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Alexander Volfovsky

Publications and source records attributed to Alexander Volfovsky.

At least 19 recordsLinked to original sources
arXiv2026

The Confounder Trap: Treatment-Encoding Representations in Causal Inference with Text

Estimating causal effects of linguistic properties from observational text is difficult because the same document can contain both the treatment of interest and the non-treatment textual attributes needed for adjustment. Existing approaches often learn representations from the full text to capture latent confounding, but when treatment status is itself encoded by words in the text, these representations can directly encode treatment. This creates a confounder trap: richer representations can make treated and control documents separable, inducing overlap violations even when the underlying causal problem satisfies overlap. We study latent text treatments that are encoded through lexicons or other treatment-defining lexical information, and propose masking-based adjustment representations that remove this lexical treatment signal before representation learning. We formalize representation-induced overlap failure, prove that deletion masking preserves overlap for bag-of-words/topic-model representations, and characterize replacement masking as a natural relaxation for large language models that hides treatment-defining tokens while preserving word order and context. Across simulations, masking improves overlap diagnostics, stabilizes treatment effect estimates, and reduces bias relative to adjustment methods that learn from the unmasked text.

stat.ME↗
arXiv2026

Towards Optimal Estimators for Randomized Control Trials

Randomized controlled trials (RCTs) are fundamental tools for causal inference across technology companies, pharmaceutical research, and federal agencies. While the standard difference-in-means estimator provides unbiased treatment effect estimates, it often lacks precision, particularly when treatment effects are heterogeneous or outcomes exhibit heavy-tailed distributions. Although numerous precision-enhancing methods exist---from covariate adjustment techniques to variance reduction strategies---recent research demonstrates that no single estimator performs optimally across all datasets. Rather than seeking the best estimator for individual RCTs, which risks compromising scientific validity through convenient selection, we propose a principled framework for identifying optimal estimators within families of RCTs based on specific analytical goals. Our approach uses sample splitting to estimate the distribution of evaluation metrics (e.g., mean squared error, regret) across RCT families, enabling systematic comparisons between estimators while maintaining asymptotic guarantees. We demonstrate this framework using a sample of Amazon's Supply Chain Optimization Technology trials and the Strengthening Democracy Challenge dataset (25 interventions). Results reveal that optimal estimators vary significantly by analytical objective: weighted least squares performs best for inference goals, while difference-in-means minimizes regret for decision-making contexts. This work provides actionable guidance for estimator selection while preserving methodological rigor across diverse research applications.

stat.AP↗
arXiv2026

Mind the Sim-to-Real Gap & Think Like a Scientist

Suppose a planner has a pre-trained simulator of a sequential decision problem and the option to run real experiments in the field. The simulator is cheap to query but inherits confounding and drift from its calibration data. Experimentation is unbiased but consumes one real unit per trial. We study when, and how, the planner should supplement the simulator with experiments. We give three results. First, an extended simulation lemma decomposes the simulator's value error into a calibration--deployment shift that randomization can identify and a parametric residual that no further interaction can reduce. Second, the value gap between the simulator-optimal policy and the optimum splits into a local component, on states the deployed policy already visits, and a reachability component, on states it does not. The reachability component stays bounded away from zero at any horizon under purely passive learning. Third, we propose Fisher-SEP, a simulation-aided experimental policy (SEP) that minimizes the posterior predictive variance of a target policy's value, with reward-only and transition-only specializations. Two case studies illustrate the regimes. In a vending-machine supply chain, front-loaded experimentation overtakes posterior updating once the horizon is long enough to amortize the pilot. In an HIV mobile-testing example with a corridor that separates a well-surveilled region from a poorly-surveilled one, only designed exploration reaches the poorly-surveilled region.

