Smooth Multi-Policy Causal Effect Estimation in Longitudinal Settings
Not on the map. Why?
Abstract (arXiv)
Comparative evaluation of multiple dynamic treatment policies is essential for healthcare and policy decisions, yet conventional longitudinal causal inference methods estimate each in isolation, preventing information sharing across counterfactuals. We demonstrate that this separate estimation paradigm induces a structurally uncontrolled second-order bias, inflating finite-sample variance even after standard debiasing with longitudinal targeted maximum likelihood estimation(LTMLE). To address this, we propose a policy-aware reparameterization of Iterative Conditional Expectation (ICE) Q-functions that enables joint estimation through shared representations. We implement this approach in the Policy-Encoded Q Network (PEQ-Net), an architecture centered on a shared policy encoder. The encoder is trained using kernel mean embeddings, ensuring that the learned representation space reflects population-level policy dissimilarities. After applying an LTMLE correction step, we prove this design imposes a structural constraint on the second-order remainder, thereby stabilizing finite-sample variance. Experiments on semi-synthetic datasets demonstrate that PEQ-Net consistently outperforms existing ICE-based methods, achieving substantial reductions in root-mean-square error, particularly when evaluating closely related policies.
Key facts. No citing papers in the map yet (data through 14 Oct 2026). Builds on 31 of its 77 references that are in the map. First posted on arXiv 14 May 2026.
Builds on
31 of 77 references.
References · 31
- 2015Doubly Robust Off-policy Value Evaluation for Reinforcement Learningcited by 339
- 2016Data-Efficient Off-Policy Policy Evaluation for Reinforcement Learningcited by 286
- 2019Batch Policy Learning under Constraintscited by 244
- 2018Breaking the Curse of Horizon: Infinite-Horizon Off-Policy Estimationcited by 227
- 2020Estimating Counterfactual Treatment Outcomes over Time Through Adversarially Balanced Representationscited by 155
- 2018More Robust Doubly Robust Off-policy Evaluationcited by 141
- 2022Causal Transformer for Estimating Counterfactual Outcomescited by 123
- 2019MIMIC-Extract: A Data Extraction, Preprocessing, and Representation Pipeline for MIMIC-IIIcited by 122
- 2019Empirical Study of Off-Policy Policy Evaluation for Reinforcement Learningcited by 121
- 2020Minimax-Optimal Off-Policy Evaluation with Linear Function Approximationcited by 120
- 2019Towards Optimal Off-Policy Evaluation for Reinforcement Learning with Marginalized Importance Samplingcited by 119
- 2019Double Reinforcement Learning for Efficient Off-Policy Evaluation in Markov Decision Processescited by 119
19 more
- 2017FALKON: An Optimal Large Scale Kernel Methodcited by 84
- 2022Continuous-Time Modeling of Counterfactual Outcomes Using Neural Controlled Differential Equationscited by 59
- 2015Fast Two-Sample Testing with Analytic Representations of Probability Measurescited by 53
- 2018Importance Sampling Policy Evaluation with an Estimated Behavior Policycited by 34
- 2022Estimating average causal effects from patient trajectoriescited by 29
- 2019Importance Resampling for Off-policy Predictioncited by 26
- 2021A Deep Reinforcement Learning Approach to Marginalized Importance Sampling with the Successor Representationcited by 19
- 2024Model-agnostic meta-learners for estimating heterogeneous treatment effects over timecited by 19
- 2019More Efficient Off-Policy Evaluation through Regularized Targeted Learningcited by 17
- 2020Non-parametric causal effects based on longitudinal modified treatment policiescited by 14
- 2024Longitudinal Targeted Minimum Loss-based Estimation with Temporal-Difference Heterogeneous Transformercited by 10
- 2024IGC-Net for conditional average potential outcome estimation over timecited by 10
- 2022Low Variance Off-policy Evaluation with State-based Importance Samplingcited by 5
- 2023Kernel Debiased Plug-in Estimation: Simultaneous, Automated Debiasing without Influence Functions for Many Target Parameterscited by 5
- 2025GST-UNet: A Neural Framework for Spatiotemporal Causal Inference with Time-Varying Confoundingcited by 5
- 2021State Relevance for Off-Policy Evaluationcited by 3
- 2024Deep Learning Methods for the Noniterative Conditional Expectation G-Formula for Causal Inference from Complex Observational Datacited by 3
- 2024Estimating the treatment effect over time under general interference through deep learner integrated TMLEcited by 3
- 2025Optimal Adjustment Sets for Nonparametric Estimation of Weighted Controlled Direct Effectcited by 1
Built on by
Not cited yet.