Software

Most of the research described below is accompanied by open-source software, available from GitHub. In particular, the R package grf provides tools for statistical estimation with forests, and implements regression, quantile, causal, and instrumental variables forests, along with doubly robust estimators of various causal targets.

Book

Wager, Stefan. Causal Inference: A Statistical Learning Approach. [draft]

Preprints

Hu, Yuchen and Stefan Wager. Switchback Experiments under Geometric Mixing. [arxiv]

Lei, Lihua, Roshni Sahoo, and Stefan Wager. Policy Learning under Biased Sample Selection. [arxiv]

Li, Shuangning and Stefan Wager. Network Interference in Micro-Randomized Trials. [arxiv]

Li, Shuangning, Ramesh Johari, X. Kuang and Stefan Wager. Experimenting under Stochastic Congestion. [arxiv]

Munro, Evan, X. Kuang and Stefan Wager. Treatment Effects in Market Equilibrium. [arxiv, replication]

Mehrabi, Mohammad, Ömer Karaduman and Stefan Wager. Optimal Mechanisms for Demand Response: An Indifference Set Approach. [arxiv]

Mehrabi, Mohammad and Stefan Wager. Off-Policy Evaluation in Markov Decision Processes under Weak Distributional Overlap. [arxiv]

Sahoo, Roshni and Stefan Wager. Policy Learning with Competing Agents. [arxiv]

Sahoo, Roshni, Lihua Lei, and Stefan Wager. Learning from a Biased Sample. [arxiv]

Sun, Hao, Evan Munro, Georgy Kalashnov, Shuyang Du, and Stefan Wager. Treatment Allocation under Uncertain Costs. [arxiv]

Sverdrup, Erik, Maria Petukhova, and Stefan Wager. Estimating Treatment Effect Heterogeneity in Psychiatry: A Review and Tutorial with Causal Forests. [arxiv]

Forthcoming

Eckles, Dean, Nikolaos Ignatiadis, Stefan Wager, and Han Wu. Noise-Induced Randomization in Regression Discontinuity Designs. Biometrika, forthcoming. [arxiv]

Hu, Yuchen, Henry Zhu, Emma Brunskill, and Stefan Wager. Minimax-Regret Sample Selection in Randomized Experiments. Proceedings of the ACM Conference on Economics and Computation (EC), forthcoming. [arxiv]

Sverdrup, Erik, Han Wu, Susan Athey, Stefan Wager. Qini Curves for Multi-Armed Treatment Rules. Journal of Computational and Graphical Statistics, forthcoming. [paper, arxiv, software]

Wager, Stefan. Sequential Validation of Treatment Heterogeneity: Comment on paper by Chernozhukov, Demirer, Duflo and Fernández-Val. Econometrica, forthcoming. [arxiv, tutorial]

Yadlowsky, Steve, Scott Fleming, Nigam Shah, Emma Brunskill and Stefan Wager. Evaluating Treatment Prioritization Rules via Rank-Weighted Average Treatment Effects. Journal of the American Statistical Association, forthcoming. [paper, arxiv, tutorial]

2024

Kuang, X. and Stefan Wager. Weak Signal Asymptotics for Sequentially Randomized Experiments. Management Science, 70(10), 2024. [paper, arxiv]

Ross, Eric, Robert Bossarte, [...], Erik Sverdrup, Stefan Wager, and Ronald Kessler. Estimated Average Treatment Effect of Psychiatric Hospitalization in Patients With Suicidal Behaviors: A Precision Treatment Analysis. JAMA Psychiatry, 81(2), 2024. [paper]

2023

Cui, Yifan, Michael Kosorok, Erik Sverdrup, Stefan Wager, and Ruoqing Zhu. Estimating Heterogeneous Treatment Effects with Right-Censored Data via Causal Survival Forests. Journal of the Royal Statistical Society: Series B, 85(2), 2023. [paper, arxiv, replication]

Hu, Yuchen and Stefan Wager. Off-Policy Evaluation in Partially Observed Markov Decision Processes under Sequential Ignorability. Annals of Statistics, 51(4), 2023. [paper, arxiv]