cs.AI↗
arXiv2026

Adaptive Policy Learning Under Unknown Network Interference

Adaptive experimentation under unknown network interference requires solving two coupled problems: (i) learning the underlying dynamics of interference among units and (ii) using these dynamics to inform treatment allocation in order to maximize a cumulative outcome of interest (e.g. revenue). Existing adaptive experimentation methods either assume the interference network is fully known or bypass the network by operating on coarse cluster-level randomizations. We develop a Thompson sampling algorithm that jointly learns the interference network and adaptively optimizes individual-level treatment allocations via a Gibbs sampler. The algorithm returns both an optimized treatment policy and an estimate of the interference network; the latter supports downstream causal analyses such as estimation of direct, indirect, and total treatment effects. For additive spillover models, we show that total reward is linear in the treatment vector with coefficients given by an $n$-dimensional latent score. We prove a Bayesian regret bound of order $\sqrt{nT \cdot B \log(en/B)}$ for exact posterior sampling; empirically, our Gibbs-based approximate sampler achieves regret consistent with this rate and remains sublinear when the additive spillovers assumption is violated. For general Neighborhood Interference, where this reduction is unavailable, we analyze an explore-then-commit variant with $O(n^2 \log T)$ graph-discovery cost. An information-theoretic $\Omega(n \log T)$ lower bound complements both results. Empirically, our method achieves more than an order-of-magnitude reduction in regret in head-to-head comparisons. On two real-world networks, the algorithm achieves sublinear regret and yields downstream effect estimates with small RMSE relative to the truth.

stat.ML↗
arXiv2026

DARTS: Targeting Prognostic Covariates in Budget-Constrained Sequential Experiments

Randomized controlled trials typically assume that prognostic covariates are known and available at no cost. In practice, obtaining high-dimensional pretreatment data is costly, forcing a trade-off between covariate-adaptive precision and a measurement budget. We introduce Dynamic Adaptive Rerandomization via Thompson Sampling (DARTS), which treats covariate acquisition as a sequential optimization problem embedded within a design-based causal inference task. A budgeted combinatorial Thompson sampler learns which covariates are most prognostic across successive batches; selected covariates then drive rerandomization and regression adjustment to reduce batch-level average treatment effect variance. Our primary theoretical contribution is a decoupling result: adaptive covariate selection based on past batches preserves batch-level randomization validity, and the cumulative inverse-variance weighted estimator achieves at least nominal asymptotic coverage. We further derive a Bayes risk bound for the acquisition layer that matches the minimax lower bound up to logarithmic factors. Empirically, DARTS systematically concentrates the budget on informative features, significantly closing the efficiency gap to oracle designs while maintaining strict inferential validity.

stat.ML↗
arXiv2026

Optimal Data Integration and Adaptive Sampling for Efficient Treatment Effect Estimation

This study addresses the challenge of estimating average treatment effects (ATEs) for advertising campaigns in online marketplaces where complete randomized experimentation is infeasible. We propose two key innovations: (1) a shrinkage estimator that optimally combines observational and experimental data without assuming smooth treatment effects across campaigns, and (2) a Bayesian adaptive experimental design framework that efficiently selects campaigns for randomized evaluation that minimizes cumulative risk. Our shrinkage estimator achieves lower risk compared to existing methods by balancing bias-variance tradeoffs, while our adaptive design significantly reduces the costs of campaign randomization. We establish theoretical guarantees including asymptotic normality and regret bounds. In an application to Amazon Ads data analyzing 2,583 campaigns, our approach achieves equivalent estimation precision while requiring only half of the randomized experiments needed by random sampling, the standard method widely used in practice today. The proposed method serves as a practical solution for marketplace platforms to efficiently measure advertising effectiveness while managing experimentation costs.

stat.ME↗
arXiv2026

TEA-Time: Transporting Effects Across Time

Treatment effects estimated from a randomized controlled trial are local not only to the study population but also to the time at which the trial was conducted. The literature on generalizing experimental findings to new populations is extensive, yet transporting effects across time has received far less attention, and even defining the target estimand is nonobvious. We formalize the transported average treatment effect under a separable temporal effects assumption, derive two identification strategies: replicated trials and common arm, and develop doubly robust, semiparametrically efficient estimators for each. Applied to a large archive of headline A/B tests, the common arm strategy is substantially more precise but exhibits systematic bias when the temporal factor depends on the gap between intervention and measurement rather than on measurement time alone, while the replicated trials strategy, which allows this dependence, tracks the ground truth more faithfully. Simulation studies investigate when each strategy is reliable and when it silently fails.

