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For treatment effects - one of the core issues in modern econometric analysis - prediction and estimation are two sides of the same coin. As it turns out, machine learning methods are the tool for generalized prediction models. Combined…

Econometrics · Economics 2021-04-27 Daniel Jacob

The paper proposes an estimator to make inference of heterogeneous treatment effects sorted by impact groups (GATES) for non-randomised experiments. The groups can be understood as a broader aggregation of the conditional average treatment…

Econometrics · Economics 2020-03-30 Daniel Jacob

We consider the problem of variance reduction in randomized controlled trials, through the use of covariates correlated with the outcome but independent of the treatment. We propose a machine learning regression-adjusted treatment effect…

Machine Learning · Statistics 2022-01-07 Yongyi Guo , Dominic Coey , Mikael Konutgan , Wenting Li , Chris Schoener , Matt Goldman

Micro-randomized trials (MRTs) are increasingly utilized for optimizing mobile health interventions, with the causal excursion effect (CEE) as a central quantity for evaluating interventions under policies that deviate from the experimental…

Methodology · Statistics 2024-11-19 Jiaxin Yu , Tianchen Qian

Missing confounders are common in observational studies and present fundamental challenges for causal effect estimation by weakening identification and increasing sensitivity to model misspecification. Within the missing-indicator…

Methodology · Statistics 2026-04-23 Md. Shaddam Hossain Bagmar , Hua Shen

We revisit the classical causal inference problem of estimating the average treatment effect in the presence of fully observed confounding variables using two-stage semiparametric methods. In existing theoretical studies of methods such as…

Methodology · Statistics 2022-05-23 Steve Yadlowsky

Many applied decision-making problems have a dynamic component: The policymaker needs not only to choose whom to treat, but also when to start which treatment. For example, a medical doctor may choose between postponing treatment (watchful…

Methodology · Statistics 2020-05-01 Xinkun Nie , Emma Brunskill , Stefan Wager

Reward models are widely used as proxies for human preferences when aligning or evaluating LLMs. However, reward models are black boxes, and it is often unclear what, exactly, they are actually rewarding. In this paper we develop…

Computation and Language · Computer Science 2025-05-21 David Reber , Sean Richardson , Todd Nief , Cristina Garbacea , Victor Veitch

Weighting estimators based on propensity scores are widely used for causal estimation in a variety of contexts, such as observational studies, marginal structural models and interference. They enjoy appealing theoretical properties such as…

Methodology · Statistics 2021-10-06 Linbo Wang , Yuexia Zhang , Thomas S. Richardson , Xiao-Hua Zhou

Quantile treatment effects (QTEs) can characterize the potentially heterogeneous causal effect of a treatment on different points of the entire outcome distribution. Propensity score (PS) methods are commonly employed for estimating QTEs in…

Methodology · Statistics 2023-08-15 Yahang Liu , Kecheng Wei , Chen Huang , Yongfu Yu , Guoyou Qin

Accurate heterogeneous treatment effect (HTE) estimation is essential for personalized recommendations, making it important to evaluate and compare HTE estimators. Traditional assessment methods are inapplicable due to missing…

Methodology · Statistics 2024-12-30 Zijun Gao

Popular debiased estimation methods for causal inference -- such as augmented inverse propensity weighting and targeted maximum likelihood estimation -- enjoy desirable asymptotic properties like statistical efficiency and double robustness…

Machine Learning · Statistics 2025-09-16 Tiffany Tianhui Cai , Yuri Fonseca , Kaiwen Hou , Hongseok Namkoong

The doubly-robust (DR) estimator is popular for evaluating causal effects in observational studies and is often perceived as more desirable than inverse probability weighting (IPW) or outcome modeling alone because it provides extra…

Methodology · Statistics 2026-02-03 Chengxin Yang , Laine E. Thomas , Fan Li

Estimating causal quantities from observational data is crucial for understanding the safety and effectiveness of medical treatments. However, to make reliable inferences, medical practitioners require not only estimating averaged causal…

Machine Learning · Computer Science 2026-03-13 Valentyn Melnychuk , Stefan Feuerriegel , Mihaela van der Schaar

This paper develops new methods for causal inference in observational studies on a single large network of interconnected units, addressing two key challenges: long-range dependence among units and the presence of general interference. We…

Methodology · Statistics 2025-11-24 Jizhou Liu , Dake Zhang , Eric J. Tchetgen Tchetgen

Electronic health records and other sources of observational data are increasingly used for drawing causal inferences. The estimation of a causal effect using these data not meant for research purposes is subject to confounding and…

Methodology · Statistics 2023-04-19 Janie Coulombe , Shu Yang

Assigning importance weights to adversarial data has achieved great success in training adversarially robust networks under limited model capacity. However, existing instance-reweighted adversarial training (AT) methods heavily depend on…

Machine Learning · Computer Science 2023-08-02 Daouda Sow , Sen Lin , Zhangyang Wang , Yingbin Liang

Q-learning facilitates the development of an optimal adaptive treatment strategy through stagewise regression on a pre-specified set of tailoring variables and confounders. Semiparametric robust Q-learning eliminates the residual…

Determining causal effects of interventions onto outcomes from real-world, observational (non-randomized) data, e.g., treatment repurposing using electronic health records, is challenging due to underlying bias. Causal deep learning has…

Machine Learning · Computer Science 2025-10-23 Shantanu Ghosh , Zheng Feng , Jiang Bian , Kevin Butler , Mattia Prosperi

This study investigates the estimation and the statistical inference about Conditional Average Treatment Effects (CATEs), which have garnered attention as a metric representing individualized causal effects. In our data-generating process,…

Methodology · Statistics 2024-03-07 Masahiro Kato