att
Balanced Twins: Causal Inference on Time Series with Hidden Confounding
Ouali, Maha, Ghattas, Badih, Flachaire, Emmanuel, Charpentier, Philippe, Bozzi, Laurent
Accurately estimating treatment effects in time series is essential for evaluating interventions in real-world applications, especially when treatment assignment is biased by unobserved factors. In many practical settings, interventions are adopted at different times across individuals, leading to staggered treatment exposure and heterogeneous pre-treatment histories. In such cases, aggregating outcome trajectories across treated units is ill-defined, making individual treatment effect (ITE) estimation a prerequisite for reliable causal inference. We therefore study the problem of estimating the average treatment effect for the treated (ATT) by first recovering individual-level counterfactuals. We introduce a neural framework that learns simultaneously low-dimensional latent representations of individual time series and propensity scores. These estimates are then used to approximate the individual treatment effects through a flexible matching procedure that avoids classical convexity constraints commonly used in synthetic control methods. By operating at the individual level, our approach naturally accommodates staggered interventions and improves counterfactual estimation under latent bias, without relying on explicit temporal modeling assumptions. We illustrate our approach on both real-world energy consumption data and clinical time series, including high-frequency electricity demand-response programs and semi-synthetic data for individuals in intensive care unit (ICU), where hidden confounding, staggered treatment adoption, and non-stationary dynamics are prevalent.
Increase
Weight decay is a standard regularization technique for training large language models (LLMs). While it is common to assign a uniform decay rate to every layer, this approach overlooks the structural diversity of LLMs and the varying spectral properties across modules. In this paper, we introduce AlphaDecay, a simple yet effective method that adaptively assigns different weight decay strengths to each module of an LLM. Our approach is guided by Heavy-Tailed Self-Regularization (HT-SR) theory, which analyzes the empirical spectral density (ESD) of weight correlation matrices to quantify "heavy-tailedness." Modules exhibiting more pronounced heavy-tailed ESDs, reflecting stronger feature learning, are assigned weaker decay, while modules with lighter-tailed spectra receive stronger decay. Our method leverages tailored weight decay assignments to balance the module-wise differences in spectral properties, leading to improved performance. Extensive pre-training tasks with various model sizes from 60M to 1B demonstrate that AlphaDecay achieves better perplexity and generalization than conventional uniform decay and other adaptive decay baselines.
MEC-Cox: Machine-Learning-Assisted Generalized Entropy Calibration for ATT Marginal Hazard-Ratio Estimation
Lee, Se Yoon, Kwon, Yonghyun, Kim, Jae Kwang
Externally controlled survival trials are increasingly used when concurrent randomized controls are infeasible, particularly in oncology and rare-disease settings with time-to-event endpoints. We target an average-treatment-effect-on-the-treated (ATT)-type marginal hazard-ratio estimand, comparing treatment with counterfactual control in the treated trial population, and estimate it using inverse-probability-weighted (IPW) Cox regression. Valid inference is challenging because IPW Cox regression depends on the weights through both event contributions and risk-set averages, making flexible machine-learning nuisance estimation difficult to incorporate directly. Building on machine-learning-assisted generalized entropy calibration (MEC) by Lee and Kim (2026), we propose MEC-Cox for ATT-weighted IPW Cox regression. The method begins with normalized source-propensity-score odds weights for external controls and then applies Bregman calibration to balance cross-fitted prognostic summaries between external controls and treated trial patients. The calibration basis may include control-survival predictions, Cox linear predictors, penalized-survival-model predictions, or other prognostic-score summaries. MEC-updated weights therefore play a dual role as source-transport and prognostic-score balancing weights. We establish consistency, characterize a calibration-induced efficiency gain, and develop a stacked sandwich variance estimator. Simulations show that MEC-Cox can reduce bias, increase efficiency, and improve coverage through flexible machine-learning-assisted adjustment.
Improved Inference for CSDID Using the Cluster Jackknife
Karim, Sunny R., Nielsen, Morten Ørregaard, MacKinnon, James G., Webb, Matthew D.
Obtaining reliable inferences with traditional difference-in-differences (DiD) methods can be difficult. Problems can arise when both outcomes and errors are serially correlated, when there are few clusters or few treated clusters, when cluster sizes vary greatly, and in various other cases. In recent years, recognition of the ``staggered adoption'' problem has shifted the focus away from inference towards consistent estimation of treatment effects. One of the most popular new estimators is the CSDID procedure of Callaway and Sant'Anna (2021). We find that the issues of over-rejection with few clusters and/or few treated clusters are at least as severe for CSDID as for traditional DiD methods. We also propose using a cluster jackknife for inference with CSDID, which simulations suggest greatly improves inference. We provide software packages in Stata csdidjack and R didjack to calculate cluster-jackknife standard errors easily.