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Always-On Experimentation

持续在线实验:动态处理下的序贯检验与错误发现率控制

Generative AI has dramatically accelerated the rate at which new treatments---from novel pharmaceuticals to online marketing campaigns---can be conceived and deployed. As a result, modern experimentation platforms often run continuously, with treatments added as they are ready and removed when they underperform. We formalize this "Always-On" experimental setting, in which treatments can be dynamically generated, added to, and removed from a running experiment, and study the…

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Forest Kernel Balancing Weights: Outcome-Guided Features for Causal Inference

森林核平衡权重:由结局引导的因果推断特征

While balancing covariates between groups is central for observational causal inference, selecting which features to balance remains a challenging problem. Kernel balancing is a promising approach that first estimates a kernel that captures similarity across units and then balances a (possibly low-dimensional) summary of that kernel, indirectly learning important features to balance. In this paper, we propose forest kernel balancing, which leverages the underappreciated fact…

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Deconfounding Scores and Representation Learning for Causal Effect Estimation with Weak Overlap

弱重叠下因果效应估计的去混杂得分与表示学习

Overlap, also known as positivity, is a key condition for causal treatment effect estimation. Many popular estimators suffer from high variance and become brittle when features differ strongly across treatment groups. This is especially challenging in high dimensions: the curse of dimensionality can make overlap implausible. To address this, we propose a class of feature representations called deconfounding scores, which preserve both identification and the target of…

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Regularizing Extrapolation in Causal Inference

因果推断中的外推正则化

Many common estimators in machine learning and causal inference are linear smoothers, where the prediction is a weighted average of the training outcomes. Some estimators, such as ordinary least squares and kernel ridge regression, allow for arbitrarily negative weights, which improve feature imbalance but often at the cost of increased dependence on parametric modeling assumptions and higher variance. By contrast, estimators like importance weighting and random forests…

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Ridge Boosting is Both Robust and Efficient

岭提升兼具稳健性与有效性

Estimators in statistics and machine learning must typically trade off between efficiency, having low variance for a fixed target, and distributional robustness, such as multiaccuracy, or having low bias over a range of possible targets. In this paper, we consider a simple estimator, ridge boosting: starting with any initial predictor, perform a single boosting step with (kernel) ridge regression. Surprisingly, we show that ridge boosting simultaneously achieves both…

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Discussion of "Matrix Completion When Missing Is Not at Random and Its Applications in Causal Panel Data Models"

《非随机缺失下的矩阵补全及其在因果面板模型中的应用》讨论

Choi and Yuan (2025) propose a novel approach to applying matrix completion to the problem of estimating causal effects in panel data. The key insight is that even in the presence of structured patterns of missing data -- i.e. selection into treatment -- matrix completion can be effective if the number of treated observations is small relative to the number of control observations. We applaud the authors for their insightful and interesting paper. We discuss this proposal…

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Towards Representation Learning for Weighting Problems in Design-Based Causal Inference

面向设计型因果加权问题的表征学习

Reweighting a distribution to minimize a distance to a target distribution is a powerful and flexible strategy for estimating a wide range of causal effects, but can be challenging in practice because optimal weights typically depend on knowledge of the underlying data generating process. In this paper, we focus on design-based weights, which do not incorporate outcome information; prominent examples include prospective cohort studies, survey weighting, and the weighting…

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On Nonasymptotic Confidence Intervals for Treatment Effects in Randomized Experiments

随机实验处理效应的非渐近置信区间

We study nonasymptotic (finite-sample) confidence intervals for treatment effects in randomized experiments. In the existing literature, the effective sample sizes of nonasymptotic confidence intervals tend to be looser than the corresponding central-limit-theorem-based confidence intervals by a factor depending on the square root of the propensity score. We show that this performance gap can be closed, designing nonasymptotic confidence intervals that have the same…

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Leveraging semantic similarity for experimentation with AI-generated treatments

利用语义相似性开展人工智能生成处理的实验

Large Language Models (LLMs) enable a new form of digital experimentation where treatments combine human and model-generated content in increasingly sophisticated ways. The main methodological challenge in this setting is representing these high-dimensional treatments without losing their semantic meaning or rendering analysis intractable. Here, we address this problem by focusing on learning low-dimensional representations that capture the underlying structure of such…

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Handling Missing Responses under Cluster Dependence with Applications to Language Model Evaluation

