arXiv:2607. 27263v1 Announce Type: new Abstract: Most benchmarks for causal inference over time series are observational, small, or domain-specific, leaving interventional and counterfactual estimation under-served exactly where it matters most, such as in healthcare, policy evaluation, and climate science.
By Dennis Thumm, Billy Tim Anthony, Ying Chen
The monograph explores the relationships between Gaussian processes and reproducing kernel Hilbert spaces (RKHS), two widely used approaches that rely on positive definite kernels. It examines how these frameworks connect and are equivalent across key topics such as regression, interpolation, numerical integration, distributional discrepancies, statistical dependence, and Gaussian process sample path properties. By establishing a unifying perspective based on the equivalence between the Gaussian Hilbert space and the RKHS, the work aims to bridge methods developed independently by the machine learning, statistics, and numerical analysis communities.
By Motonobu Kanagawa, Philipp Hennig, Dino Sejdinovic, Bharath K. Sriperumbudur
arXiv:2410. 14483v3 Announce Type: replace-cross Abstract: Reliable uncertainty quantification for causal effects is crucial in high-stakes applications, but remains challenging when the target is an entire function rather than a scalar estimand.
By Hugh Dance, Peter Orbanz, Arthur Gretton
arXiv:2606. 07399v1 Announce Type: cross Abstract: Generative models for counterfactual outcomes have great potential to support decision-making under complex interventions, but existing approaches are limited by unstable estimation, poor generalization across environments, and bias from nuisance model misspecification.
By Raphael C Kim, Jingsen Zhu, Ramin Zabih, Michele Santacatterina
arXiv:2607. 10926v1 Announce Type: new Abstract: Identifying heterogeneous treatment effects under unobserved confounding is central in observational causal inference.
By Hamza Virk, Bijan Mazaheri, Yihren Wu
arXiv:2605. 12410v2 Announce Type: replace-cross Abstract: We propose and analyze a model-based bootstrap for transition kernels in finite controlled Markov chains (CMCs) with possibly nonstationary or history-dependent control policies, a setting that arises naturally in offline reinforcement learning (RL) when the behavior policy generating the data is unknown.
By Ziwei Su, Imon Banerjee, Diego Klabjan
arXiv:2607. 14940v1 Announce Type: new Abstract: We study causal inference under outcome interference for sequential, observational settings.
By Phevos Paschalidis, Constantinos Daskalakis, Devavrat Shah
arXiv:2606. 21185v2 Announce Type: replace-cross Abstract: There is a precise sense in which drawing causal inferences from observational data is hard, even when identifiability is assumed.
By Alexis Bellot
arXiv:2603. 02159v2 Announce Type: replace-cross Abstract: Instrumental variable (IV) and proximal causal learning (Proxy) methods are central frameworks for causal inference in the presence of unobserved confounding.
By Yuqi Zhang, Krikamol Muandet, Dino Sejdinovic, Edwin Fong, Siu Lun Chau
arXiv:2606. 27711v1 Announce Type: cross Abstract: We introduce a neural network-based framework for learning time series estimators through a process we term decision-theoretic pretraining.
By Pablo Montero-Manso, Marcel Scharth
The paper introduces a new framework for identifying average dose-response functions in the presence of unmeasured confounding by using instrumental variables. It defines a uniform regular weighting function and partitions the treatment space into open sets where local identification is possible. For estimation, the authors propose an augmented inverse probability weighted score within a debiased machine learning setting, along with practical guidance for constructing weighting functions, falsification tests for the additive IV condition, and asymptotic theory for kernel regression or empirical risk minimization estimators.
By Shuyuan Chen, Peng Zhang, Yifan Cui
arXiv:2503. 20546v2 Announce Type: replace-cross Abstract: We consider the problem of estimating the expected causal effect $E[Y|do(X)]$ for a target variable $Y$ when treatment $X$ is set by intervention, focusing on continuous random variables.
By Marlies Hafer, Alexander Marx