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title abstract layout series publisher issn id month tex_title firstpage lastpage page order cycles bibtex_author author date address container-title volume genre issued pdf extras
Policy Analysis using Synthetic Controls in Continuous-Time
Counterfactual estimation using synthetic controls is one of the most successful recent methodological developments in causal inference. Despite its popularity, the current description only considers time series aligned across units and synthetic controls expressed as linear combinations of observed control units. We propose a continuous-time alternative that models the latent counterfactual path explicitly using the formalism of controlled differential equations. This model is directly applicable to the general setting of irregularly-aligned multivariate time series and may be optimized in rich function spaces – thereby improving on some limitations of existing approaches.
inproceedings
Proceedings of Machine Learning Research
PMLR
2640-3498
bellot21a
0
Policy Analysis using Synthetic Controls in Continuous-Time
759
768
759-768
759
false
Bellot, Alexis and van der Schaar, Mihaela
given family
Alexis
Bellot
given prefix family
Mihaela
van der
Schaar
2021-07-01
Proceedings of the 38th International Conference on Machine Learning
139
inproceedings
date-parts
2021
7
1