4 papers
Data-Automated Policy Learning for Nonlinear Welfare
Chunrong Ai, Zeqi Wu, Zheng Zhang
This paper explores policy learning from observational data, focusing on a nonlinear welfare criterion in a binary treatment setting. The nonlinear criterion is inspired by scenari…
Data-Driven Uniform Inference for General Continuous Treatment Models via Minimum-Variance Weighting
Chunrong Ai, Wei Huang, Zheng Zhang
Ai et al. (2021) studied the estimation of a general dose-response function (GDRF) of a continuous treatment that includes the average dose-response function, the quantile dose-res…
Data-Driven Policy Learning for Continuous Treatments
Chunrong Ai, Yue Fang, Haitian Xie
This paper studies policy learning for continuous treatments from observational data. Continuous treatments present more significant challenges than discrete ones because populatio…
Testing Conditional Independence via Density Ratio Regression
Chunrong Ai, Zixuan Xu, Zheng Zhang
This paper develops a conditional independence (CI) test from a conditional density ratio (CDR) for weakly dependent data. The main contribution is presenting a closed-form express…