Causal Forest / GRF

• Causal Tree
• Casual Forest
• Generalized Random Forest (GRF)
• CausalBART
• KeRF: Random ForestはKernel

参考¶

• Susan Atheyらの講義資料：Estimation of Heterogeneous Treatment Effects

• Wager, S., & Athey, S. (2015). Estimation and inference of heterogeneous treatment effects using random forests. arXiv preprint arXiv: 151004342.

  • 関連：Wager, S. (2014). Asymptotic theory for random forests. arXiv preprint arXiv:1405.0352.

応用¶

• Athey, S., & Wager, S. (2019). Estimating treatment effects with causal forests: An application. Observational Studies, 5(2), 37-51.

• Sverdrup, E., Petukhova, M., & Wager, S. (2024). Estimating Treatment Effect Heterogeneity in Psychiatry: A Review and Tutorial with Causal Forests.