Treatment Effects in Extreme Regimes
Understanding treatment effects in extreme regimes is important for characterizing risks associated with different interventions. This is hindered by the unavailability of counterfactual outcomes and the rarity and difficulty of collecting extreme data in practice. To address this issue, we propose a new framework based on extreme value theory for estimating treatment effects in extreme regimes. We quantify these effects using variations in tail decay rates of potential outcomes in the presence and absence of treatments. We establish algorithms for calculating these quantities and develop related theoretical results. We demonstrate the efficacy of our approach on various standard synthetic and semi-synthetic datasets.
PDF AbstractTasks
Datasets
Results from the Paper
Submit
results from this paper
to get state-of-the-art GitHub badges and help the
community compare results to other papers.
Methods
No methods listed for this paper. Add
relevant methods here