Wu, Xiao, Erik Sverdrup, Michael Mastrandrea, Michael Wara, and Stefan Wager. Low-intensity fires mitigate the risk of high-intensity wildfires in California's forests. Science Advances, 9(45), 2023. [paper, replication]

Xu, Yizhe, Nikolaos Ignatiadis, Erik Sverdrup, Scott Fleming, Stefan Wager, and Nigam Shah. Treatment Heterogeneity with Survival Outcomes. In Handbook of Matching and Weighting Adjustments for Causal Inference, José Zubizarreta, Elizabeth Stuart, Dylan Small and Paul Rosenbaum, eds., Chapter 21, 2023. Chapman and Hall/CRC, Boca Raton, FL. [book, arxiv, software]

Zhou, Zhengyuan, Susan Athey, and Stefan Wager. Offline Multi-Action Policy Learning: Generalization and Optimization. Operations Research, 71(1), 2023. [paper, arxiv, replication]

2022

Gur, Yonatan, Ahmadreza Momeni, and Stefan Wager. Smoothness-Adaptive Contextual Bandits. Operations Research, 70(6), 2022. [paper, arxiv]

Hu, Yuchen, Shuangning Li, and Stefan Wager. Average Direct and Indirect Causal Effects under Interference. Biometrika, 109(4), 2022. [paper, arxiv]

Ignatiadis, Nikolaos and Stefan Wager. Confidence Intervals for Nonparametric Empirical Bayes Analysis (with Discussion). Journal of the American Statistical Association, 117(539), 2022. [paper, arxiv, software]

Li, Shuangning and Stefan Wager. Random Graph Asymptotics for Treatment Effect Estimation under Network Interference. Annals of Statistics, 50(4), 2022. [paper, arxiv]

Wu, Han and Stefan Wager. Partial Likelihood Thompson Sampling. Conference on Uncertainty in Artificial Intelligence (UAI), 2022. [paper, arxiv]

Wu, Han and Stefan Wager. Thompson Sampling with Unrestricted Delays. Proceedings of the ACM Conference on Economics and Computation (EC), 2022. [paper, arxiv]

2021

Arkhangelsky, Dmitry, Susan Athey, David Hirshberg, Guido Imbens, and Stefan Wager. Synthetic Difference in Differences. American Economic Review, 111(12), 2021. [paper, arxiv, software]

Athey, Susan and Stefan Wager. Policy Learning with Observational Data. Econometrica, 89(1), 2021. [paper, arxiv, replication]

Friedberg, Rina, Julie Tibshirani, Susan Athey, and Stefan Wager. Local Linear Forests. Journal of Computational and Graphical Statistics, 30(2), 2021. [paper, arxiv, replication]

Hadad, Vitor, David Hirshberg, Ruohan Zhan, Stefan Wager, and Susan Athey. Confidence Intervals for Policy Evaluation in Adaptive Experiments. Proceedings of the National Academy of Sciences, 118(15), 2021. [paper, arxiv, replication]

Hirshberg, David and Stefan Wager. Augmented Minimax Linear Estimation. Annals of Statistics, 49(6), 2021. [paper, arxiv, software]

Nie, Xinkun and Stefan Wager. Quasi-Oracle Estimation of Heterogeneous Treatment Effects. Biometrika, 108(2), 2021. [paper, arxiv, software]

Nie, Xinkun, Emma Brunskill, and Stefan Wager. Learning When-to-Treat Policies. Journal of the American Statistical Association, 116(533), 2021. [paper, arxiv, replication]

Wager, Stefan and Kuang Xu. Experimenting in Equilibrium. Management Science, 67(11), 2021. [paper, arxiv]

2020

Hirshberg, David and Stefan Wager. Debiased Inference of Average Partial Effects in Single-Index Models: Comment on Wooldridge and Zhu. Journal of Business & Economic Statistics, 28, 2020. [paper, arxiv, replication]

Mayer, Imke, Erik Sverdrup, Tobias Gauss, Jean-Denis Moyer, Stefan Wager, and Julie Josse. Doubly robust treatment effect estimation with missing attributes. Annals of Applied Statistics, 14(3), 2020. [paper, arxiv]

