Related papers: Beyond Differences: Doubly Robust Meta-Learners fo…

This paper proposes a doubly robust two-stage semiparametric difference-in-difference estimator for estimating heterogeneous treatment effects with high-dimensional data. Our new estimator is robust to model miss-specifications and allows…

A central obstacle in the objective assessment of treatment effect (TE) estimators in randomized control trials (RCTs) is the lack of ground truth (or validation set) to test their performance. In this paper, we propose a novel…

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…

We present a non-asymptotic convergence analysis of $Q$-learning and actor-critic algorithms for robust average-reward Markov Decision Processes (MDPs) under contamination, total-variation (TV) distance, and Wasserstein uncertainty sets. A…

Continuous control Deep Reinforcement Learning (RL) approaches are known to suffer from estimation biases, leading to suboptimal policies. This paper introduces innovative methods in RL, focusing on addressing and exploiting estimation…

Causal effect estimation under networked interference is an important but challenging problem. Available parametric methods are limited in their model space, while previous semiparametric methods, e.g., leveraging neural networks to fit…

We study the problem of selecting the best heterogeneous treatment effect (HTE) estimator from a collection of candidates in settings where the treatment effect is fundamentally unobserved. We cast estimator selection as a multiple testing…

We consider the problem of estimating the average treatment effect (ATE) when both randomized control trial (RCT) data and external real-world data (RWD) are available. We decompose the ATE estimand as the difference between a pooled-ATE…

In observational study, the propensity score has the central role to estimate causal effects. Since the propensity score is usually unknown, estimating by appropriate procedures is an indispensable step. A point to note that a causal effect…

Observational studies have recently received significant attention from the machine learning community due to the increasingly available non-experimental observational data and the limitations of the experimental studies, such as…

Motivated by customer loyalty plans and scholarship programs, we study tie-breaker designs which are hybrids of randomized controlled trials (RCTs) and regression discontinuity designs (RDDs). We quantify the statistical efficiency of a…

Statistical methods for causal inference with continuous treatments mainly focus on estimating the mean potential outcome function, commonly known as the dose-response curve. However, it is often not the dose-response curve but its…

We regularly consider answering counterfactual questions in practice, such as "Would people with diabetes take a turn for the better had they choose another medication?". Observational studies are growing in significance in answering such…

We study two-way-fixed-effects regressions (TWFE) with several treatment variables. Under a parallel trends assumption, we show that the coefficient on each treatment identifies a weighted sum of that treatment's effect, with possibly…

Doubly robust (DR) estimators guard against model misspecification but remain sensitive to weak covariate overlap. We show that trimming propensity scores reduces variance but eliminates double robustness. We introduce DR estimators that…

Understanding how treatment effects vary across patient characteristics is essential for personalized medicine, yet randomized controlled trials (RCTs) are often underpowered to detect heterogeneous treatment effects (HTEs). We propose a…

Modern causal inference methods allow machine learning to be used to weaken parametric modeling assumptions. However, the use of machine learning may result in complications for inference. Doubly-robust cross-fit estimators have been…

The research is about a systematic investigation on the following issues. First, we construct different outcome regression-based estimators for conditional average treatment effect under, respectively, true (oracle), parametric,…

Micro-randomized trials (MRTs) are increasingly used to evaluate mobile health interventions with binary proximal outcomes. Standard inverse probability weighting (IPW) estimators are unbiased but unstable in small samples or under extreme…

In many practical situations, randomly assigning treatments to subjects is uncommon due to feasibility constraints. For example, economic aid programs and merit-based scholarships are often restricted to those meeting specific income or…