Research
On-device research index

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

Trend · papers per month

199397596794 · Jun 202019922001200920172026
48 results for weighted average treatment effect

Proposes a method to estimate causal effects of continuous treatments using instrumental variables.

problem Estimating causal effects of continuous treatments in the presence of unmeasured confounders.
method Introduces a novel framework using instrumental variables and a uniform regular weighting function to identify and estimate average dose-response functions.
result Establishes the asymptotic properties of the proposed methods for estimating average dose-response functions.

This paper investigates robust and efficient DR/RDR estimators for WATEs.

problem Lack of systematic investigation into robustness and efficiency conditions for WATE estimation.
method Proposes three RDR estimators using semiparametric efficient influence function and double/debiased machine learning.
result Demonstrates the practical relevance of the methods in medical and social sciences.

Paper proves optimality of doubly robust estimators for treatment effects.

problem Estimating treatment effects in causal inference.
method Structure-agnostic framework of statistical lower bounds, using non-parametric regression and classification oracles.
result Doubly robust estimators are statistically optimal for ATE and ATT.

Kernel balancing weights are generalized as KRRR, providing better confidence intervals for treatment effects.

problem Lack of generalization error, correct feature specification, and limited to average effects.
method Interpreting kernel balancing weights as KRRR, relaxing feature specification, and extending Gaussian approximation.
result KRRR provides strong generalization properties and justifies confidence sets for causal functions.

Develops methods to identify and estimate causal effects with instrumental variables.

problem Causal inference with confounded treatment assignment and unobserved variables.
method General nonparametric causal framework, debiased machine learning, semiparametric theory.
result Consistent and asymptotically normal estimators for average treatment effect.

RATE metrics evaluate treatment prioritization rules, subsuming existing methods.

problem Comparing and testing the quality of treatment prioritization rules.
method Rank-weighted average treatment effect (RATE) metrics.
result RATE metrics enable asymptotically exact inference in various study settings.

The paper proposes an efficient method for estimating ATEs using adaptive experiments.

problem Estimating average treatment effects (ATEs) with minimal sample size and high accuracy.
method The paper defines and uses the efficient treatment-assignment probability to sequentially assign treatments, estimating ATEs using an Adaptive Augmented Inverse Probability Weighting (A2IPW) estimator.
result The proposed experimental design and A2IPW estimator achieve the minimized semiparametric efficiency bound and provide anytime valid confidence intervals for early stopping.

New method estimates treatment effects in network data, accounting for spillover effects.

problem Treatment effect estimation in networks with spillover effects.
method Augmented inverse probability weighting (AIPW) with cross-fitting and machine learning.
result Semiparametric treatment effect estimator converges at parametric rate and follows Gaussian distribution.

R-Learning uses inverse-variance weights to estimate treatment effects more accurately.

problem Estimating heterogeneous treatment effects (CATEs) with stable and accurate methods.
method R-Learning with inverse-variance weights (IVWs) for pseudo-outcome regression.
result IVWs improve the stability and accuracy of CATE estimation.

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.

New methods combine machine learning with doubly robust estimators for better treatment effect estimation.

problem Estimating average treatment effects from observational data.
method Doubly robust methods using machine learning techniques.
result Machine learning improves the performance of doubly robust estimators.

Proposes efficient estimators for weighted cumulative treatment effects in observational studies.

problem Inconsistent and inefficient estimators due to model misspecification and lack of overlap.
method Double/debiased machine learning for weighted cumulative causal effects.
result Proposed estimators are consistent, asymptotically linear, and reach semiparametric efficiency bounds.

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.

Optimizes experimental design using synthetic controls for better outcomes.

problem Estimating average treatment effects in studies with pre-treatment data.
method Mixed-integer programming for selecting treated and control units and weights.
result Improves mean squared error and statistical power compared to simple alternatives.

New federated method preserves privacy and estimates treatment effects.

problem Privacy-preserving causal inference for multi-site studies.
method Multiply robust nuisance function estimation, transfer learning.
result Efficient and optimal treatment effect estimation under different scenarios.

The use of inverse probability weighting (IPW) methods to estimate the causal effect of treatments from observational studies is widespread in econometrics, medicine and social sciences. Although these studies often involve sensitive information, thus far there has been no work on privacy-preserving IPW methods. We add…

2019-05-29abs ↗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.

New methods for estimating treatment effects with missing data.

problem Missing outcome data complicates estimating treatment effects.
method Proposed two de-biased machine learning estimators (mDR-learner and mEP-learner) to address under-representation.
result Oracle efficiency of the proposed estimators under reasonable conditions.

SVM used for estimating treatment effects without confounding.

problem Estimating average treatment effects in the presence of confounding variables.
method Adapts SVM classifier as a kernel-based weighting procedure to balance covariates and estimate causal effects.
result SVM provides a continuous relaxation of the quadratic integer program for balancing covariates and maximizing effective sample size.

