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Double Machine Learning for Causal Inference under Shared-State Interference

Chris Hays, Manish Raghavan

arXiv 10 Apr 2025 · Statistics — Machine Learning

arXiv:2504.08836 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Researchers and practitioners often wish to measure treatment effects in settings where units interact via markets and recommendation systems. In these settings, units are affected by certain shared states, like prices, algorithmic recommendations or social signals. We formalize this structure, calling it shared-state interference, and argue that our formulation captures many relevant applied settings. Our key modeling assumption is that individuals' potential outcomes are independent conditional on the shared state. We then prove an extension of a double machine learning (DML) theorem providing conditions for achieving efficient inference under shared-state interference. We also instantiate our general theorem in several models of interest where it is possible to efficiently estimate the average direct effect (ADE) or global average treatment effect (GATE).

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49
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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1V. Chernozhukov, D. Chetverikov, M. Demirer, E. Duflo, C. Hansen, W.… (2018) Double/debiased machine learning for treatment and structural parameters0.94419584%
2I. Bojinov, D. Simchi-Levi, and J. Zhao (2009) Design and Analysis of Switchback Experiments, Apr. 20220.87462100%
3D. Ballinari and A. Wehrli (2024) Semiparametric inference for impulse response functions using double/debiased machine learning, Nov. 20240.8434475%
4V. F. Farias, H. Li, T. Peng, X. Ren, H. Zhang, and A. Zheng (2023) Correcting for Interference in Experiments: A Case Study at Douyin, May 20230.81142100%
5R. Johari, H. Li, I. Liskovich, and G. Weintraub (2021) Experimental Design in Two-Sided Platforms: An Analysis of Bias, 20210.81142100%
6S. Li, R. Johari, X. Kuang, and S. Wager (2024) Experimenting under Stochastic Congestion, Oct. 20240.81142100%
7E. Munro (2024) Causal Inference under Interference through Designed Markets0.7374275%
8S. Wager (2024) Causal Inference: A Statistical Learning Approach0.73732100%
9V. F. Farias, A. A. Li, T. Peng, and A. Zheng (2022) Markovian Interference in Experiments, June 20220.64441100%
10S. Meyn and R. L. Tweedie (2009) Markov Chains and Stochastic Stability0.6443267%

Showing the top 10 of 49 scored citations.