Sverdrup, Erik, Ayush Kanodia, Zhengyuan Zhou, Susan Athey, and Stefan Wager. policytree: Policy learning via doubly robust empirical welfare maximization over trees. Journal of Open Source Software, 5(50), 2020. [paper, software]

Wager, Stefan. Comment on "Bayesian Regression Tree Models for Causal Inference" by Hahn, Murray and Carvalho. Bayesian Analysis, 15(3), 2020. [paper]

Wager, Stefan. Cross-Validation, Risk Estimation, and Model Selection: Comment on a Paper by Rosset and Tibshirani. Journal of the American Statistical Association, 115(529), 2020. [paper, arxiv]

Wager, Stefan. Invariance and Causal Inference: Comment on a Paper by Bühlmann. Statistical Science, 35(3), 2020. [paper]

2019

Athey, Susan, Julie Tibshirani, and Stefan Wager. Generalized Random Forests. Annals of Statistics, 47(2), 2019. [paper, arxiv, software]

Athey, Susan and Stefan Wager. Estimating Treatment Effects with Causal Forests: An Application. Observational Studies, 5, 2019. [paper, arxiv, replication]

Bradic, Jelena, Stefan Wager, and Yinchu Zhu. Sparsity Double Robust Inference of Average Treatment Effects. [arxiv]

Ignatiadis, Nikolaos and Stefan Wager. Covariate-Powered Empirical Bayes Estimation. Advances in Neural Information Processing Systems (NeurIPS), 2019. [paper, arxiv, software]

Imbens, Guido and Stefan Wager. Optimized Regression Discontinuity Designs. Review of Economics and Statistics, 101(2), 2019. [paper, arxiv, software]

Wager, Stefan. On Regression Tables for Policy Learning: Comment on a Paper by Jiang, Song, Li, and Zeng. Statistica Sinica, 29(4), 2019. [preprint]

2018

Athey, Susan, Guido Imbens, and Stefan Wager. Approximate Residual Balancing: De-Biased Inference of Average Treatment Effects in High Dimensions. Journal of the Royal Statistical Society: Series B, 80(4), 2018. [paper, arxiv, software]

Dobriban, Edgar and Stefan Wager. High-Dimensional Asymptotics of Prediction: Ridge Regression and Classification. Annals of Statistics, 46(1), 2018. [paper, arxiv, replication]

Miratrix, Luke, Stefan Wager, José Zubizarreta Shape-Constrained Partial Identification of a Population Mean under Unknown Probabilities of Sample Selection. Biometrika, 105(1), 2018. [paper, arxiv, software]

Pryzant, Reid, Kelly Shen, Dan Jurafsky, and Stefan Wager. Deconfounded lexicon induction for interpretable social science. Conference of the North American Chapter of the Association for Computational Linguistics (NAACL), 2018. [paper]

Wager, Stefan and Susan Athey. Estimation and Inference of Heterogeneous Treatment Effects using Random Forests. Journal of the American Statistical Association, 113(523), 2018. [paper, arxiv, replication]

2017

Athey, Susan, Guido Imbens, Thai Pham, and Stefan Wager. Estimating Average Treatment Effects: Supplementary Analyses and Remaining Challenges. American Economic Review: Papers and Proceedings, 107(5), 2017. [paper, arxiv]

Wager, Stefan, William Fithian, and Percy Liang. Data Augmentation via Lévy Processes. In Perturbations, Optimization, and Statistics, Tamir Hazan, George Papandreou, and Daniel Tarlow, eds., Chapter 12, 2017. MIT Press, Cambridge, MA. [arxiv, software]

2016

Grazier G'Sell, Max, Stefan Wager, Alexandra Chouldechova, and Robert Tibshirani. Sequential Selection Procedures and False Discovery Rate Control. Journal of the Royal Statistical Society: Series B, 78(2), 2016. [paper, arxiv]

Josse, Julie and Stefan Wager. Bootstrap-Based Regularization for Low-Rank Matrix Estimation. Journal of Machine Learning Research, 17(124), 2016. [paper, arxiv, software]

