Related papers: Dirac Delta Regression: Conditional Density Estima…
In medical settings, treatment assignment may be determined by a clinically important covariate that predicts patients' risk of event. There is a class of methods from the social science literature known as regression discontinuity (RD)…
We present methodological advances in understanding the effectiveness of personalized medicine models and supply easy-to-use open-source software. Personalized medicine involves the systematic use of individual patient characteristics to…
Simultaneously performing variable selection and inference in high-dimensional regression models is an open challenge in statistics and machine learning. The increasing availability of vast amounts of variables requires the adoption of…
Standard deep reinforcement learning (DRL) aims to maximize expected reward, considering collected experiences equally in formulating a policy. This differs from human decision-making, where gains and losses are valued differently and…
We propose a way of transforming the problem of conditional density estimation into a single nonparametric regression task via the introduction of auxiliary samples. This allows leveraging regression methods that work well in high…
This paper develops a conditional independence (CI) test from a conditional density ratio (CDR) for weakly dependent data. The main contribution is presenting a closed-form expression for the estimated conditional density ratio function…
Estimating treatment effects from observational data is of central interest across numerous application domains. Individual treatment effect offers the most granular measure of treatment effect on an individual level, and is the most useful…
Randomized control trials (RCTs) are the gold standard for estimating causal effects, but often use samples that are non-representative of the actual population of interest. We propose a reweighting method for estimating population average…
Most conventional Reinforcement Learning (RL) algorithms aim to optimize decision-making rules in terms of the expected returns. However, especially for risk management purposes, other risk-sensitive criteria such as the value-at-risk or…
Subgroup analyses of randomized controlled trials (RCTs) constitute an important component of the drug development process in precision medicine. In particular, subgroup analyses of early-stage trials often influence the design and…
Regression discontinuity designs (RDD) are widely used for causal inference. In many empirical applications, treatment effects vary substantially with covariates, and ignoring such heterogeneity can lead to misleading conclusions, which…
Owe to the recent advancements in Artificial Intelligence especially deep learning, many data-driven decision support systems have been implemented to facilitate medical doctors in delivering personalized care. We focus on the deep…
The randomized controlled trial (RCT) is the gold standard for estimating the average treatment effect (ATE) of a medical intervention but requires 100s-1000s of subjects, making it expensive and difficult to implement. While a cross-over…
Statistical methods for causal inference with continuous treatments mainly focus on estimating the mean potential outcome function, commonly known as the dose-response curve. However, it is often not the dose-response curve but its…
Distributional reinforcement learning (DRL) enhances the understanding of the effects of the randomness in the environment by letting agents learn the distribution of a random return, rather than its expected value as in standard…
We revisit the problem of estimating the local average treatment effect (LATE) and the local average treatment effect on the treated (LATT) when control variables are available, either to render the instrumental variable (IV) suitably…
Distributional reinforcement learning (DRL) has achieved empirical success in various domains. One core task in DRL is distributional policy evaluation, which involves estimating the return distribution $\eta^\pi$ for a given policy $\pi$.…
We recently developed a new method riAFT-BART to draw causal inferences about population treatment effect on patient survival from clustered and censored survival data while accounting for the multilevel data structure. The practical…
In this paper we study the problems of estimating heterogeneity in causal effects in experimental or observational studies and conducting inference about the magnitude of the differences in treatment effects across subsets of the…
Estimating individualized treatment rules (ITRs) is fundamental to precision medicine, where the goal is to tailor treatment decisions to individual patient characteristics. While numerous methods have been developed for ITR estimation,…