stat.ME↗
arXiv2026

Can Platform Design Encourage Curiosity? Evidence from an Independent Social Media Experiment

Social media platforms are often criticized for fostering antisocial behavior rather than prosocial behavior. Yet, testing interventions to encourage prosocial dispositions, such as open-mindedness, has been hindered by researchers' limited ability to manipulate platform features and isolate causal effects in commercial environments. We address this challenge through a randomized controlled trial with 2,282 U.S. adults conducted on a new research platform we developed that uses AI bots to replicate live social media dynamics while enabling controlled experimentation. Participants engaged in 15-minute discussions about energy and climate topics, with treatment groups exposed to curiosity priming either through modified on-platform social norms, interface affordances, or both. Results demonstrate that curiosity priming significantly increased question-asking behavior and textual measures of curiosity in user posts, while also reducing toxicity. Although interventions decreased generic engagement behaviors like liking and commenting, they had no significant negative impact on reported app enjoyment or time spent writing posts and replies. Leveraging experimental control over platform features, our findings suggest that platform designs prioritizing curiosity can promote prosocial behaviors among users without compromising user experience.

cs.SI↗
arXiv2025

A Design-based Solution for Causal Inference with Text: Can a Language Model Be Too Large?

Many social science questions ask how linguistic properties causally affect an audience's attitudes and behaviors. Because text properties are often interlinked (e.g., angry reviews use profane language), we must control for possible latent confounding to isolate causal effects. Recent literature proposes adapting large language models (LLMs) to learn latent representations of text that successfully predict both treatment and the outcome. However, because the treatment is a component of the text, these deep learning methods risk learning representations that actually encode the treatment itself, inducing overlap bias. Rather than depending on post-hoc adjustments, we introduce a new experimental design that handles latent confounding, avoids the overlap issue, and unbiasedly estimates treatment effects. We apply this design in an experiment evaluating the persuasiveness of expressing humility in political communication. Methodologically, we demonstrate that LLM-based methods perform worse than even simple bag-of-words models using our real text and outcomes from our experiment. Substantively, we isolate the causal effect of expressing humility on the perceived persuasiveness of political statements, offering new insights on communication effects for social media platforms, policy makers, and social scientists.

stat.ME↗
arXiv2025

Data Fusion for Partial Identification of Causal Effects

Data fusion techniques integrate information from heterogeneous data sources to improve learning, generalization, and decision making across data sciences. In causal inference, these methods leverage rich observational data to improve causal effect estimation, while maintaining the trustworthiness of randomized controlled trials. Existing approaches often relax the strong no unobserved confounding assumption by instead assuming exchangeability of counterfactual outcomes across data sources. However, when both assumptions simultaneously fail - a common scenario in practice - current methods cannot identify or estimate causal effects. We address this limitation by proposing a novel partial identification framework that enables researchers to answer key questions such as: Is the causal effect positive or negative? and How severe must assumption violations be to overturn this conclusion? Our approach introduces interpretable sensitivity parameters that quantify assumption violations and derives corresponding causal effect bounds. We develop doubly robust estimators for these bounds and operationalize breakdown frontier analysis to understand how causal conclusions change as assumption violations increase. We apply our framework to the Project STAR study, which investigates the effect of classroom size on students' third-grade standardized test performance. Our analysis reveals that the Project STAR results are robust to simultaneous violations of key assumptions, both on average and across various subgroups of interest. This strengthens confidence in the study's conclusions despite potential unmeasured biases in the data.

