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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.

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48 results for propensity-scored precision

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.

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.

This paper tackles unbiased loss functions for multilabel classification with missing labels.

problem Missing labels in multilabel classification tasks, especially in extreme multi-label classification (XMC).
method Derives unbiased estimators for multilabel reductions, including non-decomposable ones, and addresses increased variance with convex upper-bounds.
result Switching to unbiased estimators can alter the bias-variance trade-off and may require stronger regularization.

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.

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.

New method estimates stochastic intervention effects in decision-making domains.

problem Current causal inference methods are limited to deterministic treatment, unable to handle stochastic policies.
method Developed a new stochastic propensity score and stochastic intervention effect estimator (SIE) with a customized genetic algorithm (Ge-SIO).
result Empirical study shows significant performance improvement over state-of-the-art baselines.

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.

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.

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.

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.

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.

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.

Study improves machine learning for estimating survival treatment effects.

problem Estimating heterogeneous survival treatment effects in observational data.
method Flexible machine learning methods in the counterfactual framework, including AFT-BART-NP.
result AFT-BART-NP consistently yields best performance in terms of bias, precision, and frequentist coverage.

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 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.

Machine learning improves trial analysis precision by adjusting for prognostic variables.

problem Improving precision in randomized trial analyses using covariate adjustment.
method Targeted machine learning estimation (TMLE) with adaptive pre-specification.
result Maximized empirical efficiency through cross-validated variance minimization.

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.

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.

New framework for evaluating ad auctions using stochastic modeling.

problem Challenges in evaluating deterministic ad auctions.
method Repurposed bid landscape model to approximate propensity scores, enabling robust OPE estimators.
result Remarkable alignment with online A/B test results, achieving 92% MDA in CTR prediction.

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 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.

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.

New method offsets DML's error-compounding issue and provides more stable causal parameter estimates.

problem Estimating ATE from observational data with robustness and stability.
method Robust Causal Learning (RCL) method to offset DML's deficiencies.
result RCL estimators are more stable and perform better than DML and traditional estimators.

Study improves unbiased recommender learning by addressing missing-reward bias.

problem Data bias caused by missing-reward observations in recommender systems.
method Proposes a novel estimator using propensity scores to mitigate both position and reward bias.
result The proposed estimator outperforms other methods, even with increased reward observation bias.

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 a new model for estimating individual treatment effects.

problem Estimating individual treatment effects from observational data is challenging.
method Integrates diffusion modeling and conformal inference with propensity score and covariate approximation.
result Establishes rigorous theoretical guarantees and demonstrates competitive performance.