Related papers: Model Selection and Estimation with Quantal-Respon…
This paper constructs a doubly robust estimator for continuous dose-response estimation. An outcome regression model is augmented with a set of inverse generalized propensity score covariates to correct for potential misspecification bias.…
In Markov decision processes (MDPs), quantile risk measures such as Value-at-Risk are a standard metric for modeling RL agents' preferences for certain outcomes. This paper proposes a new Q-learning algorithm for quantile optimization in…
In statistical exercises where there are several candidate models, the traditional approach is to select one model using some data driven criterion and use that model for estimation, testing and other purposes, ignoring the variability of…
Model-based safety analysis approaches aim at finding critical failure combinations by analysis of models of the whole system (i.e. software, hardware, failure modes and environment). The advantage of these methods compared to traditional…
A popular technique for selecting and tuning machine learning estimators is cross-validation. Cross-validation evaluates overall model fit, usually in terms of predictive accuracy. In causal inference, the optimal choice of estimator…
In this paper, we consider a finite-horizon Markov decision process (MDP) for which the objective at each stage is to minimize a quantile-based risk measure (QBRM) of the sequence of future costs; we call the overall objective a dynamic…
In randomized dose-finding trials, although drug exposure data form a part of key information for dose selection, the evaluation of the dose-response (DR) relationship often mainly uses DR data. We examine the benefit of…
Phase I early-phase clinical studies aim at investigating the safety and the underlying dose-toxicity relationship of a drug or combination. While little may still be known about the compound's properties, it is crucial to consider…
We consider the problem of testing for a dose-related effect based on a candidate set of (typically nonlinear) dose-response models using likelihood-ratio tests. For the considered models this reduces to assessing whether the slope…
Weighted estimators are commonly used for estimating exposure effects in observational settings to establish causal relations. These estimators have a long history of development when the exposure of interest is binary and where the weights…
Many applications of machine learning methods involve an iterative protocol in which data are collected, a model is trained, and then outputs of that model are used to choose what data to consider next. For example, one data-driven approach…
Accurate noise characterization in quantum gates and circuits is vital for the development of reliable quantum simulations for chemically relevant systems and fault-tolerant quantum computing. This paper reviews a variety of key…
Observational cohort studies are increasingly being used for comparative effectiveness research to assess the safety of therapeutics. Recently, various doubly robust methods have been proposed for average treatment effect estimation by…
Quantifying uncertainty about a policy's long-term performance is important to solve sequential decision-making tasks. We study the problem from a model-based Bayesian reinforcement learning perspective, where the goal is to learn the…
Quality-Diversity (QD) is a concept from Neuroevolution with some intriguing applications to Reinforcement Learning. It facilitates learning a population of agents where each member is optimized to simultaneously accumulate high…
We study risk-sensitive reinforcement learning in finite discounted MDPs with recursive entropic risk measures (ERM), where the risk parameter $\beta \neq 0$ controls the agent's risk attitude: $\beta>0$ for risk-averse and $\beta<0$ for…
Value-based reinforcement-learning algorithms have shown strong results in games, robotics, and other real-world applications. Overestimation bias is a known threat to those algorithms and can sometimes lead to dramatic performance…
In ordinary quantile regression, quantiles of different order are estimated one at a time. An alternative approach, which is referred to as quantile regression coefficients modeling (QRCM), is to model quantile regression coefficients as…
For many cancer sites low-dose risks are not known and must be extrapolated from those observed in groups exposed at much higher levels of dose. Measurement error can substantially alter the dose-response shape and hence the extrapolated…
We consider quantile estimation in a semi-supervised setting, characterized by two available data sets: (i) a small or moderate sized labeled data set containing observations for a response and a set of possibly high dimensional covariates,…