Josse, Julie, Stefan Wager, and François Husson. Confidence Areas for Fixed-Effects PCA. Journal of Computational and Graphical Statistics, 25(1), 2016. [paper, arxiv, software]

Steinhardt, Jacob, Gregory Valiant, and Stefan Wager. Memory, Communication, and Statistical Queries. Conference on Learning Theory, 2016. [paper, ECCC]

Wager, Stefan. Comments on: A random forest guided tour. TEST, 25(2), 2016 [paper]

Wager, Stefan, Wenfei Du, Jonathan Taylor, and Robert Tibshirani. High-Dimensional Regression Adjustments in Randomized Experiments. Proceedings of the National Academy of Sciences, 113(45), 2016. [paper, arxiv, software]

2015

Chamandy, Nick, Omkar Muralidharan, and Stefan Wager. Teaching Statistics at Google Scale. The American Statistician, 69(4), 2015. [paper, arxiv]

Fithian, William and Stefan Wager. Semiparametric Exponential Families for Heavy-Tailed Data. Biometrika, 102(2), 2015. [paper, arxiv, software]

Wager, Stefan, Alexander Blocker, and Niall Cardin. Weakly Supervised Clustering: Learning Fine-Grained Signals from Coarse Labels. Annals of Applied Statistics, 9(2), 2015. [paper, arxiv]

Wager, Stefan and Guenther Walther. Adaptive Concentration of Regression Trees, with Application to Random Forests. [arxiv]

2014

de Treville, Suzanne, Jeffrey Petty, and Stefan Wager. Economies of Extremes: Lessons from Venture-Capital Decision Making. Journal of Operations Management, 32(6), 2014. [paper, SSRN]

de Treville, Suzanne, Isik Bicer, Valérie Chavez-Demoulin, Verena Hagspiel, Norman Schürhoff, Christophe Tasserit, and Stefan Wager. Valuing Lead Time. Journal of Operations Management, 32(6), 2014. [paper, SSRN]

Lakkam, Milinda, Stefan Wager, Paul H. Wise, and Lawrence M. Wein. Quantifying and Exploiting the Age Dependence in the Effect of Supplementary Food for Child Undernutrition. PLOS ONE, 9(6), 2014. [paper]

Wager, Stefan. A Geometric Approach to Density Estimation with Additive Noise. Statistica Sinica, 24(2), 2014. [paper, pdf, software]

Wager, Stefan. Subsampling Extremes: From Block Maxima to Smooth Tail Estimation. Journal of Multivariate Analysis, 130, 2014. [paper, arxiv, software]

Wager, Stefan, Nick Chamandy, Omkar Muralidharan, and Amir Najmi. Feedback Detection for Live Predictors. Advances in Neural Information Processing Systems (NeurIPS), 2014. [paper, arxiv]

Wager, Stefan, William Fithian, Sida Wang, and Percy Liang. Altitude Training: Strong Bounds for Single-Layer Dropout. Advances in Neural Information Processing Systems (NeurIPS), 2014. [paper, arxiv]

Wager, Stefan, Trevor Hastie, and Bradley Efron. Confidence Intervals for Random Forests: The Jackknife and the Infinitesimal Jackknife. Journal of Machine Learning Research, 15, 2014. [paper, arxiv, replication]

2013

Wager, Stefan, Sida Wang, and Percy Liang. Dropout Training as Adaptive Regularization. Advances in Neural Information Processing Systems (NeurIPS), 2013. [paper, poster, arxiv, software]

Wang, Sida, Mengqiu Wang, Stefan Wager, Percy Liang, and Chris Manning. Feature Noising for Log-linear Structured Prediction. Empirical Methods in Natural Language Processing (EMNLP), 2013. [paper]

2009

Wager, Stefan. International Agricultural Trade Liberalization and Food Security: Risks Associated with a Fully Liberalized Global Marketplace. Aussenwirtschaft: Schweizerische Zeitschrift fur Internationale Wirtschaftsbeziehungen/The Swiss Review of International Economic Relations, 64(2), 2009. [pdf]