arXiv:2609.26142v1 Announce Type: cross
Abstract: Augmented inverse-probability weighting (AIPW), targeted maximum likelihood estimation (TMLE), and double/debiased machine learning (DML) are three r...
By M. Ehsan Karim
arXiv:2309. 15769v3 Announce Type: replace-cross Abstract: Recent advances in deep learning have highlighted the phenomenon of benign overfitting in overparameterized statistical models, sparking significant interest in understanding its foundations.
By Dennis Shen, Dogyoon Song, Peng Ding, Jasjeet S. Sekhon
arXiv:2609.06294v1 Announce Type: new
Abstract: Estimating conditional average treatment effects (CATE) enables efficient targeting of interventions, but many applications have limited experimental s...
By Maitreyi Swaroop, Shikha Bhat, Samantha Rodriguez, Tamar Krishnamurti, Bryan Wilder
The paper investigates Double Machine Learning (DML) estimators under structure‑agnostic (SA) models, which assume the data‑generating law lies within a neighborhood of fixed machine‑learning estimates. It shows that for two of three studied functionals—the quadratic functional in the Gaussian sequence model and the quadratic density integral functional—the DML estimators are asymptotically inadmissible, being dominated by second‑order empirical higher‑order influence function (HOIF) estimators. For the third functional, the expected conditional covariance, both DML and HOIF estimators remain minimax but neither dominates the other.
By Lin Liu, Rajarshi Mukherjee, James M Robins
arXiv:2609.24086v1 Announce Type: cross
Abstract: Large-scale multipurpose cohort studies and biobanks often omit covariates needed for specific downstream analyses. We study target-population infere...
By Huali Zhao (School of Mathematics and Statistics, Huazhong University of Science and Technology), Ke Deng (Department of Statistics and Data Science, Tsinghua University)
arXiv:2609. 07997v1 Announce Type: new Abstract: We characterize the sharp structure-agnostic minimax risk for coefficient estimation in the partial linear model when the outcome and treatment nuisances are learned by two distinct black-box learners, which resolves the open problem in double machine learning posed by Gu (2025).
By Haichen Hu, David Simchi-Levi
The paper introduces a method for selecting the best heterogeneous treatment effect (HTE) estimator from a set of candidates when the true treatment effect is unobserved. It frames estimator selection as a multiple testing problem and proposes a cross‑fitted, exponentially weighted test statistic that uses a two‑way sample splitting scheme to separate nuisance estimation from weight learning, ensuring stability for inference. The authors prove asymptotic familywise error rate control under mild conditions and demonstrate empirically that their procedure reduces false selections compared to common methods on ACIC 2016, IHDP, and Twins benchmarks.
By Jiayi Guo, Zijun Gao
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: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:2411.02771v3 Announce Type: replace-cross
Abstract: Doubly robust estimators are widely used for estimating average treatment effects and other linear summaries of regression functions. While c...
By Lars van der Laan, Alex Luedtke, Marco Carone
arXiv:2609. 26290v1 Announce Type: cross Abstract: Causal tabular foundation models amortize effect estimation across synthetic mechanisms, but latent-effect supervision rewards posterior shrinkage instead of directly encoding the repeated-sample response needed in a fixed deployment population.
By Zhiheng Zhang
arXiv:2608. 00701v1 Announce Type: cross Abstract: Reweighting source samples to match a target covariate distribution is a standard response to distribution shift when generalizing evidence from one population to another.
By Ying Jin, Ying Jin, Dominik Rothenh\"ausler