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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,051 papers · 148 categories

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48 results for propensity matching

Propensity score matching improves fairness in machine learning models.

problem Bias in training data affects fairness metrics in machine learning models.
method Propensity score matching to evaluate and mitigate bias in test data.
result FairMatch significantly reduces bias in test data without sacrificing predictive performance.

Neural score matching improves high-dimensional causal inference by using neural networks for balancing scores.

problem Impracticality of traditional matching methods in high-dimensional datasets due to the curse of dimensionality.
method Develops neural networks to create non-trivial, multivariate balancing scores for high-dimensional causal inference.
result Neural score matching outperforms other methods in treatment effect estimation and reducing imbalance on high-dimensional datasets.

In this paper, we propose deep learning techniques for econometrics, specifically for causal inference and for estimating individual as well as average treatment effects. The contribution of this paper is twofold: 1. For generalized neighbor matching to estimate individual and average treatment effects, we analyze the …

2018-03-01abs ↗pdf ↗

Quantum neural networks improve causal inference in biomedical studies, especially for small samples.

problem Addressing selection bias in comparing surgical techniques using observational data.
method Developed QNN-based propensity score models focusing on four key covariates (Age, Sex, Stage, BMI). Employed a linear ZFeatureMap for data encoding, SummedPaulis for predictions, and CMA-ES for optimization. Integrated noise modeling to enhance predictive stability.
result QNNs, particularly with noise-aware strategies, outperformed classical models in small samples, achieving AUC up to 0.750 for n=100.

A2A metric evaluates bias correction methods, reducing ATE estimation errors.

problem Selection biases in non-randomized studies of medical treatments.
method Propensity score matching (PSM) with novel metric A2A.
result Reduces ATE estimation errors by up to 90% across synthetic and real-world datasets.

Paper presents a method to align unpaired samples across different modalities.

problem Challenges in collecting paired samples for multimodal representation learning.
method Uses propensity score alignment based on Rubin's framework to estimate a common space for unpaired samples.
result Optimal transport matching significantly improves alignment in real-world data.

Proposes a method to stabilize treatment effect estimation with unbalanced data.

problem Unbalanced treatment assignment leading to unstable propensity score estimations.
method Undersamples data for propensity score modeling and calibrates scores to match original distribution.
result The estimator retains asymptotic properties of the DML estimator and improves finite sample performance.

A simple method for counterfactual inference from observational data.

problem Learning representations for counterfactual inference from observational data.
method Augmenting samples with their propensity-matched nearest neighbours.
result PM outperforms state-of-the-art methods in inferring counterfactual outcomes.

DoubleGen addresses bias in generative modeling of counterfactuals.

problem Bias in generative models for counterfactual outcomes.
method Doubly robust framework that modifies generative modeling training objectives to mitigate confounding and misspecification biases.
result Successfully addresses confounding bias even if only one auxiliary model is correct.

Proposes a new method to handle data heterogeneity in causal inference.

problem Challenges of collaborating between different data centers due to heterogeneity.
method Collaborative inverse propensity score weighting estimator to adjust for distribution shift.
result Significant improvements over traditional meta-analysis methods when dealing with increased heterogeneity.

New method resolves bias in recommender learning without needing missing data.

problem Bias in offline recommender learning from explicit ratings.
method Proposes a novel algorithm to minimize generalization error bound via adversarial learning, independent of propensity estimation.
result Demonstrates superior performance in rating prediction and ranking metrics without missing completely at random data.

The paper resolves the paradox of using unlabeled data for treatment effect estimation.

problem Using unlabeled data to estimate propensity scores for treatment effect estimation.
method Proposes a simple procedure to reconcile the use of estimated propensity scores with the advice to use true propensity scores.
result Direct regression may be preferable to inverse-propensity weighting in many circumstances.

This study optimizes covariate density and propensity score for efficient ATE estimation.

problem Efficiently estimating average treatment effects (ATEs) with minimal variance.
method Adaptive experiment optimizing both covariate density and propensity score.
result Proposed method minimizes the semiparametric efficiency bound for ATE estimation.

Improves robustness of propensity score estimators in challenging settings.

problem Limited overlap, small sample sizes, or unbalanced data.
method Extends calibration techniques for propensity score models, focusing on sample-splitting schemes.
result Calibration reduces variance and bias in inverse probability weighting and double/debiased machine learning frameworks.

Proposes a meta-learning method to improve recommender systems with biased feedback.

problem Learning from biased feedback in recommender systems.
method Asymmetric tri-training framework for meta-learning, using three predictors.
result Minimizes the upper bound of true performance metric, improving robustness to selection bias.

A new tensor completion method handles missing data with missing not at random entries.

problem Handling missing data in tensors where the probability of observation depends on other entries.
method Estimate propensities using convex relaxation, then use higher-order SVD with inverse propensities weights.
result Finite-sample error bounds on the completed tensor are provided.

