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arXiv research

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.

168,742 papers · 148 categories

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79159238317 · May 202619922001200920172026
48 results for propensity score weighting

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.

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.

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.

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.

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.

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.

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.

The paper addresses statistical inference for online decision-making in a contextual bandit setting.

problem Understanding the performance of reward models in online decision-making with contextual information.
method The paper uses the contextual bandit framework with a linear reward model and the ε\varepsilon-greedy policy to address the exploration-exploitation dilemma. It employs the martingale central limit theorem and inverse propensity score weighting to establish asymptotic normality of parameter estimators.
result The online ordinary least squares estimator and the online weighted least squares estimator are asymptotically normal, providing insights into the performance of the reward model.

The paper develops methods to handle missing data using regularized M-estimation in reproducing kernel Hilbert space.

problem Handling missing data in statistical analysis.
method Kernel ridge regression for imputation and maximum entropy method for propensity score estimation.
result The proposed methods achieve statistical consistency and asymptotic equivalence.

Novel LSE estimator improves off-policy learning and evaluation.

problem High variance and poor performance with low-quality propensity scores and heavy-tailed reward distributions.
method Introduces a novel estimator based on the log-sum-exponential (LSE) operator.
result Achieves convergence rate of O(nε/(1+ε))O(n^{-ε/(1+ ε)}) for regret bounds.

The paper proposes a new method for covariate balancing using IPM to improve causal inference.

problem Covariate imbalance in causal inference weighting methods, especially when models are not correctly specified.
method The integral probability metric (IPM) is used to determine optimal weights for treated and control groups.
result The proposed method can be consistent without specifying either the propensity score or outcome regression model.

Two new methods generate probabilistic forecasts of individual treatment effects.

problem Generating probabilistic forecasts of individual treatment effects for risk-aware decision-making.
method Proposes CCT and CMC meta-learners combining conformal predictive systems with analytic convolution or Monte Carlo sampling.
result Achieve probabilistically calibrated predictive distributions and performant continuous ranked probability scores.

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.

Proposes a method to improve learning when training data is not representative.

problem Improving supervised learning when training data is not representative (covariate shift).
method Conditioning on propensity scores to balance covariates within strata.
result Significantly improved target prediction and AUC (0.958) on supernovae classification challenge.

Study designs for estimating treatment effects in adaptive experiments.

problem Estimating treatment effects under adaptive treatment assignment.
method Propose and analyze IPW and AIPW estimators, establish CLTs under design stability.
result Central limit theorems for IPW and AIPW estimators under design stability.

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 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.

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.

Paper proposes a new method for estimating treatment effects using interpretable deep learning models.

problem Estimating treatment effects from observational data with interpretability.
method Proposes a novel objective function using energy distance balancing score and neural additive models for improved interpretability.
result Demonstrates superior performance over state-of-the-art methods in semi-synthetic experiments.

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.

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.

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.

Adaptive experiment designs can dramatically improve statistical efficiency in randomized trials, but they also complicate statistical inference. For example, it is now well known that the sample mean is biased in adaptive trials. Inferential challenges are exacerbated when our parameter of interest differs from the pa…

2019-11-07abs ↗pdf ↗

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.

Estimating average causal effect (ACE) is useful whenever we want to know the effect of an intervention on a given outcome. In the absence of a randomized experiment, many methods such as stratification and inverse propensity weighting have been proposed to estimate ACE. However, it is hard to know which method is opti…

2019-07-10abs ↗pdf ↗

We propose a novel approach for inferring the individualized causal effects of a treatment (intervention) from observational data. Our approach conceptualizes causal inference as a multitask learning problem; we model a subject's potential outcomes using a deep multitask network with a set of shared layers among the fa…

2017-06-19abs ↗pdf ↗

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 ↗

Proposes a scalable method for counterfactual prediction using machine learning.

problem De-bias causal estimators with high-dimensional data in observational studies.
method Uses entropy balancing to learn weights minimizing Jensen-Shannon divergence, leading to robust counterfactual predictions.
result Consistent causal estimation if either propensity score or outcome model is correctly specified.

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.

Optimizes insurance pricing by accounting for policyholders' price sensitivity.

problem Traditional insurance pricing does not consider policyholders' price sensitivity.
method Formulates insurance pricing as a decision-making problem and uses off-policy evaluation and stochastic control.
result Neural networks outperform existing techniques for policy optimization.