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相关论文: Inference on Counterfactual Distributions

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Despite the widespread adoption of autoregressive language models, explainability evaluation research has predominantly focused on span infilling and masked language models. Evaluating the faithfulness of an explanation method -- how…

计算与语言 · 计算机科学 2025-03-11 Sepehr Kamahi , Yadollah Yaghoobzadeh

We propose a robust method for constructing conditionally valid prediction intervals based on models for conditional distributions such as quantile and distribution regression. Our approach can be applied to important prediction problems…

计量经济学 · 经济学 2022-01-26 Victor Chernozhukov , Kaspar Wüthrich , Yinchu Zhu

We introduce a dynamic distribution regression panel data model with heterogeneous coefficients across units. The objects of primary interest are functionals of these coefficients, including predicted one-step-ahead and stationary…

计量经济学 · 经济学 2025-07-31 Ivan Fernandez-Val , Wayne Yuan Gao , Yuan Liao , Francis Vella

This article considers nonparametric regression models with multivariate covariates and with responses missing at random. We estimate the regression function with a local polynomial smoother. The residual-based empirical distribution…

统计方法学 · 统计学 2016-10-27 Justin Chown , Ursula U. Müller

Quantifying the impact of regulatory policies on social welfare generally requires the identification of counterfactual distributions. Many of these policies (e.g. minimum wages or minimum working time) generate mass points and/or…

计量经济学 · 经济学 2025-11-25 Dalia Ghanem , Désiré Kédagni , Ismael Mourifié

Inference for functional linear models in the presence of heteroscedastic errors has received insufficient attention given its practical importance; in fact, even a central limit theorem has not been studied in this case. At issue,…

统计理论 · 数学 2024-05-27 Hyemin Yeon , Xiongtao Dai , Daniel John Nordman

We propose a formal model for counterfactual estimation with unobserved confounding in "data-rich" settings, i.e., where there are a large number of units and a large number of measurements per unit. Our model provides a bridge between the…

计量经济学 · 经济学 2025-04-03 Alberto Abadie , Anish Agarwal , Devavrat Shah

In the context of treatment effect estimation, this paper proposes a new methodology to recover the counterfactual distribution when there is a single (or a few) treated unit and possibly a high-dimensional number of potential controls…

计量经济学 · 经济学 2023-09-08 Ricardo Masini

We derive a formal, decision-based method for comparing the performance of counterfactual treatment regime predictions using the results of experiments that give relevant information on the distribution of treated outcomes. Our approach…

统计方法学 · 统计学 2019-07-24 Michael Gechter , Cyrus Samii , Rajeev Dehejia , Cristian Pop-Eleches

We show that one can perform causal inference in a natural way for continuous-time scenarios using tools from stochastic analysis. This provides new alternatives to the positivity condition for inverse probability weighting. The probability…

统计理论 · 数学 2013-04-23 Kjetil Røysland

In this expository paper, we consider the problem of causal inference and efficient estimation for the counterfactual survivor function. This problem has previously been considered in the literature in several papers, each relying on the…

统计方法学 · 统计学 2025-10-02 Benjamin R. Baer , Ashkan Ertefaie , Robert L. Strawderman

Algorithms are commonly used to predict outcomes under a particular decision or intervention, such as predicting whether an offender will succeed on parole if placed under minimal supervision. Generally, to learn such counterfactual…

机器学习 · 统计学 2021-04-19 Amanda Coston , Edward H. Kennedy , Alexandra Chouldechova

Counterfactual inference is a powerful tool, capable of solving challenging problems in high-profile sectors. To perform counterfactual inference, one requires knowledge of the underlying causal mechanisms. However, causal mechanisms cannot…

机器学习 · 计算机科学 2023-01-23 Athanasios Vlontzos , Bernhard Kainz , Ciaran M. Gilligan-Lee

We study counterfactual regression, which aims to map input features to outcomes under hypothetical scenarios that differ from those observed in the data. This is particularly useful for decision-making when adapting to sudden shifts in…

统计方法学 · 统计学 2025-04-08 Kwangho Kim

Counterfactual prediction methods are required when a model will be deployed in a setting where treatment policies differ from the setting where the model was developed, or when a model provides predictions under hypothetical interventions…

统计方法学 · 统计学 2025-08-13 Christopher B. Boyer , Issa J. Dahabreh , Jon A. Steingrimsson

We propose nonparametric identification and semiparametric estimation of joint potential outcome distributions in the presence of confounding. First, in settings with observed confounding, we derive tighter, covariate-informed bounds on the…

统计方法学 · 统计学 2026-02-19 Jianle Sun , Kun Zhang

We propose a counterfactual Kaplan-Meier estimator that incorporates exogenous covariates and unobserved heterogeneity of unrestricted dimensionality in duration models with random censoring. Under some regularity conditions, we establish…

计量经济学 · 经济学 2019-02-25 Jiun-Hua Su

The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…

统计理论 · 数学 2018-04-12 Stanislav Volgushev , Shih-Kang Chao , Guang Cheng

Consider a setting with multiple units (e.g., individuals, cohorts, geographic locations) and outcomes (e.g., treatments, times, items), where the goal is to learn a multivariate distribution for each unit-outcome entry, such as the…

机器学习 · 统计学 2025-10-21 Kyuseong Choi , Jacob Feitelberg , Caleb Chin , Anish Agarwal , Raaz Dwivedi

Estimating treatment effects over time holds significance in various domains, including precision medicine, epidemiology, economy, and marketing. This paper introduces a unique approach to counterfactual regression over time, emphasizing…

机器学习 · 计算机科学 2024-10-30 Mouad El Bouchattaoui , Myriam Tami , Benoit Lepetit , Paul-Henry Cournède