Improved IV estimates by weighting on compliance reduces noise in treatment effect estimation.

problem Noisy IV estimates in settings with non-random treatment receipt.
method Weighting observations by estimated compliance, leveraging machine learning for compliance estimation.
result Compliance weighting reduces IV variance, improving precision of treatment effect estimates.

New method uses online learning to improve AIPW estimators for adaptively collected data.

problem Estimating treatment effects with adaptively collected data.
method Online learning to minimize sequentially weighted estimation error.
result Local minimax lower bound shows optimality of AIPW estimator.

The paper proposes a neural network method to estimate treatment effects by balancing treated and control distributions.

problem Estimating individual and average treatment effects from observational data.
method Balance regularization of multi-head neural network architectures to reduce confounding effects.
result The approach reduces bias-variance trade-off and improves treatment effect estimation.

New method for causal inference with complex treatment compositions.

problem Estimating causal effects with compositional treatments.
method Kernel-based covariate functional balancing approach.
result Achieves n\sqrt{n}-consistency without requiring consistent estimation of weights.

DONUT improves treatment effect estimation by enforcing orthogonality constraints.

problem Estimating treatment effects from observational data is challenging due to unobserved outcomes.
method DONUT uses a regularization framework that formalizes unconfoundedness as orthogonality, leading to deep orthogonal networks.
result DONUT outperforms state-of-the-art methods in estimating average treatment effects.

Bayesian model estimates treatment effects near cutoffs in regression discontinuity designs.

problem Estimating conditional average treatment effects in regression discontinuity designs.
method Develops a Bayesian additive regression tree (BART) model with linear leaf-level regressions.
result Adapts to different slopes on the running variable near the cutoff, providing interpretable inference.

Researchers develop a method to measure treatment effects in settings with shared states.

problem Measuring treatment effects in settings with shared states like prices, recommendations, or social signals.
method Double machine learning (DML) theorem with conditions for efficient inference under shared-state interference.
result Efficient estimation of average direct effect (ADE) and global average treatment effect (GATE) in various models.

Tree-based model averaging improves CATE estimation from diverse sites.

problem Limited sample size and privacy concerns prevent accurate personalized treatment effect estimation.
method Tree-based model averaging approach to estimate CATEs from multiple heterogeneous sites.
result Improved accuracy in estimating conditional average treatment effects (CATEs) across sites.

Generative synthetic data can preserve predictive accuracy but distort causal inference.

problem Distortion of average treatment effect estimates in synthetic data.
method Hybrid synthetic-data framework that generates covariates while modeling treatment and outcome mechanisms separately.
result Hybrid synthesis improves causal fidelity compared to fully generative baselines.

Novel method to quantify aleatoric uncertainty of treatment effects from observational data.

problem Understanding randomness in treatment effects for medical treatments.
method Partial identification and Neyman-orthogonality to quantify aleatoric uncertainty.
result Developed a novel orthogonal learner (AU-learner) for quantifying aleatoric uncertainty.

Proposes a novel method to cluster individuals based on treatment effects.

problem Identifying subpopulations with different treatment responses.
method Clusters individuals using a learned kernel derived from causal forests, revealing latent subgroup structures.
result Captures meaningful treatment effect heterogeneity through kernelized clustering.

Paper identifies and estimates CAPCEs in continuous treatment settings.

problem Estimating heterogeneous causal effects of continuous treatments.
method Instrumental variable approach to identify CAPCEs under weaker conditions.
result Developed three families of CAPCE estimators with statistical properties analyzed.

A new method corrects weight values to improve treatment effect estimation.

problem Estimating heterogeneous treatment effects in high-dimensional data with sample selection bias.
method Differentiable Pareto-Smoothed Weighting (DPSW) framework.
result Our method outperforms existing methods in treatment effect estimation.

The study assesses external validity by evaluating worst-case treatment effects across subpopulations.

problem Underrepresentation of marginalized groups and limited study populations.
method Develops a semiparametrically efficient estimator for worst-case treatment effects (WTE) and uses cross-fitting to guard against brittle findings.
result The proposed framework guards against invalid findings due to unanticipated population shifts.

The paper clarifies the distinction between CATE and ITE under ignorability assumptions.

problem Confusion between CATE and ITE hinders personalized effect estimation.
method Clarifies the distinction between CATE and ITE under ignorability assumptions.
result CATE and ITE are not necessarily the same under ignorability assumptions.

Study evaluates the impact of academic support center's face-to-face assistance on student performance.

problem Underestimation of Academic Support Center's true impact due to group bias.
method Applied causal inference theory and T-learner to evaluate conditional average treatment effect (CATE) of F2F personal assistance.
result Developed a new CATE function that depends on the number of F2F sessions, predicting improved CATE performance.

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.

Develops statistical inference for ML-discovered heterogeneous treatment effects.

problem ML algorithms may fail to accurately ascertain heterogeneous treatment effects in practical settings.
method Neyman's repeated sampling framework, dividing sample into groups, estimating average treatment effects, constructing confidence intervals.
result Valid methodology for estimating and testing heterogeneous treatment effects without relying on ML algorithm properties.