Inverse Probability Weighting

Inverse probability weighting (IPW) is a statistical technique used to estimate causal effects by adjusting for confounding variables, primarily in observational studies where random assignment isn't possible. Current research focuses on improving IPW's robustness and efficiency, particularly in high-dimensional data and scenarios with interference between units, using methods like Pareto-smoothed weighting and marginalized importance weights. These advancements are crucial for reliable causal inference in diverse fields, including personalized medicine, recommender systems, and causal inference in general, where observational data is prevalent and accurate causal effect estimation is critical.

Papers