Estimating Aleatoric Uncertainty in the Causal Treatment Effect
This addresses the lack of focus on variability in causal inference, providing tools for uncertainty quantification in treatment responses, though it is incremental as it builds on existing causal frameworks.
The paper tackles the problem of estimating aleatoric uncertainty in individual treatment effects by introducing variance of treatment effect (VTE) and conditional variance of treatment effect (CVTE) as identifiable measures, and proposes nonparametric kernel-based estimators with theoretical convergence guarantees.
Previous work on causal inference has primarily focused on averages and conditional averages of treatment effects, with significantly less attention on variability and uncertainty in individual treatment responses. In this paper, we introduce the variance of the treatment effect (VTE) and conditional variance of treatment effect (CVTE) as the natural measure of aleatoric uncertainty inherent in treatment responses, and we demonstrate that these quantities are identifiable from observed data under mild assumptions, even in the presence of unobserved confounders. We further propose nonparametric kernel-based estimators for VTE and CVTE, and our theoretical analysis establishes their convergence. We also test the performance of our method through extensive empirical experiments on both synthetic and semi-simulated datasets, where it demonstrates superior or comparable performance to naive baselines.