Related papers: Efficient adjustment sets in causal graphical mode…
We study global optimization of non-convex functions through optimal control theory. Our main result establishes that (quasi-)optimal trajectories of a discounted control problem converge globally and practically asymptotically to the set…
Covariate adjustment is widely recommended to improve statistical efficiency in randomized clinical trials (RCTs), yet empirical evidence comparing available strategies remains limited. This lack of real-world evaluation leaves unresolved…
We propose to learn latent graphical models when data have mixed variables and missing values. This model could be used for further data analysis, including regression, classification, ranking etc. It also could be used for imputing missing…
In this paper, we address the optimal control of stochastic matching models on general graphs and single arrivals having fixed arrival rates, as introduced in \cite{MaiMoy16}. On the `N-shaped' graph, by following the dynamic programming…
The current body of research on developing optimal treatment strategies often places emphasis on intention-to-treat analyses, which fail to take into account the compliance behavior of individuals. Methods based on instrumental variables…
Enhanced sampling simulations make the computational study of rare events feasible. A large family of such methods crucially depends on the definition of some collective variables (CVs) that could provide a low-dimensional representation of…
We propose a new method in indefinite-horizon settings for estimating optimal dynamic treatment regimes for time-to-event outcomes. This method allows patients to have different numbers of treatment stages and is constructed using…
This note considers the maximal positively invariant set for polynomial discrete time dynamics subject to constraints specified by a basic semialgebraic set. The note utilizes a relatively direct, but apparently overlooked, fact stating…
We consider optimal regimes for algorithm-assisted human decision-making. Such regimes are decision functions of measured pre-treatment variables and, by leveraging natural treatment values, enjoy a "superoptimality" property whereby they…
This paper presents a novel factor graph-based approach to solve the discrete-time finite-horizon Linear Quadratic Regulator problem subject to auxiliary linear equality constraints within and across time steps. We represent such optimal…
This paper studies the performative policy learning problem, where agents adjust their features in response to a released policy to improve their potential outcomes, inducing an endogenous distribution shift. There has been growing interest…
We study the data-driven selection of causal graphical models using constraint-based algorithms, which determine the existence or non-existence of edges (causal connections) in a graph based on testing a series of conditional independence…
We consider continuous-time survival or more general event-history settings, where the aim is to infer the causal effect of a time-dependent treatment process. This is formalised as the effect on the outcome event of a (possibly…
We study the problem of selecting covariates for unbiased estimation of the total causal effect.Existing approaches typically rely on global causal structure learning over all variables, or on strong assumptions such as causal sufficiency -…
Estimating causal effects from randomized experiments is central to clinical research. Reducing the statistical uncertainty in these analyses is an important objective for statisticians. Registries, prior trials, and health records…
Conformal prediction has received tremendous attention in recent years and has offered new solutions to problems in missing data and causal inference; yet these advances have not leveraged modern semiparametric efficiency theory for more…
Policy-makers are often faced with the task of distributing a limited supply of resources. To support decision-making in these settings, statisticians are confronted with two challenges: estimands are defined by allocation strategies that…
Sequential decision problems are widely studied across many areas of science. A key challenge when learning policies from historical data - a practice commonly referred to as off-policy learning - is how to ``identify'' the impact of a…
Unrolled computation graphs arise in many scenarios, including training RNNs, tuning hyperparameters through unrolled optimization, and training learned optimizers. Current approaches to optimizing parameters in such computation graphs…
Structured convex optimization on weighted graphs finds numerous applications in machine learning and computer vision. In this work, we propose a novel adaptive preconditioning strategy for proximal algorithms on this problem class. Our…