arXiv AI
Aug 20

CausalProfiler: Generating Synthetic Benchmarks for Rigorous and Transparent Evaluation of Causal Machine Learning

CausalProfiler is a synthetic benchmark generator designed to evaluate causal machine learning (Causal ML) methods more rigorously and transparently. It randomly samples causal models, data, queries, and ground truths based on explicit design choices across observation, intervention, and counterfactual reasoning levels, providing coverage guarantees and transparent assumptions. The authors demonstrate its utility by testing several state‑of‑the‑art methods under diverse conditions, both within and outside the identification regime, highlighting the insights CausalProfiler can reveal.

By Panayiotis Panayiotou, Audrey Poinsot, Alessandro Leite, Nicolas Chesneau, Marc Schoenauer, \"Ozg\"ur \c{S}im\c{s}ek
arXiv Statistics ML
Oct 5

Flexible Nonparametric Inference for Causal Effects under the Front-Door Model

The paper introduces new one‑step and targeted minimum loss‑based estimators for the average treatment effect and the average treatment effect on the treated under the front‑door criterion. These estimators use multiple parameterizations of the observed data distribution, can avoid modeling the mediator density, and are compatible with flexible machine‑learning nuisance estimation. The authors derive conditions for root‑n consistency, asymptotic linearity, and develop doubly robust tests for identification assumptions, demonstrating improved efficiency and favorable performance in simulations and real‑world applications in education and emergency medicine.

By Anna Guo, David Benkeser, Razieh Nabi
arXiv Statistics ML
Aug 25

Model-Agnostic Covariate-Assisted Inference on Partially Identified Causal Effects

The paper introduces a model‑agnostic inference framework for partially identified causal effects that leverages covariate information without requiring discrete covariates or accurate conditional distribution estimates. Using duality theory for optimal transport, the method delivers uniformly valid inference in randomized experiments, is doubly robust in observational settings, achieves asymptotic unbiasedness when nuisance parameters converge semiparametrically, and allows multiplier‑bootstrap selection of covariates and models while remaining computationally efficient. Empirical applications show the approach consistently narrows identified sets and confidence intervals without imposing extra structural assumptions.

By Wenlong Ji, Lihua Lei, Asher Spector