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Standard causal inference characterizes treatment effect through averages, but the counterfactual distributions could be different in not only the central tendency but also spread and shape. To provide a comprehensive evaluation of…

统计方法学 · 统计学 2022-11-04 Steven G. Xu , Shu Yang , Brian J. Reich

Most machine learning (ML) models are developed for prediction only; offering no option for causal interpretation of their predictions or parameters/properties. This can hamper the health systems' ability to employ ML models in clinical…

Many problems ask a question that can be formulated as a causal question: "what would have happened if...?" For example, "would the person have had surgery if he or she had been Black?" To address this kind of questions, calculating an…

计量经济学 · 经济学 2023-01-20 Arthur Charpentier , Emmanuel Flachaire , Ewen Gallic

Selection bias is pervasive in observational studies. For example, large scale biobanks data can exhibit ``healthy volunteer bias'' when respondents are healthier and of higher socio-economic status than the population they are meant to…

统计方法学 · 统计学 2026-05-14 Yiwen Qiu , Filip Kovacevic , Shimeng Huang , Peter Spirtes , Francesco Locatello

Detecting heterogeneity in treatment response enriches the interpretation of gerontologic trials. In aging research, estimating the effect of the intervention on clinically meaningful outcomes faces analytical challenges when it is…

应用统计 · 统计学 2026-01-08 Changjun Li , Heather Allore , Michael O. Harhay , Fan Li , Guangyu Tong

Causal Inference has wide applications in various areas such as E-commerce and precision medicine, and its performance heavily relies on the accurate estimation of the Individual Treatment Effect (ITE). Conventionally, ITE is predicted by…

机器学习 · 计算机科学 2023-10-23 Kailiang Zhong , Fengtong Xiao , Yan Ren , Yaorong Liang , Wenqing Yao , Xiaofeng Yang , Ling Cen

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…

计量经济学 · 经济学 2021-04-27 Daniel Jacob

Existing survival analysis techniques heavily rely on strong modelling assumptions and are, therefore, prone to model misspecification errors. In this paper, we develop an inferential method based on ideas from conformal prediction, which…

统计方法学 · 统计学 2023-04-25 Emmanuel J. Candès , Lihua Lei , Zhimei Ren

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,…

统计方法学 · 统计学 2024-03-07 Masahiro Kato

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

Estimating an individual treatment effect (ITE) is essential to personalized decision making. However, existing methods for estimating the ITE often rely on unconfoundedness, an assumption that is fundamentally untestable with observed…

统计方法学 · 统计学 2022-07-13 Mingzhang Yin , Claudia Shi , Yixin Wang , David M. Blei

Since the average treatment effect (ATE) measures the change in social welfare, even if positive, there is a risk of negative effect on, say, some 10% of the population. Assessing such risk is difficult, however, because any one individual…

统计方法学 · 统计学 2022-07-20 Nathan Kallus

Estimating causal effects from observational data is inherently challenging due to the lack of observable counterfactual outcomes and even the presence of unmeasured confounding. Traditional methods often rely on restrictive, untestable…

统计方法学 · 统计学 2025-04-07 Li Chen , Xiaotong Shen , Wei Pan

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

Accurately predicting conditional average treatment effects (CATEs) is crucial in personalized medicine and digital platform analytics. Since the treatments of interest often cannot be directly randomized, observational data is leveraged to…

统计方法学 · 统计学 2024-11-05 Miruna Oprescu , Nathan Kallus

This study proposes a new Bayesian approach to infer binary treatment effects. The approach treats counterfactual untreated outcomes as missing observations and infers them by completing a matrix composed of realized and potential untreated…

统计方法学 · 统计学 2021-04-20 Masahiro Tanaka

Conditional average treatment effects (CATEs) allow us to understand the effect heterogeneity across a large population of individuals. However, typical CATE learners assume all confounding variables are measured in order for the CATE to be…

机器学习 · 计算机科学 2022-02-01 Yao Zhang , Jeroen Berrevoets , Mihaela van der Schaar

Randomized controlled trials often enroll participants whose characteristics differ from those of a target population, which can limit the generalizability of the estimated treatment effects when effect modifiers differ across populations.…

统计方法学 · 统计学 2026-05-15 Lan Wen , Issa J. Dahabreh , Yu-Han Chiu

The conditional average treatment effect (CATE) is the best measure of individual causal effects given baseline covariates. However, the CATE only captures the (conditional) average, and can overlook risks and tail events, which are…

机器学习 · 统计学 2025-06-05 Nathan Kallus , Miruna Oprescu

As an important problem in causal inference, we discuss the identification and estimation of treatment effects (TEs) under limited overlap; that is, when subjects with certain features belong to a single treatment group. We use a latent…

机器学习 · 统计学 2022-04-22 Pengzhou Wu , Kenji Fukumizu