Estimating Long-term Heterogeneous Dose-response Curve: Generalization Bound Leveraging Optimal Transport Weights

Estimation of heterogeneous long-term treatment effects (HLTEs) is relevant for personalized decision-making in marketing, economics, and medicine, where short-term observational datasets are often combined with long-term observational datasets. However, HLTE estimation is challenging due to limited overlap in treatment assignments or in long-term outcomes for certain subpopulations, which can lead to unstable HLTE estimates with large finite-sample variance. To address this challenge, we introduce the LT-O-learners (Long-Term Orthogonal Learners), a set of novel orthogonal learners for HLTE estimation in the canonical HLTE setting with surrogacy. The key idea of our LT-O-learners is to retarget the loss via custom overlap weights that downweight low-overlap samples. We show that the retargeted loss recovers the true HLTE pointwise and satisfies Neyman-orthogonality. We further prove two key theoretical results: (i) The nuisance error enters the error bound only through higher-order terms, which means our learners are robust to nuisance estimation error. (ii) Under a linear function class, the retargeting effectively controls the asymptotic variance of the HLTE estimator via the overlap weights in low-overlap regimes. We conduct experiments on synthetic and real-world datasets to confirm the theoretical properties of our LT-O-learners, particularly robustness in low-overlap regimes. To our knowledge, ours are the first orthogonal learners for HLTE estimation robust to low overlap in long-term settings.

Estimating potential outcomes under alternative treatment sequences is essential for personalized decision-making, but remains challenging with high-dimensional covariates and time-varying confounding. In this study, we propose HiSTOR (High-dimensional Structured Treatment-Outcome Representation), an end-to-end framework that integrates nonlinear dimension reduction with longitudinal counterfactual prediction. The central idea is to learn structured low-dimensional representations of both current patient states and evolving histories, according to their shared and distinct relationships with treatment assignment and outcomes. This extends latent-space covariate adjustment to longitudinal settings, jointly addressing covariate dimensionality and historical complexity. The resulting framework supports one-step and multi-step outcome prediction under specified treatment sequences. Experiments on CVSim and CancerSim demonstrate the superiority of HiSTOR across varying covariate dimensions, confounding strengths, and prediction horizons compared to state-of-the-art methods. To sum up, HiSTOR offers a unified approach to connecting high-dimensional covariate adjustment with longitudinal potential-outcome prediction.

We study the problem of estimating the effect function for a continuous treatment, which maps each treatment value to a population-averaged outcome. A central challenge in this setting is confounding: treatment assignment often depends on covariates, creating selection bias that makes direct regression of the response on treatment unreliable. To address this issue, we propose a two-stage kernel ridge regression method. In the first stage, we learn a model for the response as a function of both treatment and covariates; in the second stage, we use this model to construct pseudo-outcomes that correct for distribution shift, and then fit a second model to estimate the treatment effect. Although the response varies with both treatment and covariates, the induced effect function obtained by averaging over covariates is typically much simpler, and our estimator adapts to this structure. Our optimal learning bounds are achieved without estimating the conditional treatment density, thereby bypassing a major bottleneck in existing methods. Furthermore, we introduce a fully data-driven model selection procedure that achieves provable adaptivity to both the unknown degree of overlap and the spectral decay of the underlying kernel.