Sinkhorn Treatment Effects: A Causal Optimal Transport Measure

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Autori principali: Agarwal, Medha, Luedtke, Alex
Natura: Preprint
Pubblicazione: 2026
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author Agarwal, Medha
Luedtke, Alex
author_facet Agarwal, Medha
Luedtke, Alex
contents We introduce the Sinkhorn treatment effect, an entropic optimal transport measure of divergence between counterfactual distributions. Unlike classical quantities such as the average treatment effect, this measure captures differences across entire distributions. We analyze this divergence as a statistical functional and show it can be written as a smooth transformation of counterfactual mean embeddings with an appropriate kernel. This characterization allows us to establish first-order pathwise differentiability in general, and second-order pathwise differentiability under the null hypothesis of equal counterfactual distributions. Leveraging this smoothness, we construct debiased estimators and use them to obtain asymptotically valid tests for distributional treatment effects with a fixed entropic regularization parameter. Because the power of the test depends on this unknown parameter, we further propose an aggregated test that combines evidence across a grid of regularization choices. Experiments on simulated and image data demonstrate the practical advantages of our estimator and testing procedure.
format Preprint
id arxiv_https___arxiv_org_abs_2605_08485
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Sinkhorn Treatment Effects: A Causal Optimal Transport Measure
Agarwal, Medha
Luedtke, Alex
Machine Learning
Statistics Theory
Methodology
We introduce the Sinkhorn treatment effect, an entropic optimal transport measure of divergence between counterfactual distributions. Unlike classical quantities such as the average treatment effect, this measure captures differences across entire distributions. We analyze this divergence as a statistical functional and show it can be written as a smooth transformation of counterfactual mean embeddings with an appropriate kernel. This characterization allows us to establish first-order pathwise differentiability in general, and second-order pathwise differentiability under the null hypothesis of equal counterfactual distributions. Leveraging this smoothness, we construct debiased estimators and use them to obtain asymptotically valid tests for distributional treatment effects with a fixed entropic regularization parameter. Because the power of the test depends on this unknown parameter, we further propose an aggregated test that combines evidence across a grid of regularization choices. Experiments on simulated and image data demonstrate the practical advantages of our estimator and testing procedure.
title Sinkhorn Treatment Effects: A Causal Optimal Transport Measure
topic Machine Learning
Statistics Theory
Methodology
url https://arxiv.org/abs/2605.08485