Related papers: Model Selection and Estimation with Quantal-Respon…

This dissertation explores the topics of parameter estimation and model reduction in the context of quantum filtering. Chapters 2 and 3 provide a review of classical and quantum probability theory, stochastic calculus and filtering. Chapter…

In the standard setting of one-way ANOVA with normal errors, a new algorithm, called the Step Down Maximum Mean Selection Algorithm (SDMMSA), is proposed to estimate the treatment means under an assumption that the treatment mean is…

This paper proposes a framework for evaluating the statistical precision of measurement methods from interlaboratory studies where the outcome is a dose-response relationship summarized by a regression line. For such measurement methods,…

When multiple agents learn in a decentralized manner, the environment appears non-stationary from the perspective of an individual agent due to the exploration and learning of the other agents. Recently proposed deep multi-agent…

We present a scheme for sequential decision making with a risk-sensitive objective and constraints in a dynamic environment. A neural network is trained as an approximator of the mapping from parameter space to space of risk and policy with…

We consider nonlinear mixed effects models including high-dimensional covariates to model individual parameters variability. The objective is to identify relevant covariates among a large set under sparsity assumption and to estimate model…

Prediction uncertainty estimation has clinical significance as it can potentially quantify prediction reliability. Clinicians may trust 'blackbox' models more if robust reliability information is available, which may lead to more models…

The Regression Discontinuity (RD) design is a quasi-experimental design which emulates a randomised study by exploiting situations where treatment is assigned according to a continuous variable as is common in many drug treatment…

The boom of DL technology leads to massive DL models built and shared, which facilitates the acquisition and reuse of DL models. For a given task, we encounter multiple DL models available with the same functionality, which are considered…

Threat modeling has emerged as a key process for understanding relevant threats within businesses. However, understanding the importance of threat events is rarely driven by the business incorporating the system. Furthermore, prioritization…

This paper studies identification and estimation of a class of dynamic models in which the decision maker (DM) is uncertain about the data-generating process. The DM surrounds a benchmark model that he or she fears is misspecified by a set…

The curse of dimensionality is a widely known issue in reinforcement learning (RL). In the tabular setting where the state space $\mathcal{S}$ and the action space $\mathcal{A}$ are both finite, to obtain a nearly optimal policy with…

We adapt Gaussian processes for estimating the average dose-response function in observational settings, introducing a powerful complement to treatment effect estimation for understanding heterogeneous effects. We incorporate samples from a…

Quantitative decision-making (QDM) principles address the issues related to the mapping of results to decisions, the synthesis of information and the quantification of uncertainty. Since the clinical drug development involves a succession…

Calibrating blackbox machine learning models to achieve risk control is crucial to ensure reliable decision-making. A rich line of literature has been studying how to calibrate a model so that its predictions satisfy explicit finite-sample…

We propose a restricted win probability estimand for comparing treatments in a randomized trial with a time-to-event outcome. We also propose Bayesian estimators for this summary measure as well as the unrestricted win probability. Bayesian…

Mainstream approximate action-value iteration reinforcement learning (RL) algorithms suffer from overestimation bias, leading to suboptimal policies in high-variance stochastic environments. Quantile-based action-value iteration methods…

Deep learning (DL) and machine learning (ML) models have shown promise in drug response prediction (DRP), yet their ability to generalize across datasets remains an open question, raising concerns about their real-world applicability. Due…

While generative models have recently become ubiquitous in many scientific areas, less attention has been paid to their evaluation. For molecular generative models, the state-of-the-art examines their output in isolation or in relation to…

We consider the variable selection problem for two-sample tests, aiming to select the most informative variables to determine whether two collections of samples follow the same distribution. To address this, we propose a novel framework…