当前位置: 首页 > 学术活动 > 正文
Double Machine Learning of Continuous Treatment Effects with General Instrumental Variables
时间:2026年05月09日 12:25 点击数:

报告人:崔逸凡

报告地点:腾讯会议ID:654-908-651

报告时间:2026年06月18日星期四10:00-11:00

邀请人:王晓飞

报告摘要:

Estimating causal effects of continuous treatments is a common problem in practice, for example, in studying average dose-response functions. Classical analyses typically assume that all confounders are fully observed, whereas in real-world applications, unmeasured confounding often persists. In this article, we propose a novel framework for the identification of average dose-response functions using instrumental variables, thereby mitigating bias induced by unobserved confounders. We introduce the concept of a uniform regular weighting function and consider covering the treatment space with a finite collection of open sets. On each of these sets, such a weighting function exists, allowing us to identify the average dose-response function locally within the corresponding region. For estimation, we propose an augmented inverse probability weighted score for continuous treatments with instrumental variables under a debiased machine learning framework, and provide practical guidance to adaptively establish regular weighting functions from the data. We further establish the asymptotic properties when the average dose-response function is estimated via kernel regression or empirical risk minimization. Finally, we conduct both simulation and empirical studies to assess the finite-sample performance of the proposed methods.

主讲人简介:

崔逸凡,浙江大学研究员,博士生导师。2018年于北卡罗来纳大学教堂山分校获得统计与运筹专业博士学位,曾在宾夕法尼亚大学沃顿商学院从事博士后研究工作。 回国前任职于新加坡国立大学统计与数据科学系担任助理教授,国家级高层次青年人才(2021)。当选ISI(国际统计学会)Elected Member。

©2019 东北师范大学数学与统计学院 版权所有

地址:吉林省长春市人民大街5268号 邮编:130024 电话:0431-85099589 传真:0431-85098237

师德师风监督举报电话、邮箱:85099577 sxdw@nenu.edu.cn