seminars:stat:mar282024
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| + | This paper investigates predictive inference for individual | ||
| + | treatment effects (ITEs) using machine learning techniques. Traditional | ||
| + | approaches have primarily concentrated on developing meta-learners for | ||
| + | estimating the conditional average treatment effect (CATE), offering point | ||
| + | estimates without considering predictive intervals. The study introduces | ||
| + | conformal meta-learners, | ||
| + | meta-learners by applying the conformal prediction procedure to provide | ||
| + | predictive intervals for ITEs. This method is validated through a | ||
| + | stochastic ordering framework, highlighting that conformal meta-learners | ||
| + | can achieve valid inferences with desired coverage levels. | ||
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