Joint Non-parametric Point Process model for Treatments and Outcomes: Counterfactual Time-series Prediction Under Policy Interventions. (arXiv:2209.04142v2 [cs.LG] UPDATED)

Policy makers need to predict the progression of an outcome before adopting a
new treatment policy, which defines when and how a sequence of treatments
affecting the outcome occurs in continuous time. Commonly, algorithms that
predict interventional future outcome trajectories take a fixed sequence of
future treatments as input. This either neglects the dependence of future
treatments on outcomes preceding them or implicitly assumes the treatment
policy is known, and hence excludes scenarios where the policy is unknown or a …

arxiv non-parametric parametric policy prediction process series