Counterfactual Evaluation of Temporal Observation Protocols
- URL: http://arxiv.org/abs/2608.22221v1
- Date: Sun, 23 Aug 2026 05:05:16 GMT
- Title: Counterfactual Evaluation of Temporal Observation Protocols
- Abstract summary: We study whether data collected under a realised observation protocol determine the predictive value of alternatives that were never deployed.<n>We show that even infinite benchmark data need not determine this value.<n>We develop a value-specific identification theory in which only latent ambiguity that changes the alternative's value matters.
- Score: 1.2292186162350942
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We study counterfactual protocol evaluation: whether data collected under a realised observation protocol determine the predictive value of alternatives that were never deployed. Protocol value is the population $R^2$ of the Bayes-optimal predictor of a fixed trajectory-level target from the measurements an alternative would collect. We show that even infinite benchmark data need not determine this value: distinct latent covariance structures can induce the same benchmark measurement--target law while assigning different values to the same alternative. We develop a value-specific identification theory in which only latent ambiguity that changes the alternative's value matters. For linear targets, invisible covariance directions certify non-identification, while targeted measurements can restore identification without recovering the full latent covariance; an exact permutation construction extends the result to nonlinear aggregate targets. With finite dense calibration data, uniform error bounds control protocol-selection regret and distinguishable value gaps. Exact marginal gains then support cost-constrained, target-aware observation design. Simulations and retrospective analyses of Sleep-EDF and Long-Term AF show that broad temporal-layout differences can be more reliably distinguished than fine placements selected from finite data. Together, these results connect identification, calibration resolution and observation design for undeployed protocols.
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