Stochastic Intervention

Abstract

This article discusses the application of stochastic intervention to find the optimal treatment distribution yielding a high value of expected potential outcome under the setting where the number of treatments is allowed to vary with $n$. The primary motivation is to obtain a novel summarization of the effect of various treatments which would guide practitioners towards better decision regarding which intervention to choose.

arXiv commentStochastic Intervention, Causal Inference, High Dimensional Treatments, High Dimensional Inference