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Synthetic control (SC) methods have been widely applied to estimate the causal effect of large-scale interventions, e.g., the state-wide effect of a change in policy. The idea of synthetic controls is to approximate one unit's…

统计方法学 · 统计学 2021-12-15 Claudia Shi , Dhanya Sridhar , Vishal Misra , David M. Blei

Counterfactual estimation using synthetic controls is one of the most successful recent methodological developments in causal inference. Despite its popularity, the current description only considers time series aligned across units and…

机器学习 · 统计学 2021-02-03 Alexis Bellot , Mihaela van der Schaar

In this paper, we propose a novel method for causal inference within the framework of counterfactual and synthetic control. Matching forward the generalized synthetic control method, our instrumented principal component analysis method…

计量经济学 · 经济学 2024-09-17 Cong Wang

This article extends the widely-used synthetic controls estimator for evaluating causal effects of policy changes to quantile functions. The proposed method provides a geometrically faithful estimate of the entire counterfactual quantile…

计量经济学 · 经济学 2022-01-03 Florian Gunsilius

We introduce an approach to counterfactual inference based on merging information from multiple datasets. We consider a causal reformulation of the statistical marginal problem: given a collection of marginal structural causal models (SCMs)…

This paper examines methods of causal inference based on groupwise matching when we observe multiple large groups of individuals over several periods. We formulate causal inference validity through a generalized matching condition,…

计量经济学 · 经济学 2026-03-24 Ratzanyel Rincón , Kyungchul Song

This paper investigates the use of synthetic control methods for causal inference in macroeconomic settings when dealing with possibly nonstationary data. While the synthetic control approach has gained popularity for estimating…

计量经济学 · 经济学 2025-05-29 Zhentao Shi , Jin Xi , Haitian Xie

Accurate estimation of counterfactual outcomes in high-dimensional data is crucial for decision-making and understanding causal relationships and intervention outcomes in various domains, including healthcare, economics, and social…

机器学习 · 计算机科学 2024-07-31 Jiageng Zhu , Hanchen Xie , Jiazhi Li , Wael Abd-Almageed

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

Counterfactuals are a concept inherited from the field of logic and in general attain to the existence of causal relations between sentences or events. In particular, this concept has been introduced also in the context of interpretability…

系统与控制 · 电气工程与系统科学 2025-01-23 Pierluigi Francesco De Paola , Jared Miller , Alessandro Borri , Alessia Paglialonga , Fabrizio Dabbene

This book is about conformal prediction and related inferential techniques that build on permutation tests and exchangeability. These techniques are useful in a diverse array of tasks, including hypothesis testing and providing uncertainty…

统计理论 · 数学 2026-03-09 Anastasios N. Angelopoulos , Rina Foygel Barber , Stephen Bates

Evaluating treatment effect heterogeneity widely informs treatment decision making. At the moment, much emphasis is placed on the estimation of the conditional average treatment effect via flexible machine learning algorithms. While these…

统计方法学 · 统计学 2021-05-07 Lihua Lei , Emmanuel J. Candès

We develop a novel method for counterfactual analysis based on observational data using prediction intervals for units under different exposures. Unlike methods that target heterogeneous or conditional average treatment effects of an…

统计理论 · 数学 2018-07-18 Dave Zachariah , Petre Stoica

The synthetic control method is often applied to problems with one treated unit and a small number of control units. A common inferential task in this setting is to test null hypotheses regarding the average treatment effect on the treated.…

统计方法学 · 统计学 2025-04-22 Lihua Lei , Timothy Sudijono

Synthetic control methods often rely on matching pre-treatment characteristics (called predictors) of the treated unit. The choice of predictors and how they are weighted plays a key role in the performance and interpretability of synthetic…

统计方法学 · 统计学 2023-01-02 Jaume Vives-i-Bastida

Conformal prediction is a non-parametric technique for constructing prediction intervals or sets from arbitrary predictive models under the assumption that the data is exchangeable. It is popular as it comes with theoretical guarantees on…

机器学习 · 统计学 2025-12-01 Jase Clarkson , Wenkai Xu , Mihai Cucuringu , Yvik Swan , Gesine Reinert

Conformal prediction is a framework for predictive inference with a distribution-free, finite-sample guarantee. However, it tends to provide uninformative prediction sets when calibration data are scarce. This paper introduces…

机器学习 · 计算机科学 2025-06-17 Meshi Bashari , Roy Maor Lotan , Yonghoon Lee , Edgar Dobriban , Yaniv Romano

Conformal methods provide prediction sets for outcomes with confidence guarantees. We study their use in a selective inference setting, where inference is performed only when the prediction set is informative. The analyst may consider as…

统计方法学 · 统计学 2026-05-22 Israela Solomon , Etienne Roquain , Saharon Rosset , Ruth Heller

The fundamental challenge of drawing causal inference is that counterfactual outcomes are not fully observed for any unit. Furthermore, in observational studies, treatment assignment is likely to be confounded. Many statistical methods have…

统计方法学 · 统计学 2022-08-01 Harsh Parikh , Carlos Varjao , Louise Xu , Eric Tchetgen Tchetgen

Counterfactual inference is a useful tool for comparing outcomes of interventions on complex systems. It requires us to represent the system in form of a structural causal model, complete with a causal diagram, probabilistic assumptions on…

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