lei , Miruna Oprescu , Maggie Hei , Keith Battocchi , Greg Lewis

Covariate-adaptive randomization is widely used in clinical trials to balance prognostic factors, and regression adjustments are often adopted to further enhance the estimation and inference efficiency. In practice, the covariates may…

Methodology · Statistics 2025-08-15 Wanjia Fu , Yingying Ma , Hanzhong Liu

Comparison Lift is an experimentation-as-a-service (EaaS) application for testing online advertising audiences and creatives at JD.com. Unlike many other EaaS tools that focus primarily on fixed sample A/B testing, Comparison Lift deploys a…

Machine Learning · Computer Science 2020-09-18 Tong Geng , Xiliang Lin , Harikesh S. Nair , Jun Hao , Bin Xiang , Shurui Fan

Observational studies are frequently used to estimate the effect of an exposure or treatment on an outcome. To obtain an unbiased estimate of the treatment effect, it is crucial to measure the exposure accurately. A common type of exposure…

Methodology · Statistics 2024-07-02 Suhwan Bong , Kwonsang Lee , Francesca Dominici

Recently, phase II trials with multiple schedules (frequency of administrations) have become more popular, for instance in the development of treatments for atopic dermatitis. If the relationship of the dose and response is described by a…

Applications · Statistics 2020-11-17 Burak Kürsad Günhan , Paul Meyvisch , Tim Friede

Concept shift is a prevailing problem in natural tasks like medical image segmentation where samples usually come from different subpopulations with variant correlations between features and labels. One common type of concept shift in…

Computer Vision and Pattern Recognition · Computer Science 2023-02-01 Yijun Dong , Yuege Xie , Rachel Ward

Treatment effect estimation is a fundamental problem in causal inference. We focus on designing efficient randomized controlled trials, to accurately estimate the effect of some treatment on a population of $n$ individuals. In particular,…

Machine Learning · Computer Science 2022-10-14 Raghavendra Addanki , David Arbour , Tung Mai , Cameron Musco , Anup Rao

Side effects of prescribed medications are a common occurrence. Electronic healthcare databases present the opportunity to identify new side effects efficiently but currently the methods are limited due to confounding (i.e. when an…

Databases · Computer Science 2016-11-17 Jenna M. Reps , Uwe Aickelin , Jiangang Ma , Yanchun Zhang

Recent years, large scale clinical data like patient surveys and medical record data are playing an increasing role in medical data science. These large-scale clinical data, collectively referred to as "real-world data (RWD)". It is…

Methodology · Statistics 2024-02-23 Guanwenqing He , Ke Wan , Kazushi Maruo , Toshio Shimokawa

To infer the parameters of mechanistic models with intractable likelihoods, techniques such as approximate Bayesian computation (ABC) are increasingly being adopted. One of the main disadvantages of ABC in practical situations, however, is…

Computation · Statistics 2018-08-03 Jonathan U Harrison , Ruth E Baker

Online controlled experiments play a crucial role in enabling data-driven decisions across a wide range of companies. Variance reduction is an effective technique to improve the sensitivity of experiments, achieving higher statistical power…

Machine Learning · Computer Science 2024-07-24 Hao Zhou , Kun Sun , Shaoming Li , Yangfeng Fan , Guibin Jiang , Jiaqi Zheng , Tao Li

Covariate adjustment is a ubiquitous method used to estimate the average treatment effect (ATE) from observational data. Assuming a known graphical structure of the data generating model, recent results give graphical criteria for optimal…

Statistics Theory · Mathematics 2025-12-08 Alexander Mangulad Christgau , Anton Rask Lundborg , Niels Richard Hansen

We propose and study the integration of sentiment analysis and deep reinforcement learning ensemble algorithms for stock trading by evaluating strategies capable of dynamically altering their active agent given the concurrent market…

Trading and Market Microstructure · Quantitative Finance 2024-11-21 Andrew Ye , James Xu , Vidyut Veedgav , Yi Wang , Yifan Yu , Daniel Yan , Ryan Chen , Vipin Chaudhary , Shuai Xu

This paper provides a set of methods for quantifying the robustness of treatment effects estimated using the unconfoundedness assumption (also known as selection on observables or conditional independence). Specifically, we estimate and do…

Econometrics · Economics 2021-01-01 Matthew A. Masten , Alexandre Poirier , Linqi Zhang

In the recent literature on estimating heterogeneous treatment effects, each proposed method makes its own set of restrictive assumptions about the intervention's effects and which subpopulations to explicitly estimate. Moreover, the…

Methodology · Statistics 2023-05-12 Edward McFowland , Sriram Somanchi , Daniel B. Neill

Much evidence in comparative effectiveness research is based on observational studies. Researchers who conduct observational studies typically assume that there are no unobservable differences between the treated and control groups.…

Applications · Statistics 2020-01-23 Luke Keele , Stephen O'Neill , Richard Grieve

In this paper, we propose a data-adaptive empirical likelihood-based approach for treatment effect estimation and inference, which overcomes the obstacle of the traditional empirical likelihood-based approaches in the high-dimensional…

Methodology · Statistics 2020-12-15 Wei Liang , Ying Yan

Randomized controlled experiment has long been accepted as the golden standard for establishing causal link and estimating causal effect in various scientific fields. Average treatment effect is often used to summarize the effect…

Applications · Statistics 2016-10-14 Alex Deng , Pengchuan Zhang , Shouyuan Chen , Dong Woo Kim , Jiannan Lu

The aim of survey statistics is to produce estimates with a minimal bias and a corresponding acceptable variance given a specific budget, preferable with a minor response burden for the participants. In recent years, considerable efforts…

Methodology · Statistics 2026-04-02 Martin Hyllienmark , Gustaf Strandell

We provide sufficient conditions for the identification of the heterogeneous treatment effects, defined as the conditional expectation for the differences of potential outcomes given the untreated outcome, under the nonignorable treatment…

Methodology · Statistics 2019-01-15 Keisuke Takahata , Takahiro Hoshino
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