Surrogate assisted conformal inference yields shorter valid prediction intervals for individual treatment effects, with the new insight that surrogates help only when measured in the target data.
A.6.2 Proof of Lemma 2 On the one hand, we can show that P (R1 ≤ rα,1 | A = 0, D=
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On the Role of Surrogates in Conformal Inference of Individual Causal Effects
Surrogate assisted conformal inference yields shorter valid prediction intervals for individual treatment effects, with the new insight that surrogates help only when measured in the target data.