Stefan Wager
Stanford University


Most of the research described below is accompanied by open-source software, available from GitHub. In particular, the R package grf provides tools for statistical estimation with forests, and implements regression, quantile, causal, and instrumental variables forests, along with doubly robust estimators of various causal targets.


Arkhangelsky, Dmitry, Susan Athey, David Hirshberg, Guido Imbens, and Stefan Wager. Synthetic Difference in Differences. [arxiv, software]

Bradic, Jelena, Stefan Wager, and Yinchu Zhu. Sparsity Double Robust Inference of Average Treatment Effects. [arxiv]

Cui, Yifan, Michael Kosorok, Erik Sverdrup, Stefan Wager, and Ruoqing Zhu. Estimating Heterogeneous Treatment Effects with Right-Censored Data via Causal Survival Forests. [arxiv]

Eckles, Dean, Nikolaos Ignatiadis, Stefan Wager, and Han Wu. Noise-Induced Randomization in Regression Discontinuity Designs. [arxiv]

Gur, Yonatan, Ahmadreza Momeni, and Stefan Wager. Smoothness-Adaptive Contextual Bandits. [arxiv]

Hadad, Vitor, David Hirshberg, Ruohan Zhan, Stefan Wager, and Susan Athey. Confidence Intervals for Policy Evaluation in Adaptive Experiments. [arxiv]

Hirshberg, David and Stefan Wager. Augmented Minimax Linear Estimation. [arxiv, software]

Ignatiadis, Nikolaos and Stefan Wager. Bias-Aware Confidence Intervals for Empirical Bayes Analysis. [arxiv, software]

Li, Shuangning and Stefan Wager. Random Graph Asymptotics for Treatment Effect Estimation under Network Interference. [arxiv]

Wager, Stefan and Guenther Walther. Adaptive Concentration of Regression Trees, with Application to Random Forests. [arxiv]

Wager, Stefan and Kuang Xu. Diffusion Asymptotics for Sequential Experiments. [arxiv]

Zhou, Zhengyuan, Susan Athey, and Stefan Wager. Offline Multi-Action Policy Learning: Generalization and Optimization. [arxiv, replication]


Friedberg, Rina, Julie Tibshirani, Susan Athey, and Stefan Wager. Local Linear Forests. Journal of Computational and Graphical Statistics, forthcoming. [arxiv, replication]

Nie, Xinkun, Emma Brunskill, and Stefan Wager. Learning When-to-Treat Policies. Journal of the American Statistical Association, forthcoming. [arxiv, replication]

Nie, Xinkun and Stefan Wager. Quasi-Oracle Estimation of Heterogeneous Treatment Effects. Biometrika, forthcoming. [arxiv, software]

Wager, Stefan. Comment on "Bayesian Regression Tree Models for Causal Inference" by Hahn, Murray and Carvalho. Bayesian Analysis, forthcoming.

Wager, Stefan and Kuang Xu. Experimenting in Equilibrium. Management Science, forthcoming. [arxiv]


Athey, Susan and Stefan Wager. Policy Learning with Observational Data. Econometrica, 89(1), 2021. [paper, arxiv, replication]


Hirshberg, David and Stefan Wager. Debiased Inference of Average Partial Effects in Single-Index Models: Comment on Wooldridge and Zhu. Journal of Business & Economic Statistics, 28, 2020. [paper, arxiv, replication]

Mayer, Imke, Erik Sverdrup, Tobias Gauss, Jean-Denis Moyer, Stefan Wager, and Julie Josse. Doubly robust treatment effect estimation with missing attributes. Annals of Applied Statistics, 14(3), 2020. [paper, arxiv]

Sverdrup, Erik, Ayush Kanodia, Zhengyuan Zhou, Susan Athey, and Stefan Wager. policytree: Policy learning via doubly robust empirical welfare maximization over trees. Journal of Open Source Software, 5(50), 2020. [paper, software]

Wager, Stefan. Cross-Validation, Risk Estimation, and Model Selection: Comment on a Paper by Rosset and Tibshirani. Journal of the American Statistical Association, 115(529), 2020. [paper, arxiv]

Wager, Stefan. Invariance and Causal Inference: Comment on a Paper by Bühlmann. Statistical Science, 35(3), 2020. [paper]


Athey, Susan, Julie Tibshirani, and Stefan Wager. Generalized Random Forests. Annals of Statistics, 47(2), 2019. [paper, arxiv, software]

Athey, Susan and Stefan Wager. Estimating Treatment Effects with Causal Forests: An Application. Observational Studies, 5, 2019. [paper, arxiv, replication]

Ignatiadis, Nikolaos and Stefan Wager. Covariate-Powered Empirical Bayes Estimation. Advances in Neural Information Processing Systems (NeurIPS), 2019. [paper, arxiv, software]

Imbens, Guido and Stefan Wager. Optimized Regression Discontinuity Designs. Review of Economics and Statistics, 101(2), 2019. [paper, arxiv, software]

Wager, Stefan. On Regression Tables for Policy Learning: Comment on a Paper by Jiang, Song, Li, and Zeng. Statistica Sinica, 29(4), 2019. [preprint]


Athey, Susan, Guido Imbens, and Stefan Wager. Approximate Residual Balancing: De-Biased Inference of Average Treatment Effects in High Dimensions. Journal of the Royal Statistical Society: Series B, 80(4), 2018. [paper, arxiv, software]

Dobriban, Edgar and Stefan Wager. High-Dimensional Asymptotics of Prediction: Ridge Regression and Classification. Annals of Statistics, 46(1), 2018. [paper, arxiv, replication]

