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Edward Kennedy

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7 papers
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7

TMLR Journal 2026 Journal Article

Accounting for Missing Covariates in Heterogeneous Treatment Estimation

  • Khurram Yamin
  • Vibhhu Sharma
  • Edward Kennedy
  • Bryan Wilder

Many applications of causal inference require using treatment effects estimated on a study population to then make decisions for a separate target population that lacks treatment and outcome data. We consider the challenging setting where there are important covariates that are observed in the target population but are missing from the original study. Our goal is to estimate the tightest possible bounds on heterogeneous treatment effects conditioned on such newly observed covariates. We introduce a novel partial identification strategy based on ideas from ecological inference; the main idea is that estimates of conditional treatment effects for the full covariate set must marginalize correctly when restricted to only the covariates observed in both populations. Furthermore, we introduce a bias-corrected estimator for these bounds and prove that it enjoys fast convergence rates and statistical guarantees (e.g., asymptotic normality). Experimental results on both real and synthetic data demonstrate that our framework can produce bounds that are much tighter than would otherwise be possible.

UAI Conference 2025 Conference Paper

Dependent Randomized Rounding for Budget Constrained Experimental Design

  • Khurram Yamin
  • Edward Kennedy
  • Bryan Wilder

Policymakers in resource-constrained settings require experimental designs that satisfy strict budget limits while ensuring precise estimation of treatment effects. We propose a framework that applies a dependent randomized rounding procedure to convert assignment probabilities into binary treatment decisions. Our proposed solution preserves the marginal treatment probabilities while inducing negative correlations among assignments, leading to improved estimator precision through variance reduction. We establish theoretical guarantees for the inverse propensity weighted and general linear estimators, and demonstrate through empirical studies that our approach yields efficient and accurate inference under fixed budget constraints.

NeurIPS Conference 2025 Conference Paper

Handling Missing Responses under Cluster Dependence with Applications to Language Model Evaluation

  • Zhenghao Zeng
  • David Arbour
  • Avi Feller
  • Ishita Dasgupta
  • Atanu Sinha
  • Edward Kennedy

Human annotations play a crucial role in evaluating the performance of GenAI models. Two common challenges in practice, however, are missing annotations (the response variable of interest) and cluster dependence among human-AI interactions (e. g. , questions asked by the same user may be highly correlated). Reliable inference must address both issues to achieve unbiased estimation and appropriately quantify uncertainty when estimating average scores from human annotations. In this paper, we analyze the doubly robust estimator, a widely used method in missing data analysis and causal inference, applied to this setting and establish novel theoretical properties under cluster dependence. We further illustrate our findings through simulations and a real-world conversation quality dataset. Our theoretical and empirical results underscore the importance of incorporating cluster dependence in missing response problems to perform valid statistical inference.

ICLR Conference 2024 Conference Paper

Counterfactual Density Estimation using Kernel Stein Discrepancies

  • Diego Martinez-Taboada
  • Edward Kennedy

Causal effects are usually studied in terms of the means of counterfactual distributions, which may be insufficient in many scenarios. Given a class of densities known up to normalizing constants, we propose to model counterfactual distributions by minimizing kernel Stein discrepancies in a doubly robust manner. This enables the estimation of counterfactuals over large classes of distributions while exploiting the desired double robustness. We present a theoretical analysis of the proposed estimator, providing sufficient conditions for consistency and asymptotic normality, as well as an examination of its empirical performance.

NeurIPS Conference 2023 Conference Paper

An Efficient Doubly-Robust Test for the Kernel Treatment Effect

  • Diego Martinez Taboada
  • Aaditya Ramdas
  • Edward Kennedy

The average treatment effect, which is the difference in expectation of the counterfactuals, is probably the most popular target effect in causal inference with binary treatments. However, treatments may have effects beyond the mean, for instance decreasing or increasing the variance. We propose a new kernel-based test for distributional effects of the treatment. It is, to the best of our knowledge, the first kernel-based, doubly-robust test with provably valid type-I error. Furthermore, our proposed algorithm is computationally efficient, avoiding the use of permutations.

NeurIPS Conference 2022 Conference Paper

Doubly Robust Counterfactual Classification

  • Kwangho Kim
  • Edward Kennedy
  • Jose Zubizarreta

We study counterfactual classification as a new tool for decision-making under hypothetical (contrary to fact) scenarios. We propose a doubly-robust nonparametric estimator for a general counterfactual classifier, where we can incorporate flexible constraints by casting the classification problem as a nonlinear mathematical program involving counterfactuals. We go on to analyze the rates of convergence of the estimator and provide a closed-form expression for its asymptotic distribution. Our analysis shows that the proposed estimator is robust against nuisance model misspecification, and can attain fast $\sqrt{n}$ rates with tractable inference even when using nonparametric machine learning approaches. We study the empirical performance of our methods by simulation and apply them for recidivism risk prediction.

NeurIPS Conference 2020 Conference Paper

Counterfactual Predictions under Runtime Confounding

  • Amanda Coston
  • Edward Kennedy
  • Alexandra Chouldechova

Algorithms are commonly used to predict outcomes under a particular decision or intervention, such as predicting likelihood of default if a loan is approved. Generally, to learn such counterfactual prediction models from observational data on historical decisions and corresponding outcomes, one must measure all factors that jointly affect the outcome and the decision taken. Motivated by decision support applications, we study the counterfactual prediction task in the setting where all relevant factors are captured in the historical data, but it is infeasible, undesirable, or impermissible to use some such factors in the prediction model. We refer to this setting as runtime confounding. We propose a doubly-robust procedure for learning counterfactual prediction models in this setting. Our theoretical analysis and experimental results suggest that our method often outperforms competing approaches. We also present a validation procedure for evaluating the performance of counterfactual prediction methods.

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