arXiv Machine Learning

Orthogonal Learner for Estimating Heterogeneous Long-Term Treatment Effects

arXiv:2604. 00915v2 Announce Type: replace Abstract: Estimation of heterogeneous long-term treatment effects (HLTEs) is relevant for personalized decision-making in marketing, economics, and medicine, where short-term observational datasets are often combined with long-term observational datasets.

arXiv Machine Learning
Aug 4

Transfer Learning of CATE with Kernel Ridge Regression

arXiv:2502. 11331v4 Announce Type: replace-cross Abstract: The proliferation of data has sparked significant interest in leveraging findings from one study to estimate treatment effects in a different target population without direct outcome observations.

By Seok-Jin Kim, Hongjie Liu, Molei Liu, Kaizheng Wang
arXiv Machine Learning
Jul 7

Reliability and Identifiability in Persona-Trained Monte Carlo: Variance Decomposition, Stability Bounds, and the Identifiability of Heterogeneous News Reaction

arXiv:2607. 04627v1 Announce Type: new Abstract: Persona-Trained Monte Carlo (PTMC) estimates distributions of market-outcome functionals by repeatedly simulating limit-order-book interaction among $K$ neural policy bots whose behavioral personas are drawn from a learned heterogeneity distribution $\mathcal{P}$.

By Salavat Ishbulatov
arXiv Machine Learning
Jul 7

Distribution-free Deviation Bounds and The Role of Domain Knowledge in Learning via Model Selection with Cross-validation Risk Estimation

arXiv:2303. 08777v3 Announce Type: replace-cross Abstract: Cross-validation is one of the most widely used tools for risk estimation and model selection in statistics and machine learning, yet its theoretical properties when embedded in a learning procedure remain insufficiently understood.

By Diego Marcondes, Cl\'audia Peixoto