Miratrix, Luke, Stefan Wager, José Zubizarreta Shape-Constrained Partial Identification of a Population Mean under Unknown Probabilities of Sample Selection. Biometrika, 105(1), 2018. [paper, arxiv, software]

Pryzant, Reid, Kelly Shen, Dan Jurafsky, and Stefan Wager. Deconfounded lexicon induction for interpretable social science. Conference of the North American Chapter of the Association for Computational Linguistics (NAACL), 2018. [paper]

Wager, Stefan and Susan Athey. Estimation and Inference of Heterogeneous Treatment Effects using Random Forests. Journal of the American Statistical Association, 113(523), 2018. [paper, arxiv, replication]


Athey, Susan, Guido Imbens, Thai Pham, and Stefan Wager. Estimating Average Treatment Effects: Supplementary Analyses and Remaining Challenges. American Economic Review: Papers and Proceedings, 107(5), 2017. [paper, arxiv]

Wager, Stefan, William Fithian, and Percy Liang. Data Augmentation via Lévy Processes. Perturbations, Optimization, and Statistics, Tamir Hazan, George Papandreou, and Daniel Tarlow, eds., Chapter 12, 2017. MIT Press, Cambridge, MA. [arxiv, software]


Grazier G'Sell, Max, Stefan Wager, Alexandra Chouldechova, and Robert Tibshirani. Sequential Selection Procedures and False Discovery Rate Control. Journal of the Royal Statistical Society: Series B, 78(2), 2016. [paper, arxiv]

Josse, Julie and Stefan Wager. Bootstrap-Based Regularization for Low-Rank Matrix Estimation. Journal of Machine Learning Research, 17(124), 2016. [paper, arxiv, software]

Josse, Julie, Stefan Wager, and François Husson. Confidence Areas for Fixed-Effects PCA. Journal of Computational and Graphical Statistics, 25(1), 2016. [paper, arxiv, software]

Steinhardt, Jacob, Gregory Valiant, and Stefan Wager. Memory, Communication, and Statistical Queries. Conference on Learning Theory, 2016. [paper, ECCC]

Wager, Stefan. Comments on: A random forest guided tour. TEST, 25(2), 2016 [paper]

Wager, Stefan, Wenfei Du, Jonathan Taylor, and Robert Tibshirani. High-Dimensional Regression Adjustments in Randomized Experiments. Proceedings of the National Academy of Sciences, 113(45), 2016. [paper, arxiv, software]


Chamandy, Nick, Omkar Muralidharan, and Stefan Wager. Teaching Statistics at Google Scale. The American Statistician, 69(4), 2015. [paper, arxiv]

Fithian, William and Stefan Wager. Semiparametric Exponential Families for Heavy-Tailed Data. Biometrika, 102(2), 2015. [paper, arxiv, software]

Wager, Stefan, Alexander Blocker, and Niall Cardin. Weakly Supervised Clustering: Learning Fine-Grained Signals from Coarse Labels. Annals of Applied Statistics, 9(2), 2015. [paper, arxiv]


de Treville, Suzanne, Jeffrey Petty, and Stefan Wager. Economies of Extremes: Lessons from Venture-Capital Decision Making. Journal of Operations Management, 32(6), 2014. [paper, SSRN]

de Treville, Suzanne, Isik Bicer, Valérie Chavez-Demoulin, Verena Hagspiel, Norman Schürhoff, Christophe Tasserit, and Stefan Wager. Valuing Lead Time. Journal of Operations Management, 32(6), 2014. [paper, SSRN]

Lakkam, Milinda, Stefan Wager, Paul H. Wise, and Lawrence M. Wein. Quantifying and Exploiting the Age Dependence in the Effect of Supplementary Food for Child Undernutrition. PLOS ONE, 9(6), 2014. [paper]

Wager, Stefan. A Geometric Approach to Density Estimation with Additive Noise. Statistica Sinica, 24(2), 2014. [paper, pdf, software]

Wager, Stefan. Subsampling Extremes: From Block Maxima to Smooth Tail Estimation. Journal of Multivariate Analysis, 130, 2014. [paper, arxiv, software]

Wager, Stefan, Nick Chamandy, Omkar Muralidharan, and Amir Najmi. Feedback Detection for Live Predictors. Advances in Neural Information Processing Systems (NeurIPS), 2014. [paper, arxiv]

Wager, Stefan, William Fithian, Sida Wang, and Percy Liang. Altitude Training: Strong Bounds for Single-Layer Dropout. Advances in Neural Information Processing Systems (NeurIPS), 2014. [paper, arxiv]

Wager, Stefan, Trevor Hastie, and Bradley Efron. Confidence Intervals for Random Forests: The Jackknife and the Infinitesimal Jackknife. Journal of Machine Learning Research, 15, 2014. [paper, arxiv, replication]


Wager, Stefan, Sida Wang, and Percy Liang. Dropout Training as Adaptive Regularization. Advances in Neural Information Processing Systems (NeurIPS), 2013. [paper, poster, arxiv, software]

Wang, Sida, Mengqiu Wang, Stefan Wager, Percy Liang, and Chris Manning. Feature Noising for Log-linear Structured Prediction. Empirical Methods in Natural Language Processing (EMNLP), 2013. [paper]


Wager, Stefan. International Agricultural Trade Liberalization and Food Security: Risks Associated with a Fully Liberalized Global Marketplace. Aussenwirtschaft: Schweizerische Zeitschrift fur Internationale Wirtschaftsbeziehungen/The Swiss Review of International Economic Relations, 64(2), 2009. [pdf]