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stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
Double Robust Bayesian Inference on Average Treatment Eff...
Christoph Breunig, Ruixuan Liu, Zhengfei Yu · 2022-11-29 · via stat.ML updates on arXiv.org

We propose a double robust Bayesian inference procedure on the average treatment effect (ATE) under unconfoundedness. For our new Bayesian approach, we first adjust the prior distributions of the conditional mean functions, and then correct the posterior distribution of the resulting ATE. Both adjustments make use of pilot estimators motivated by the semiparametric influence function for ATE estimation. We prove asymptotic equivalence of our Bayesian procedure and efficient frequentist ATE estimators by establishing a new semiparametric Bernstein-von Mises theorem under double robustness; i.e., the lack of smoothness of conditional mean functions can be compensated by high regularity of the propensity score and vice versa. Consequently, the resulting Bayesian credible sets form confidence intervals with asymptotically exact coverage probability. In simulations, our method provides precise point estimates of the ATE through the posterior mean and credible intervals that closely align with the nominal coverage probability. Furthermore, our approach achieves a shorter interval length in comparison to existing methods. We illustrate our method in an application to the National Supported Work Demonstration following LaLonde [1986] and Dehejia and Wahba [1999].