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Many causal and structural parameters in economics can be identified and estimated by computing the value of an optimization program over all distributions consistent with the model and the data. Existing tools apply when the data is…

计量经济学 · 经济学 2025-07-31 Andrei Voronin

Typical causal effects are defined based on the marginal distribution of potential outcomes. However, many real-world applications require causal estimands involving the joint distribution of potential outcomes to enable more nuanced…

统计方法学 · 统计学 2026-04-17 Peng Wu , Xiaojie Mao

Researchers increasingly leverage movement across multiple treatments to estimate causal effects. While these "mover regressions" are often motivated by a linear constant-effects model, it is not clear what they capture under weaker…

计量经济学 · 经济学 2018-04-19 Peter Hull

Imbalance in covariate distributions leads to biased estimates of causal effects. Weighting methods attempt to correct this imbalance but rely on specifying models for the treatment assignment mechanism, which is unknown in observational…

统计方法学 · 统计学 2022-05-13 Eric Dunipace

For probability measures on countable spaces we derive distributional limits for empirical entropic optimal transport quantities. More precisely, we show that the empirical optimal transport plan weakly converges to a centered Gaussian…

概率论 · 数学 2022-12-27 Shayan Hundrieser , Marcel Klatt , Axel Munk

Most causal inference methods focus on estimating marginal average treatment effects, but many important causal estimands depend on the joint distribution of potential outcomes, including the probability of causation and proportions…

统计方法学 · 统计学 2025-10-16 Zach Shahn , David Madigan

Optimal transport (OT) based data analysis is often faced with the issue that the underlying cost function is (partially) unknown. This paper is concerned with the derivation of distributional limits for the empirical OT value when the cost…

Many causal estimands are only partially identifiable since they depend on the unobservable joint distribution between potential outcomes. Stratification on pretreatment covariates can yield sharper bounds; however, unless the covariates…

计量经济学 · 经济学 2024-11-19 Wenlong Ji , Lihua Lei , Asher Spector

Given samples from two joint distributions, we consider the problem of Optimal Transportation (OT) between them when conditioned on a common variable. We focus on the general setting where the conditioned variable may be continuous, and the…

机器学习 · 计算机科学 2024-06-12 Piyushi Manupriya , Rachit Keerti Das , Sayantan Biswas , Saketha Nath Jagarlapudi

Inference-time scaling methods rely on Process Reward Models (PRMs), which are often poorly calibrated and overestimate success probabilities. We propose, to our knowledge, the first use of conditional optimal transport for calibrating…

机器学习 · 计算机科学 2026-05-13 Rachel Ma , Dylan Hadfield-Menell , Kristjan Greenewald

This paper considers identification and estimation of distributional effect parameters that depend on the joint distribution of an outcome and another variable of interest ("treatment") in a setting with "two-sided" measurement error --…

计量经济学 · 经济学 2025-09-23 Brantly Callaway , Tong Li , Irina Murtazashvili , Emmanuel Tsyawo

Optimal transport is widely used to learn distributions, enforce distributional constraints, and model uncertainty. In applications, transport losses are often computed from samples through tractable representations, such as one-dimensional…

最优化与控制 · 数学 2026-05-28 Tam Le

We study the statistical properties of the entropic optimal (self) transport problem for smooth probability measures. We provide an accurate description of the limit distribution for entropic (self-)potentials and plans as the…

统计理论 · 数学 2026-04-30 Gilles Mordant

We study the estimation of causal estimand involving the joint distribution of treatment and control outcomes for a single unit. In typical causal inference settings, it is impossible to observe both outcomes simultaneously, which places…

统计方法学 · 统计学 2026-02-16 Sirui Lin , Zijun Gao , Jose Blanchet , Peter Glynn

Matching on covariates is a well-established framework for estimating causal effects in observational studies. The principal challenge stems from the often high-dimensional structure of the problem. Many methods have been introduced to…

统计方法学 · 统计学 2022-07-12 Florian Gunsilius , Yuliang Xu

The theory of optimal transportation has developed into a powerful and elegant framework for comparing probability distributions, with wide-ranging applications in all areas of science. The fundamental idea of analyzing probabilities by…

统计方法学 · 统计学 2025-03-14 Florian F Gunsilius

We study the problem of maximizing a spectral risk measure of a given output function which depends on several underlying variables, whose individual distributions are known but whose joint distribution is not. We establish and exploit an…

最优化与控制 · 数学 2022-11-16 Hamza Ennaji , Quentin Mérigot , Luca Nenna , Brendan Pass

In modern experimental science, there is a common problem of estimating the coefficients of a linear regression in a context where the variables of interest cannot be observed simultaneously. When there is a categorical variable that is…

统计方法学 · 统计学 2025-03-10 Polina Arsenteva , Mohamed Amine Benadjaoud , Hervé Cardot

Partial identification often arises when the joint distribution of the data is known only up to its marginals. We consider the corresponding partially identified GMM model and develop a methodology for identification, estimation, and…

计量经济学 · 经济学 2025-12-29 Grigory Franguridi , Laura Liu

Optimal transport (OT) is a versatile framework for comparing probability measures, with many applications to statistics, machine learning, and applied mathematics. However, OT distances suffer from computational and statistical scalability…

统计理论 · 数学 2022-06-08 Ziv Goldfeld , Kengo Kato , Gabriel Rioux , Ritwik Sadhu
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