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This study introduces a data-driven, machine learning-based method to detect suitable control variables and instruments for assessing the causal effect of a treatment on an outcome in observational data. Our approach tests the joint…

Econometrics · Economics 2026-05-20 Nicolas Apfel , Julia Hatamyar , Martin Huber , Jannis Kueck

Algorithms for constraint-based causal discovery select graphical causal models among a space of possible candidates (e.g., all directed acyclic graphs) by executing a sequence of conditional independence tests. These may be used to inform…

Methodology · Statistics 2025-09-19 Ting-Hsuan Chang , Zijian Guo , Daniel Malinsky

Without a control group, the most widespread methodologies for estimating causal effects cannot be applied. To fill this gap, we propose the Machine Learning Control Method, a new approach for causal panel analysis that estimates causal…

Econometrics · Economics 2024-10-28 Augusto Cerqua , Marco Letta , Fiammetta Menchetti

Tabular foundation models like TabPFN and TabICL achieve state-of-the-art performance through in-context learning, yet their architectures remain fundamentally opaque. We introduce KernelICL, a framework to enhance tabular foundation models…

Machine Learning · Computer Science 2026-02-03 Ratmir Miftachov , Bruno Charron , Simon Valentin

Conventional methods in causal effect inferencetypically rely on specifying a valid set of control variables. When this set is unknown or misspecified, inferences will be erroneous. We propose a method for inferring average causal effects…

Methodology · Statistics 2021-06-14 Ludvig Hult , Dave Zachariah

While most ML models expect independent and identically distributed data, this assumption is often violated in real-world scenarios due to distribution shifts, resulting in the degradation of machine learning model performance. Until now,…

Machine Learning · Computer Science 2024-11-19 Kai Helli , David Schnurr , Noah Hollmann , Samuel Müller , Frank Hutter

Causal effect moderation investigates how the effect of interventions (or treatments) on outcome variables changes based on observed characteristics of individuals, known as potential effect moderators. With advances in data collection,…

Methodology · Statistics 2024-11-26 Soham Bakshi , Walter Dempsey , Snigdha Panigrahi

An important step for any causal inference study design is understanding the distribution of the treated and control subjects in terms of measured baseline covariates. However, not all baseline variation is equally important. In the…

Methodology · Statistics 2021-07-02 Rachael C. Aikens , Michael Baiocchi

Learning causal relationships among a set of variables, as encoded by a directed acyclic graph, from observational data is complicated by the presence of unobserved confounders. Instrumental variables (IVs) are a popular remedy for this…

Methodology · Statistics 2025-04-17 Jing Zou , Wei Li , Wei Lin

We present R software packages RobustIV and controlfunctionIV for causal inference with possibly invalid instrumental variables. RobustIV focuses on the linear outcome model. It implements the two-stage hard thresholding method to select…

Methodology · Statistics 2023-06-21 Taehyeon Koo , Youjin Lee , Dylan S. Small , Zijian Guo

A fairly reliable trend in deep reinforcement learning is that the performance scales with the number of parameters, provided a complimentary scaling in amount of training data. As the appetite for large models increases, it is imperative…

Machine Learning · Computer Science 2023-06-14 Bogdan Mazoure , Walter Talbott , Miguel Angel Bautista , Devon Hjelm , Alexander Toshev , Josh Susskind

Shapley values have become a cornerstone of explainable AI, but they are computationally expensive to use, especially when features are dependent. Evaluating them requires approximating a large number of conditional expectations, either via…

Artificial Intelligence · Computer Science 2026-02-11 Lars Henry Berge Olsen , Dennis Christensen

This paper introduces an innovative Bayesian machine learning algorithm to draw interpretable inference on heterogeneous causal effects in the presence of imperfect compliance (e.g., under an irregular assignment mechanism). We show,…

Methodology · Statistics 2021-12-02 Falco J. Bargagli-Stoffi , Kristof De-Witte , Giorgio Gnecco

Machine-learning models, which are known to accurately predict patterns from large datasets, are crucial in decision making. Consequently, counterfactual explanations-methods explaining predictions by introducing input perturbations-have…

Machine Learning · Computer Science 2024-04-23 Yuta Sumiya , Hayaru shouno

Instrumental variable models allow us to identify a causal function between covariates $X$ and a response $Y$, even in the presence of unobserved confounding. Most of the existing estimators assume that the error term in the response $Y$…

Machine Learning · Statistics 2022-09-23 Sorawit Saengkyongam , Leonard Henckel , Niklas Pfister , Jonas Peters

Instrumental variable (IV) regression is recognized as one of the five core methods for causal inference, as identified by Angrist and Pischke (2008). This paper compares two leading approaches to inference under weak identification for…

Econometrics · Economics 2025-06-24 Wenze Li

In the absence of randomized controlled and natural experiments, it is necessary to balance the distributions of (observable) covariates of the treated and control groups in order to obtain an unbiased estimate of a causal effect of…

Methodology · Statistics 2022-03-02 Martin Cousineau , Vedat Verter , Susan A. Murphy , Joelle Pineau

Nonlinear causal effects are prevalent in many research scenarios involving continuous exposures, and instrumental variables (IVs) can be employed to investigate such effects, particularly in the presence of unmeasured confounders. However,…

Methodology · Statistics 2025-10-29 Haodong Tian , Ashish Patel , Stephen Burgess

This paper develops a general causal inference method for treatment effects models with noisily measured confounders. The key feature is that a large set of noisy measurements are linked with the underlying latent confounders through an…

Econometrics · Economics 2021-10-14 Yingjie Feng

We study categorical instrumental variable (IV) models with instrument, treatment, and outcome taking finitely many values. We derive a simple closed-form characterization of the set of joint distributions of potential outcomes that are…

Statistics Theory · Mathematics 2025-11-13 Yilin Song , F. Richard Guo , K. C. Gary Chan , Thomas S. Richardson