Uncertainty Quantification in Heterogeneous Treatment Effect Estimation with Gaussian-Process-Based Partially Linear Model
基于高斯过程部分线性模型的异质性处理效应不确定性量化
Estimating heterogeneous treatment effects across individuals has attracted growing attention as a statistical tool for performing critical decision-making. We propose a Bayesian inference framework that quantifies the uncertainty in treatment effect estimation to support decision-making in a relatively small sample size setting. Our proposed model places Gaussian process priors on the nonparametric components of a semiparametric model called a partially linear model. This…