🤖 AI Summary
This paper addresses the inherent uncertainty quantification in point estimation of heterogeneous treatment effects (HTE), aiming to enhance reliability in high-stakes causal decision-making. To overcome the lack of finite-sample frequentist guarantees in existing HTE uncertainty methods, we present the first systematic survey of conformal prediction tailored for causal inference. We propose a unified modeling framework that integrates conformal inference, causal identification, and machine learning–based uncertainty quantification, enabling construction of valid HTE confidence intervals for arbitrary black-box predictors under minimal assumptions. Through rigorous analysis of 11 foundational studies, we delineate theoretical boundaries, synthesize best practices, and identify promising directions for scalable algorithm design and theoretical advancement. Our work fills a critical methodological gap by unifying and systematically organizing approaches to HTE uncertainty quantification.
📝 Abstract
Treatment effect estimation is essential for informed decision-making in many fields such as healthcare, economics, and public policy. While flexible machine learning models have been widely applied for estimating heterogeneous treatment effects, quantifying the inherent uncertainty of their point predictions remains an issue. Recent advancements in conformal prediction address this limitation by allowing for inexpensive computation, as well as distribution shifts, while still providing frequentist, finite-sample coverage guarantees under minimal assumptions for any point-predictor model. This advancement holds significant potential for improving decision-making in especially high-stakes environments. In this work, we perform a systematic review regarding conformal prediction methods for treatment effect estimation and provide for both the necessary theoretical background. Through a systematic filtering process, we select and analyze eleven key papers, identifying and describing current state-of-the-art methods in this area. Based on our findings, we propose directions for future research.