Search Results for author: Anish Agarwal

Found 21 papers, 6 papers with code

Doubly Robust Inference in Causal Latent Factor Models

no code implementations18 Feb 2024 Alberto Abadie, Anish Agarwal, Raaz Dwivedi, Abhin Shah

This article introduces a new estimator of average treatment effects under unobserved confounding in modern data-rich environments featuring large numbers of units and outcomes.

Imputation Matrix Completion

Incentive-Aware Synthetic Control: Accurate Counterfactual Estimation via Incentivized Exploration

no code implementations26 Dec 2023 Daniel Ngo, Keegan Harris, Anish Agarwal, Vasilis Syrgkanis, Zhiwei Steven Wu

We consider the setting of synthetic control methods (SCMs), a canonical approach used to estimate the treatment effect on the treated in a panel data setting.

counterfactual valid

Estimating the Value of Evidence-Based Decision Making

no code implementations21 Jun 2023 Alberto Abadie, Anish Agarwal, Guido Imbens, Siwei Jia, James McQueen, Serguei Stepaniants

Business/policy decisions are often based on evidence from randomized experiments and observational studies.

Decision Making

Synthetic Combinations: A Causal Inference Framework for Combinatorial Interventions

1 code implementation NeurIPS 2023 Abhineet Agarwal, Anish Agarwal, Suhas Vijaykumar

Our goal is to learn unit-specific potential outcomes for any combination of these $p$ interventions, i. e., $N \times 2^p$ causal parameters.

Causal Inference Experimental Design

Strategyproof Decision-Making in Panel Data Settings and Beyond

no code implementations25 Nov 2022 Keegan Harris, Anish Agarwal, Chara Podimata, Zhiwei Steven Wu

Unlike this classical setting, we permit the units generating the panel data to be strategic, i. e. units may modify their pre-intervention outcomes in order to receive a more desirable intervention.

Decision Making Econometrics

Network Synthetic Interventions: A Causal Framework for Panel Data Under Network Interference

no code implementations20 Oct 2022 Anish Agarwal, Sarah H. Cen, Devavrat Shah, Christina Lee Yu

We propose an estimator, Network Synthetic Interventions (NSI), and show that it consistently estimates the mean outcomes for a unit under an arbitrary set of counterfactual treatments for the network.

counterfactual

Synthetic Blip Effects: Generalizing Synthetic Controls for the Dynamic Treatment Regime

no code implementations20 Oct 2022 Anish Agarwal, Vasilis Syrgkanis

Our work avoids the combinatorial explosion in the number of units that would be required by a vanilla application of prior synthetic control and synthetic intervention methods in such dynamic treatment regime settings.

CausalSim: A Causal Framework for Unbiased Trace-Driven Simulation

1 code implementation5 Jan 2022 Abdullah Alomar, Pouya Hamadanian, Arash Nasr-Esfahany, Anish Agarwal, Mohammad Alizadeh, Devavrat Shah

Key to CausalSim is mapping unbiased trace-driven simulation to a tensor completion problem with extremely sparse observations.

Causal Inference

Causal Matrix Completion

no code implementations30 Sep 2021 Anish Agarwal, Munther Dahleh, Devavrat Shah, Dennis Shen

In particular, we establish entry-wise, i. e., max-norm, finite-sample consistency and asymptotic normality results for matrix completion with MNAR data.

Matrix Completion Recommendation Systems

PerSim: Data-Efficient Offline Reinforcement Learning with Heterogeneous Agents via Personalized Simulators

no code implementations NeurIPS 2021 Anish Agarwal, Abdullah Alomar, Varkey Alumootil, Devavrat Shah, Dennis Shen, Zhi Xu, Cindy Yang

We consider offline reinforcement learning (RL) with heterogeneous agents under severe data scarcity, i. e., we only observe a single historical trajectory for every agent under an unknown, potentially sub-optimal policy.

Offline RL reinforcement-learning +1

Single Image Super-Resolution using Residual Channel Attention Network

1 code implementation8 Feb 2021 Hritam Basak, Rohit Kundu, Anish Agarwal, Shreya Giri

In this paper, we propose a deep learning-based approach for the problem, wherein we use a fully convolutional attention network coupled with residual in the residual block (RIR), Residual Channel Attention Block (RCAB), and long and short skip connections.

Face Recognition Image Super-Resolution

On Model Identification and Out-of-Sample Prediction of Principal Component Regression: Applications to Synthetic Controls

1 code implementation27 Oct 2020 Anish Agarwal, Devavrat Shah, Dennis Shen

To the best of our knowledge, our prediction guarantees for the fixed design setting have been elusive in both the high-dimensional error-in-variables and synthetic controls literatures.

On Multivariate Singular Spectrum Analysis and its Variants

no code implementations24 Jun 2020 Anish Agarwal, Abdullah Alomar, Devavrat Shah

We introduce and analyze a variant of multivariate singular spectrum analysis (mSSA), a popular time series method to impute and forecast a multivariate time series.

Imputation Time Series +1

Synthetic Interventions

no code implementations13 Jun 2020 Anish Agarwal, Devavrat Shah, Dennis Shen

Towards this, we present a causal framework, synthetic interventions (SI), to infer these $N \times D$ causal parameters while only observing each of the $N$ units under at most two interventions, independent of $D$.

Two Burning Questions on COVID-19: Did shutting down the economy help? Can we (partially) reopen the economy without risking the second wave?

no code implementations30 Apr 2020 Anish Agarwal, Abdullah Alomar, Arnab Sarker, Devavrat Shah, Dennis Shen, Cindy Yang

In essence, the method leverages information from different interventions that have already been enacted across the world and fits it to a policy maker's setting of interest, e. g., to estimate the effect of mobility-restricting interventions on the U. S., we use daily death data from countries that enforced severe mobility restrictions to create a "synthetic low mobility U. S." and predict the counterfactual trajectory of the U. S. if it had indeed applied a similar intervention.

counterfactual

Augmented Q Imitation Learning (AQIL)

1 code implementation31 Mar 2020 Xiao Lei Zhang, Anish Agarwal

The study of unsupervised learning can be generally divided into two categories: imitation learning and reinforcement learning.

Imitation Learning Q-Learning +2

tspDB: Time Series Predict DB

no code implementations17 Mar 2019 Anish Agarwal, Abdullah Alomar, Devavrat Shah

Computationally, tspDB is 59-62x and 94-95x faster compared to LSTM and DeepAR in terms of median ML model training time and prediction query latency, respectively.

Imputation Prediction Intervals +2

On Robustness of Principal Component Regression

no code implementations NeurIPS 2019 Anish Agarwal, Devavrat Shah, Dennis Shen, Dogyoon Song

As an important contribution to the Synthetic Control literature, we establish that an (approximate) linear synthetic control exists in the setting of a generalized factor model; traditionally, the existence of a synthetic control needs to be assumed to exist as an axiom.

Art Analysis Causal Inference +3

Model Agnostic Time Series Analysis via Matrix Estimation

1 code implementation25 Feb 2018 Anish Agarwal, Muhammad Jehangir Amjad, Devavrat Shah, Dennis Shen

In effect, this generalizes the widely used Singular Spectrum Analysis (SSA) in time series literature, and allows us to establish a rigorous link between time series analysis and matrix estimation.

Imputation regression +2

Online Convex Optimization Using Predictions

no code implementations25 Apr 2015 Niangjun Chen, Anish Agarwal, Adam Wierman, Siddharth Barman, Lachlan L. H. Andrew

Making use of predictions is a crucial, but under-explored, area of online algorithms.

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