簇依赖下缺失响应的处理及其在语言模型评估中的应用

Human annotations play a crucial role in evaluating the performance of GenAI models. Two common challenges in practice, however, are missing annotations (the response variable of interest) and cluster dependence among human-AI interactions (e.g., questions asked by the same user may be highly correlated). Reliable inference must address both these issues to achieve unbiased estimation and appropriately quantify uncertainty when estimating average scores from human…

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Challenges in Statistics: A Dozen Challenges in Causality and Causal Inference

统计学的挑战:因果关系与因果推断的十二项挑战

Causality and causal inference have emerged as core research areas at the interface of modern statistics and domains including biomedical sciences, social sciences, computer science, and beyond. The field's inherently interdisciplinary nature -- particularly the central role of incorporating domain knowledge -- creates a rich and varied set of statistical challenges. Much progress has been made, especially in the last three decades, but there remain many open questions. Our…

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Using Multiple Outcomes to Improve the Synthetic Control Method

利用多个结果变量改进合成控制方法

When there are multiple outcome series of interest, Synthetic Control analyses typically proceed by estimating separate weights for each outcome. In this paper, we instead propose estimating a common set of weights across outcomes, by balancing either a vector of all outcomes or an index or average of them. Under a low-rank factor model, we show that these approaches lead to lower bias bounds than separate weights, and that averaging leads to further gains when the number of…

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Augmented balancing weights as linear regression

将增广平衡权重表示为线性回归

We provide a novel characterization of augmented balancing weights, also known as automatic debiased machine learning (AutoDML). These popular doubly robust or de-biased machine learning estimators combine outcome modeling with balancing weights - weights that achieve covariate balance directly in lieu of estimating and inverting the propensity score. When the outcome and weighting models are both linear in some (possibly infinite) basis, we show that the augmented estimator…

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Continuous Treatment Effects with Surrogate Outcomes

利用替代结局估计连续处理效应

In many real-world causal inference applications, the primary outcomes (labels) are often partially missing, especially if they are expensive or difficult to collect. If the missingness depends on covariates (i.e., missingness is not completely at random), analyses based on fully observed samples alone may be biased. Incorporating surrogates, which are fully observed post-treatment variables related to the primary outcome, can improve estimation in this case. In this paper,…

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Temporal Aggregation for the Synthetic Control Method

合成控制法中的时间聚合

The synthetic control method (SCM) is a popular approach for estimating the impact of a treatment on a single unit with panel data. Two challenges arise with higher frequency data (e.g., monthly versus yearly): (1) achieving excellent pre-treatment fit is typically more challenging; and (2) overfitting to noise is more likely. Aggregating data over time can mitigate these problems but can also destroy important signal. In this paper, we bound the bias for SCM with…

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Improving the Estimation of Site-Specific Effects and their Distribution in Multisite Trials

改进多地点试验中地点特定效应及其分布的估计

In multisite trials, researchers are often interested in several inferential goals: estimating treatment effects for each site, ranking these effects, and studying their distribution. This study seeks to identify optimal methods for estimating these targets. Through a comprehensive simulation study, we assess two strategies and their combined effects: semiparametric modeling of the prior distribution, and alternative posterior summary methods tailored to minimize specific…

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Interpretable Sensitivity Analysis for Balancing Weights

平衡权重估计的可解释敏感性分析

Assessing sensitivity to unmeasured confounding is an important step in observational studies, which typically estimate effects under the assumption that all confounders are measured. In this paper, we develop a sensitivity analysis framework for balancing weights estimators, an increasingly popular approach that solves an optimization problem to obtain weights that directly minimizes covariate imbalance. In particular, we adapt a sensitivity analysis framework using the…

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The Balancing Act in Causal Inference

因果推断中的协变量平衡

The idea of covariate balance is at the core of causal inference. Inverse propensity weights play a central role because they are the unique set of weights that balance the covariate distributions of different treatment groups. We discuss two broad approaches to estimating these weights: the more traditional one, which fits a propensity score model and then uses the reciprocal of the estimated propensity score to construct weights, and the balancing approach, which estimates…

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Is it who you are or where you are? Accounting for compositional differences in cross-site treatment variation

是个体构成还是所在环境?分解跨站点处理效应差异

Multisite trials, in which treatment is randomized separately in multiple sites, offer a unique opportunity to disentangle treatment effect variation due to "compositional" differences in the distributions of unit-level features from variation due to "contextual" differences in site-level features. In particular, if we can re-weight (or "transport") each site to have a common distribution of unit-level covariates, the remaining effect variation captures contextual…

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