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arXiv · 2608.18417

Centroid-Referenced Mahalanobis Matching (CRM): A Scalable, Representation-Based Framework for Causal Inference in Large Observational Studies

Keming Hu·Yingpei He
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Abstract

Matching for causal inference can be computationally expensive at scale and can silently change the target population when overlap is limited. We propose Centroid-Referenced Mahalanobis Matching (CRM), which replaces global pairwise search with stratified sampling in two reference coordinates: each unit's Mahalanobis distance from the treated centroid and its Fisher coordinate along the treated-control mean shift. All covariates enter through the treated covariance geometry; CRM is therefore not principal-component preprocessing followed by nearest-neighbor matching. For $n$ units and $p$ pretreatment covariates, its implemented cost is $O(np^2+p^3+n\log n)$, simplifying to $O(np^2+n\log n)$ when $n \ge p$. We derive an error decomposition separating representation, support, discretization, and stochastic components. A pre-matching shortage fraction $\hatπ$ estimates the population support restriction $π$, which enters a gap bound under bounded treatment-effect heterogeneity. Final retention is reported separately for capacity-driven exclusions. Under representation sufficiency, smoothness, and adequate cell capacity, CRM has a conservative two-dimensional histogram mean-squared-error bound $O(n_T^{-1/2})$; representation sufficiency is an additional assumption, not a consequence of ignorability given the original covariates. On Criteo, CRM retains at least 99.4% of treated units, has lower MaxSMD than corrected propensity-score matching in 31 of 36 large-scale configurations, and is roughly an order of magnitude faster. Moderate-size simulations favor some pairwise and weighting baselines on balance, locating CRM's contribution in scalability and explicit support diagnostics rather than universal finite-sample dominance.

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Keming Hu, Yingpei He. 2026-08-19. Centroid-Referenced Mahalanobis Matching (CRM): A Scalable, Representation-Based Framework for Causal Inference in Large Observational Studies. https://arxiv.org/abs/2608.18417

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