stat.ME↗
arXiv2025

Scalable Policy Maximization Under Network Interference

Many interventions, such as vaccines in clinical trials or coupons in online marketplaces, must be assigned sequentially without full knowledge of their effects. Multi-armed bandit algorithms have proven successful in such settings. However, standard independence assumptions fail when the treatment status of one individual impacts the outcomes of others, a phenomenon known as interference. We study optimal-policy learning under interference on a dynamic network. Existing approaches to this problem require repeated observations of the same fixed network and struggle to scale in sample size beyond as few as fifteen connected units -- both limit applications. We show that under common assumptions on the structure of interference, rewards become linear. This enables us to develop a scalable Thompson sampling algorithm that maximizes policy impact when a new $n$-node network is observed each round. We prove a Bayesian regret bound that is sublinear in $n$ and the number of rounds. Simulation experiments show that our algorithm learns quickly and outperforms existing methods. The results close a key scalability gap between causal inference methods for interference and practical bandit algorithms, enabling policy optimization in large-scale networked systems.

stat.ML↗
arXiv2025

Reinforcement Learning for Respondent-Driven Sampling

Respondent-driven sampling (RDS) is widely used to study hidden or hard-to-reach populations by incentivizing study participants to recruit their social connections. The success and efficiency of RDS can depend critically on the nature of the incentives, including their number, value, call to action, etc. Standard RDS uses an incentive structure that is set a priori and held fixed throughout the study. Thus, it does not make use of accumulating information on which incentives are effective and for whom. We propose a reinforcement learning (RL) based adaptive RDS study design in which the incentives are tailored over time to maximize cumulative utility during the study. We show that these designs are more efficient, cost-effective, and can generate new insights into the social structure of hidden populations. In addition, we develop methods for valid post-study inference which are non-trivial due to the adaptive sampling induced by RL as well as the complex dependencies among subjects due to latent (unobserved) social network structure. We provide asymptotic regret bounds and illustrate its finite sample behavior through a suite of simulation experiments.

stat.ME↗
arXiv2023

Interpretable Causal Inference for Analyzing Wearable, Sensor, and Distributional Data

Many modern causal questions ask how treatments affect complex outcomes that are measured using wearable devices and sensors. Current analysis approaches require summarizing these data into scalar statistics (e.g., the mean), but these summaries can be misleading. For example, disparate distributions can have the same means, variances, and other statistics. Researchers can overcome the loss of information by instead representing the data as distributions. We develop an interpretable method for distributional data analysis that ensures trustworthy and robust decision-making: Analyzing Distributional Data via Matching After Learning to Stretch (ADD MALTS). We (i) provide analytical guarantees of the correctness of our estimation strategy, (ii) demonstrate via simulation that ADD MALTS outperforms other distributional data analysis methods at estimating treatment effects, and (iii) illustrate ADD MALTS' ability to verify whether there is enough cohesion between treatment and control units within subpopulations to trustworthily estimate treatment effects. We demonstrate ADD MALTS' utility by studying the effectiveness of continuous glucose monitors in mitigating diabetes risks.

cs.LG↗
arXiv2023

Safe and Interpretable Estimation of Optimal Treatment Regimes

Recent statistical and reinforcement learning methods have significantly advanced patient care strategies. However, these approaches face substantial challenges in high-stakes contexts, including missing data, inherent stochasticity, and the critical requirements for interpretability and patient safety. Our work operationalizes a safe and interpretable framework to identify optimal treatment regimes. This approach involves matching patients with similar medical and pharmacological characteristics, allowing us to construct an optimal policy via interpolation. We perform a comprehensive simulation study to demonstrate the framework's ability to identify optimal policies even in complex settings. Ultimately, we operationalize our approach to study regimes for treating seizures in critically ill patients. Our findings strongly support personalized treatment strategies based on a patient's medical history and pharmacological features. Notably, we identify that reducing medication doses for patients with mild and brief seizure episodes while adopting aggressive treatment for patients in intensive care unit experiencing intense seizures leads to more favorable outcomes.

