Related papers: An Easy Implementation of CV-TMLE

Background: Advanced methods for causal inference, such as targeted maximum likelihood estimation (TMLE), require certain conditions for statistical inference. However, in situations where there is not differentiability due to data sparsity…

Targeted maximum likelihood estimators (TMLEs) are asymptotically optimal among regular, asymptotically linear estimators. In small samples, however, we may be far from "asymptopia" and not reap the benefits of optimality. Here we propose a…

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…

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…

Cross-Validation (CV) is the default choice for evaluating the performance of machine learning models. Despite its wide usage, their statistical benefits have remained half-understood, especially in challenging nonparametric regimes. In…

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…

This paper is a fundamental addition to the world of targeted maximum likelihood estimation (TMLE) (or likewise, targeted minimum loss estimation) for simultaneous estimation of multi-dimensional parameters of interest. TMLE, as part of the…

Objectives: Highly flexible nonparametric estimators have gained popularity in causal inference and epidemiology. Popular examples of such estimators include targeted maximum likelihood estimators (TMLE) and double machine learning (DML).…

Estimating the impact of trauma treatment protocols is complicated by the high dimensional yet finite sample nature of trauma data collected from observational studies. Viscoelastic assays are highly predictive measures of hemostasis.…

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…

Cross-validation (CV) is one of the main tools for performance estimation and parameter tuning in machine learning. The general recipe for computing CV estimate is to run a learning algorithm separately for each CV fold, a computationally…

In a typical two-phase design, a random sample is drawn from the target population in phase 1, during which only a subset of variables is collected. In phase 2, a subsample of the phase-1 cohort is selected, and additional variables are…

We consider the problem of estimating the average treatment effect (ATE) when both randomized control trial (RCT) data and external real-world data (RWD) are available. We decompose the ATE estimand as the difference between a pooled-ATE…

This article introduces the R package concrete, which implements a recently developed targeted maximum likelihood estimator (TMLE) for the cause-specific absolute risks of time-to-event outcomes measured in continuous time. Cross-validated…

Cross-validation (CV) is a popular approach for assessing and selecting predictive models. However, when the number of folds is large, CV suffers from a need to repeatedly refit a learning procedure on a large number of training datasets.…

We propose a novel targeted maximum likelihood estimator (TMLE) for quantiles in semiparametric missing data models. Our proposed estimator is locally efficient, $\sqrt{n}$-consistent, asymptotically normal, and doubly robust, under…

Common cross-validation (CV) methods like k-fold cross-validation or Monte-Carlo cross-validation estimate the predictive performance of a learner by repeatedly training it on a large portion of the given data and testing on the remaining…

As a technique that can compactly represent complex patterns, machine learning has significant potential for predictive inference. K-fold cross-validation (CV) is the most common approach to ascertaining the likelihood that a machine…

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…

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…