Policy Learning under Unobserved Confounding: A Robust and Efficient Approach
未观测混杂下的政策学习:稳健且有效的方法
This paper develops a robust and efficient method for policy learning from observational data in the presence of unobserved confounding, complementing existing instrumental variable (IV) based approaches. We employ the marginal sensitivity model (MSM) to relax the commonly used yet restrictive unconfoundedness assumption by introducing a sensitivity parameter that captures the extent of selection bias induced by unobserved confounders. Building on this framework, we consider…