相关论文: Inference on the Best Policies with Many Covariate…

There has been a surge of recent interest in automatically learning policies to target treatment decisions based on rich individual covariates. In addition, practitioners want confidence that the learned policy has better performance than…

Across science and policy, decision-makers often need to draw conclusions about the best candidate among competing alternatives. For instance, researchers may seek to infer the effectiveness of the most successful treatment or determine…

A major challenge in data-driven decision-making is accurate policy evaluation-i.e., guaranteeing that a learned decision-making policy achieves the promised benefits. A popular strategy is model-based policy evaluation, which estimates a…

Decision-makers often deploy the best-performing treatment from a randomized experiment, creating a winner's curse: selection favors treatments whose observed outcomes are high partly because of statistical noise, so the na\"ive estimate of…

We study the problem of deriving policies, or rules, that when enacted on a complex system, cause a desired outcome. Absent the ability to perform controlled experiments, such rules have to be inferred from past observations of the system's…

This chapter covers different approaches to policy evaluation for assessing the causal effect of a treatment or intervention on an outcome of interest. As an introduction to causal inference, the discussion starts with the experimental…

This paper investigates methods for estimating the optimal stochastic control policy for a Markov Decision Process with unknown transition dynamics and an unknown reward function. This form of model-free reinforcement learning comprises…

Causal inference is crucial for understanding the true impact of interventions, policies, or actions, enabling informed decision-making and providing insights into the underlying mechanisms that shape our world. In this paper, we establish…

To maximize clinical benefit, clinicians routinely tailor treatment to the individual characteristics of each patient, where individualized treatment rules are needed and are of significant research interest to statisticians. In the…

Causal inference from observational data provides strong evidence for the best action in decision-making without performing expensive randomized trials. The effect of an action is usually not identifiable under unobserved confounding, even…

Reinforcement learning offers the promise of automating the acquisition of complex behavioral skills. However, compared to commonly used and well-understood supervised learning methods, reinforcement learning algorithms can be brittle,…

With multiple outcomes in empirical research, a common strategy is to define a composite outcome as a weighted average of the original outcomes. However, the choices of weights are often subjective and can be controversial. We propose an…

In the absence of randomized controlled and natural experiments, it is necessary to balance the distributions of (observable) covariates of the treated and control groups in order to obtain an unbiased estimate of a causal effect of…

Policymakers often face the decision of how to allocate resources across many different policies using noisy estimates of policy impacts. This paper develops a framework for optimal policy choices under statistical uncertainty. I consider a…

Important questions for impact evaluation require knowledge not only of average effects, but of the distribution of treatment effects. The inability to observe individual counterfactuals makes answering these empirical questions…

Statistical inferential results generally come with a measure of reliability for decision-making purposes. For a policy implementer, the value of implementing published policy research depends critically upon this reliability. For a policy…

A common technique in reinforcement learning is to evaluate the value function from Monte Carlo simulations of a given policy, and use the estimated value function to obtain a new policy which is greedy with respect to the estimated value…

This paper proposes a novel approach for constructing effective personalized policies when the observed data lacks counter-factual information, is biased and possesses many features. The approach is applicable in a wide variety of settings…

Developments in genome-wide association studies and the increasing availability of summary genetic association data have made the application of two-sample Mendelian Randomization (MR) with summary data increasingly popular. Conventional…

What proportion of treated units actually benefited from an experimental intervention? What is the median or the largest individual treatment effect? This paper develops methods for answering such questions about the distribution of…