cs.LG↗
arXiv2023

Experimental Designs for Heteroskedastic Variance

Most linear experimental design problems assume homogeneous variance although heteroskedastic noise is present in many realistic settings. Let a learner have access to a finite set of measurement vectors $\mathcal{X}\subset \mathbb{R}^d$ that can be probed to receive noisy linear responses of the form $y=x^{\top}\theta^{\ast}+\eta$. Here $\theta^{\ast}\in \mathbb{R}^d$ is an unknown parameter vector, and $\eta$ is independent mean-zero $\sigma_x^2$-sub-Gaussian noise defined by a flexible heteroskedastic variance model, $\sigma_x^2 = x^{\top}\Sigma^{\ast}x$. Assuming that $\Sigma^{\ast}\in \mathbb{R}^{d\times d}$ is an unknown matrix, we propose, analyze and empirically evaluate a novel design for uniformly bounding estimation error of the variance parameters, $\sigma_x^2$. We demonstrate the benefits of this method with two adaptive experimental design problems under heteroskedastic noise, fixed confidence transductive best-arm identification and level-set identification and prove the first instance-dependent lower bounds in these settings. Lastly, we construct near-optimal algorithms and demonstrate the large improvements in sample complexity gained from accounting for heteroskedastic variance in these designs empirically.

math.ST↗
arXiv2023

A Double Machine Learning Approach to Combining Experimental and Observational Data

Experimental and observational studies often lack validity due to untestable assumptions. We propose a double machine learning approach to combine experimental and observational studies, allowing practitioners to test for assumption violations and estimate treatment effects consistently. Our framework proposes a falsification test for external validity and ignorability under milder assumptions. We provide consistent treatment effect estimators even when one of the assumptions is violated. However, our no-free-lunch theorem highlights the necessity of accurately identifying the violated assumption for consistent treatment effect estimation. Through comparative analyses, we show our framework's superiority over existing data fusion methods. The practical utility of our approach is further exemplified by three real-world case studies, underscoring its potential for widespread application in empirical research.

stat.ME↗
arXiv2023

Identifying World Events in Dynamic International Relations Data Using a Latent Space Model

Dynamic network data have become ubiquitous in social network analysis, with new information becoming available that captures when friendships form, when corporate transactions happen and when countries interact with each other. Flexible and interpretable models are needed in order to properly capture the behavior of individuals in such networks. In this paper, we focus on study the underlying latent space that describes the social properties of a dynamic and directed international relations network of countries. We extend the directed additive and multiplicative effects network model to the continuous time setting by treating the time-evolution of model parameters using Gaussian processes. Importantly we incorporate both time-varying covariates and node-level additive random effects that aid in increasing model realism. We demonstrate the usefulness and flexibility of this model on a longitudinal dataset of formal state visits between the world's 18 largest economies. Not only does the model offer high quality predictive accuracy, but the latent parameters naturally map onto world events that are not directly measured in the data.

stat.AP↗
arXiv2023

Matched Machine Learning: A Generalized Framework for Treatment Effect Inference With Learned Metrics

We introduce Matched Machine Learning, a framework that combines the flexibility of machine learning black boxes with the interpretability of matching, a longstanding tool in observational causal inference. Interpretability is paramount in many high-stakes application of causal inference. Current tools for nonparametric estimation of both average and individualized treatment effects are black-boxes that do not allow for human auditing of estimates. Our framework uses machine learning to learn an optimal metric for matching units and estimating outcomes, thus achieving the performance of machine learning black-boxes, while being interpretable. Our general framework encompasses several published works as special cases. We provide asymptotic inference theory for our proposed framework, enabling users to construct approximate confidence intervals around estimates of both individualized and average treatment effects. We show empirically that instances of Matched Machine Learning perform on par with black-box machine learning methods and better than existing matching methods for similar problems. Finally, in our application we show how Matched Machine Learning can be used to perform causal inference even when covariate data are highly complex: we study an image dataset, and produce high quality matches and estimates of treatment effects.

stat.ME↗