adaptive conformal inferencefor causal effect
Doubly Robust Adaptive Conformal Inference for Causal Effects Under Temporal Dependence
Koukorinis, Andreas, Silva, Ricardo
We propose doubly robust adaptive conformal inference (DR-ACI), which constructs prediction intervals for doubly robust pseudo-outcomes under temporal dependence. Calibration targets the pseudo-outcome ψDRt; under estimator consistency, this yields asymptotically conservative CATE containment (Corollary 6). Temporal block cross-fitting preserves switch-coefficient mixing bounds and the DML product-bias rate up to an explicit coupling remainder.