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Targeted maximum likelihood estimation (TMLE) is a general method for estimating parameters in semiparametric and nonparametric models. Each iteration of TMLE involves fitting a parametric submodel that targets the parameter of interest. We…

Methodology · Statistics 2014-06-03 Iván Díaz , Michael Rosenblum

In the world of targeted learning, cross-validated targeted maximum likelihood estimators, CV-TMLE [Zheng:2010aa], has a distinct advantage over TMLE [Laan:2006aa] in that one less condition is required of CV-TMLE in order to achieve…

Methodology · Statistics 2018-11-14 Jonathan Levy

This paper considers one-step targeted maximum likelihood estimation method for general competing risks and survival analysis settings where event times take place on the positive real line R+ and are subject to right-censoring. Our…

Methodology · Statistics 2021-09-02 Helene C. W. Rytgaard , Mark J. van der Laan

Current Targeted Maximum Likelihood Estimation (TMLE) methods used to analyze time-to-event data estimate the survival probability for each time point separately, which result in estimates that are not necessarily monotone. In this paper,…

Methodology · Statistics 2019-06-14 Weixin Cai , Mark J. van der Laan

Robust inference of a low-dimensional parameter in a large semi-parametric model relies on external estimators of infinite-dimensional features of the distribution of the data. Typically, only one of the latter is optimized for the sake of…

Quantifying the heterogeneity of treatment effect is important for understanding how a commercial product or medical treatment affects different population subgroups. While much of treatment effect heterogeneity analysis focuses on the…

This paper studies the generalization of the targeted minimum loss-based estimation (TMLE) framework to estimation of effects of time-varying interventions in settings where both interventions, covariates, and outcome can happen at…

Statistics Theory · Mathematics 2021-05-06 Helene C. Rytgaard , Thomas A. Gerds , Mark J. van der Laan

Estimating the mean counterfactual outcome under a treatment rule is a central problem in causal inference and policy evaluation. Standard estimators, including inverse probability weighting (IPW), augmented IPW (AIPW), and targeted maximum…

Methodology · Statistics 2026-05-06 Yichen Xu , Mark J. van der Laan

We consider Targeted Maximum Likelihood Estimation (TMLE) of weighted average treatment effects (WATEs), a class of causal estimands that reweight the covariate distribution using a specified function of the propensity score. This class…

Statistics Theory · Mathematics 2026-04-02 Yang Liu , Patrick Lopatto , Ivana Malenica

We study targeted maximum likelihood estimation (TMLE) of the average treatment effect in a semiparametric regression model whose mean function is indexed by a finite-dimensional parameter, while the additive error distribution is left…

Methodology · Statistics 2026-04-20 Mijeong Kim

We propose Deep Longitudinal Targeted Minimum Loss-based Estimation (Deep LTMLE), a novel approach to estimate the counterfactual mean of outcome under dynamic treatment policies in longitudinal problem settings. Our approach utilizes a…

Machine Learning · Statistics 2025-06-09 Toru Shirakawa , Yi Li , Yulun Wu , Sky Qiu , Yuxuan Li , Mingduo Zhao , Hiroyasu Iso , Mark van der Laan

We address the challenge of performing Targeted Maximum Likelihood Estimation (TMLE) after an initial Highly Adaptive Lasso (HAL) fit. Existing approaches that utilize the data-adaptive working model selected by HAL-such as the relaxed HAL…

Methodology · Statistics 2025-06-23 Yi Li , Sky Qiu , Zeyi Wang , Mark van der Laan

Structural equation modeling (SEM) and path analysis have long been central tools for studying complex causal relationships in the social and behavioral sciences, yet their reliance on parametric assumptions can lead to biased inference…

Other Statistics · Statistics 2026-03-10 Junjie Ma , Xiaoya Zhang , Guangye He , Yuting Han , Ting Ge , Feng Ji

Unlike the commonly used parametric regression models such as mixed models, that can easily violate the required statistical assumptions and result in invalid statistical inference, target maximum likelihood estimation allows more realistic…

Applications · Statistics 2020-06-17 Chi Zhang , Jennifer Ahern , Mark J. van der Laan

Monte Carlo maximum likelihood (MCML) provides an elegant approach to find maximum likelihood estimators (MLEs) for latent variable models. However, MCML algorithms are computationally expensive when the latent variables are…

Computation · Statistics 2020-08-05 Jaewoo Park , Murali Haran

Manifold learning (ML) aims to seek low-dimensional embedding from high-dimensional data. The problem is challenging on real-world datasets, especially with under-sampling data, and we find that previous methods perform poorly in this case.…

Machine Learning · Computer Science 2022-07-27 Zelin Zang , Siyuan Li , Di Wu , Ge Wang , Lei Shang , Baigui Sun , Hao Li , Stan Z. Li

When some parameters of a constrained optimization problem (COP) are uncertain, this gives rise to a predict-then-optimize (PtO) problem, comprising two stages: the prediction of the unknown parameters from contextual information and the…

Machine Learning · Computer Science 2025-10-28 Jayanta Mandi , Marianne Defresne , Senne Berden , Tias Guns

Survival is a key metric for evaluating standards of care for people living with HIV. In resource-limited settings, high rates of loss to follow-up (LTFU) often result in underestimation of mortality when only observed deaths are…

We consider estimation of a functional parameter of a realistically modeled data distribution based on observing independent and identically distributed observations. We define an $m$-th order Spline Highly Adaptive Lasso Minimum Loss…

Statistics Theory · Mathematics 2021-07-05 Mark J. van der Laan , David Benkeser , Weixin Cai

As an effective learning paradigm against insufficient training samples, Multi-Task Learning (MTL) encourages knowledge sharing across multiple related tasks so as to improve the overall performance. In MTL, a major challenge springs from…

Machine Learning · Computer Science 2020-04-30 Zhiyong Yang , Qianqian Xu , Xiaochun Cao , Qingming Huang
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