FIDDLE uses deep learning to estimate ATE from complex data.

problem Estimating ATE from high-dimensional, correlated covariates with sparse nonlinear effects.
method Factor-augmented deep learning for propensity and outcome models.
result FIDDLE consistently estimates ATE under model misspecification and is semiparametrically efficient.

Improved off-policy selection and learning in contextual bandits with better guarantees.

problem Selecting or training a reward-maximizing policy using data from a fixed behavior policy.
method A betting-based confidence bound applied to an inverse propensity weight sequence for off-policy selection, and a freezing condition for off-policy learning.
result The proposed methods achieve significantly improved guarantees over prior work, especially in small-data regimes.

New method improves causal effect estimation by addressing imbalance in training data.

problem Imbalance between treatment and control groups in training data.
method Combines distributionally robust optimization and weight regularization.
result Consistent improvements over existing methods in experiments.

Proposes methods to estimate posterior probability and propensity score functions without assuming constant propensity score.

problem Learning from biased positive-unlabeled data.
method Parametric approach to joint estimation of posterior probability and propensity score functions using maximum likelihood and alternating maximization.
result Proposed methods are comparable or better than existing methods based on Expectation-Maximisation scheme.

Proposes a robust method to estimate causal effects with high-dimensional covariates.

problem Estimating causal effects in studies with many confounders.
method Penalized M-estimators for propensity score and outcome models, followed by covariate balancing.
result Root-n consistent, asymptotically normal estimator with semiparametric efficiency.

The paper investigates how calibrating propensity scores improves DML estimates of average treatment effects.

problem Improving the accuracy of DML estimates in finite samples.
method Propensity score calibration within the Double/debiased machine learning framework.
result Calibrating propensity scores reduces the root mean squared error of DML estimates of average treatment effects in finite samples.

Post-calibration improves the accuracy of causal effect estimation.

problem Improperly calibrated propensity scores lead to inaccurate causal effect estimation.
method Performed a simulation study to assess the impact of post-calibration on causal effect estimation.
result Post-calibration reduces the error in estimating the average treatment effect, especially for expressive uncalibrated statistical estimators.

The study explores machine learning for predicting customer propensity-to-pay uncertainty.

problem Improving customer experience, reducing financial hardship, and managing cash flow risks.
method Investigated machine learning models for predicting propensity-to-pay, focusing on uncertainty estimation.
result Novel Bayesian Neural Network model for binary classification of propensity-to-pay.

We review a simple model of closed economy, where the economic agents make money transactions and a saving criterion is present. We observe the Gibbs distribution for zero saving propensity, and non-Gibbs distributions otherwise. While the exact solution in the case of zero saving propensity is already known to be give…

2003-12-05abs ↗pdf ↗

Study shows how repetition affects learning in bandit settings, providing algorithms with sublinear regret.

problem Effect of persistence of engagement on learning in stochastic multi-armed bandit settings.
method Novel algorithms that achieve sublinear regret under temporal constraints.
result Additive effect of priming on regret upper bound, matching popular algorithms in absence of priming.

Unified causal inference framework using distribution adaptation.

problem Estimating Average Treatment Effects (ATE) under uncertainty in propensity scores.
method Reframed as domain adaptation problem, using machine learning techniques.
result Joint Robust Estimator (JRE) achieves up to 15% reduction in MSE.

Research shows eco-innovation boosts earnings management, especially in constrained firms.

problem The impact of eco-innovation on earnings management in firms with financial constraints.
method Multi-method approach including entropy balancing, PSM, and Heckman Test correction.
result Eco-innovation positively correlates with earnings management, especially in firms facing financial constraints.

Ablation studies show BCF model's propensity score is not essential for treatment effect estimation.

problem Understanding the necessity of propensity score in nonparametric treatment effect estimation.
method Partial ablation studies of Bayesian Causal Forest (BCF) model.
result Excluding estimated propensity score does not affect treatment effect estimation or uncertainty quantification.

Proposes a novel neural network method to estimate average treatment effect.

problem Bias in estimating average treatment effect due to confounding and instrumental variables.
method Self-balancing neural network (Sbnet) that estimates pseudo propensity scores and average treatment effect in one step.
result Proposed method outperforms state-of-the-art methods in simulations and real-world datasets.

Study proposes a new method to estimate bias-correction term for ATE estimation.

problem Estimating the bias-correction term for ATE estimation.
method Directly estimating the bias-correction term by minimizing Bregman divergence.
result Automatic covariate balancing property achieved through specific model choices.

Q-Learner estimates ratio-based treatment effects without imposing parametric structures.

problem Estimating treatment effects as ratios in non-linear settings.
method Decomposes ratio-CATE into two classification tasks, using doubly robust augmentations.
result Q-Learner outperforms other methods in low-conversion and observational data settings.

New method for PU learning with instance-dependent propensity scores.

problem Learning from positive and unlabeled data with instance-dependent labeling.
method Empirical risk minimization of joint risk function, alternating optimization of posterior probability and propensity score.
result The method achieves comparable or better performance than state-of-the-art methods.