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Uplift modeling is a key technique for promotion optimization in recommender systems, but standard methods typically fail to account for interference, where treating one item affects the outcomes of others. This violation of the Stable Unit…

机器学习 · 计算机科学 2025-09-03 Bram van den Akker

We study the benign overfitting theory in the prediction of the conditional average treatment effect (CATE), with linear regression models. As the development of machine learning for causal inference, a wide range of large-scale models for…

计量经济学 · 经济学 2022-02-17 Masahiro Kato , Masaaki Imaizumi

Importance weighting (IW) is a golden solver for joint distribution shift, where the joint distributions differ between the training and test data. To solve this problem, IW estimates test-to-training density ratios as importance weights…

机器学习 · 计算机科学 2026-05-26 Tongtong Fang , Nan Lu , Gang Niu , Kenji Fukumizu , Masashi Sugiyama

Micro-randomized trials are commonly conducted for optimizing mobile health interventions such as push notifications for behavior change. In analyzing such trials, causal excursion effects are often of primary interest, and their estimation…

统计方法学 · 统计学 2024-08-19 Yihan Bao , Lauren Bell , Elizabeth Williamson , Claire Garnett , Tianchen Qian

We propose a doubly robust estimator for the average treatment effect in high dimensional low sample size observational studies, where contamination and model misspecification pose serious inferential challenges. The estimator combines…

统计方法学 · 统计学 2025-11-04 Byeonghee Lee , Sangwook Kang , Ju-Hyun Park , Saebom Jeon , Joonsung Kang

Machine learning methods, particularly the double machine learning (DML) estimator (Chernozhukov et al., 2018), are increasingly popular for the estimation of the average treatment effect (ATE). However, datasets often exhibit unbalanced…

计量经济学 · 经济学 2024-06-12 Daniele Ballinari

In randomized experiments, the actual treatments received by some experimental units may differ from their treatment assignments. This non-compliance issue often occurs in clinical trials, social experiments, and the applications of…

统计方法学 · 统计学 2022-04-19 Jiyang Ren

AI models are often evaluated based on their ability to predict the outcome of interest. However, in many AI for social impact applications, the presence of an intervention that affects the outcome can bias the evaluation. Randomized…

机器学习 · 计算机科学 2025-11-18 Winston Chen , Michael W. Sjoding , Jenna Wiens

Inverse probability weighting (IPW) methods are commonly used to analyze non-ignorable missing data under the assumption of a logistic model for the missingness probability. However, solving IPW equations numerically may involve…

统计方法学 · 统计学 2025-07-24 Pengfei Li , Jing Qin , Yukun Liu

In many observational studies in social science and medicine, subjects or units are connected, and one unit's treatment and attributes may affect another's treatment and outcome, violating the stable unit treatment value assumption (SUTVA)…

统计方法学 · 统计学 2024-06-25 Zhaonan Qu , Ruoxuan Xiong , Jizhou Liu , Guido Imbens

Case-control studies are designed towards studying associations between risk factors and a single, primary outcome. Information about additional, secondary outcomes is also collected, but association studies targeting such secondary…

统计方法学 · 统计学 2014-07-17 Tamar Sofer , Marilyn C. Cornelis , Peter Kraft , Eric J. Tchetgen Tchetgen

Adaptive experiments are becoming increasingly popular in real-world applications for effectively maximizing in-sample welfare and efficiency by data-driven sampling. Despite their growing prevalence, however, the statistical foundations…

统计理论 · 数学 2026-04-15 Ziang Niu , Zhimei Ren

Doubly robust estimators with cross-fitting have gained popularity in causal inference due to their favorable structure-agnostic error guarantees. However, when additional structure, such as H\"{o}lder smoothness, is available then more…

统计理论 · 数学 2025-05-08 Alec McClean , Sivaraman Balakrishnan , Edward H. Kennedy , Larry Wasserman

The presence of confounding by high-dimensional variables complicates estimation of the average effect of a point treatment. On the one hand, it necessitates the use of variable selection strategies or more general data-adaptive…

统计方法学 · 统计学 2017-08-15 Vahe Avagyan , Stijn Vansteelandt

Inverse propensity weighting (IPW) is a popular method for estimating treatment effects from observational data. However, its correctness relies on the untestable (and frequently implausible) assumption that all confounders have been…

统计理论 · 数学 2023-08-04 Jacob Dorn , Kevin Guo

Causal inference concerns not only the average effect of the treatment on the outcome but also the underlying mechanism through an intermediate variable of interest. Principal stratification characterizes such a mechanism by targeting…

统计方法学 · 统计学 2022-03-29 Zhichao Jiang , Shu Yang , Peng Ding

Constructing confidence intervals for the value of an (unknown) optimal treatment policy is a fundamental problem in causal inference. Insight into the optimal policy value can guide the development of reward-maximizing, individualized…

计量经济学 · 经济学 2026-04-01 Justin Whitehouse , Qizhao Chen , Morgane Austern , Vasilis Syrgkanis

Augmenting randomized controlled trials (RCTs) with external real-world data (RWD) has the potential to improve the finite sample efficiency of treatment effect estimators. We describe using adaptive targeted maximum likelihood estimation…

统计方法学 · 统计学 2025-01-30 Sky Qiu , Jens Tarp , Andrew Mertens , Mark van der Laan

The research described herewith is to re-visit the classical doubly robust estimation of average treatment effect by conducting a systematic study on the comparisons, in the sense of asymptotic efficiency, among all possible combinations of…

统计理论 · 数学 2020-06-01 Keli Guo , Chuyun Ye , Jun Fan , Lixing Zhu

Missing attributes are ubiquitous in causal inference, as they are in most applied statistical work. In this paper, we consider various sets of assumptions under which causal inference is possible despite missing attributes and discuss…

统计方法学 · 统计学 2020-05-25 Imke Mayer , Erik Sverdrup , Tobias Gauss , Jean-Denis Moyer , Stefan Wager , Julie Josse