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This paper presents a robust version of the stratified sampling method when multiple uncertain input models are considered for stochastic simulation. Various variance reduction techniques have demonstrated their superior performance in…

Optimization and Control · Mathematics 2023-06-16 Seung Min Baik , Eunshin Byon , Young Myoung Ko

Recommendation is crucial in both academia and industry, and various techniques are proposed such as content-based collaborative filtering, matrix factorization, logistic regression, factorization machines, neural networks and multi-armed…

Information Retrieval · Computer Science 2019-10-30 Feng Liu , Ruiming Tang , Xutao Li , Weinan Zhang , Yunming Ye , Haokun Chen , Huifeng Guo , Yuzhou Zhang

Individualized treatment rules/recommendations (ITRs) aim to improve patient outcomes by tailoring treatments to the characteristics of each individual. However, when there are many treatment groups, existing methods face significant…

Methodology · Statistics 2025-05-27 Ke Zhu , Jianing Chu , Ilya Lipkovich , Wenyu Ye , Shu Yang

Precision medicine involves developing individualized treatment regimes (ITRs) which allow for treatment decisions to be tailored to patient characteristics. Naturally, the identification of the optimal regime, that is, the rule which…

Methodology · Statistics 2025-09-30 Misha Dolmatov , Erica E. M. Moodie , David A. Stephens , Dipankar Bandyopadhyay

In this paper, we propose a data-adaptive empirical likelihood-based approach for treatment effect estimation and inference, which overcomes the obstacle of the traditional empirical likelihood-based approaches in the high-dimensional…

Methodology · Statistics 2020-12-15 Wei Liang , Ying Yan

We consider evaluating the causal effects of dynamic treatments, i.e. of multiple treatment sequences in various periods, based on double machine learning to control for observed, time-varying covariates in a data-driven way under a…

Econometrics · Economics 2021-06-22 Hugo Bodory , Martin Huber , Lukáš Lafférs

One of the main goals of sequential, multiple assignment, randomized trials (SMART) is to find the most efficacious design embedded dynamic treatment regimes. The analysis method known as multiple comparisons with the best (MCB) allows…

Methodology · Statistics 2020-08-07 William J. Artman , Ashkan Ertefaie , Kevin G. Lynch , James R. McKay

Multi-parameter regression (MPR) modelling refers to the approach whereby covariates are allowed to enter the model through multiple distributional parameters simultaneously. This is in contrast to the standard approaches where covariates…

Methodology · Statistics 2019-07-03 Fatima-Zahra Jaouimaa , Il Do Ha , Kevin Burke

We develop a marginal treatment effect based method to learn about causal effects in multiple treatment models with discrete instruments. We allow selection into treatment to be governed by a general class of threshold crossing models that…

Econometrics · Economics 2026-01-21 Vishal Kamat , Samuel Norris , Matthew Pecenco

This paper considers the evaluation of discretely distributed treatments when outcomes are only observed for a subpopulation due to sample selection or outcome attrition. For identification, we combine a selection-on-observables assumption…

Econometrics · Economics 2021-07-16 Michela Bia , Martin Huber , Lukáš Lafférs

The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple…

Numerical Analysis · Mathematics 2017-04-11 Travis Askham , J. Nathan Kutz

In many important applications of precision medicine, the outcome of interest is time to an event (e.g., death, relapse of disease) and the primary goal is to identify the optimal individualized decision rule (IDR) to prolong survival time.…

Methodology · Statistics 2022-04-11 Yu Zhou , Lan Wang , Rui Song , Tuoyi Zhao

In recommendation systems (RS), user behavior data is observational rather than experimental, resulting in widespread bias in the data. Consequently, tackling bias has emerged as a major challenge in the field of recommendation systems.…

Information Retrieval · Computer Science 2023-08-21 ZiJie Song , JiaWei Chen , Sheng Zhou , QiHao Shi , Yan Feng , Chun Chen , Can Wang

In recent years, the field of precision medicine has seen many advancements. Significant focus has been placed on creating algorithms to estimate individualized treatment rules (ITR), which map from patient covariates to the space of…

Methodology · Statistics 2021-12-09 Kushal S. Shah , Haoda Fu , Michael R. Kosorok

Multi-step temporal difference (TD) learning is an important approach in reinforcement learning, as it unifies one-step TD learning with Monte Carlo methods in a way where intermediate algorithms can outperform either extreme. They address…

Machine Learning · Computer Science 2018-09-10 Kristopher De Asis , Richard S. Sutton

A biomechanical model often requires parameter estimation and selection in a known but complicated nonlinear function. Motivated by observing that data from a head-neck position tracking system, one of biomechanical models, show…

Methodology · Statistics 2024-02-13 Hojun You , Kyubaek Yoon , Wei-Ying Wu , Jongeun Choi , Chae Young Lim

This paper develops a nonparametric model that represents how sequences of outcomes and treatment choices influence one another in a dynamic manner. In this setting, we are interested in identifying the average outcome for individuals in…

Econometrics · Economics 2019-01-16 Sukjin Han

Genetic algorithms are a widely used method in chemometrics for extracting variable subsets with high prediction power. Most fitness measures used by these genetic algorithms are based on the ordinary least-squares fit of the resulting…

Computation · Statistics 2017-11-21 David Kepplinger , Peter Filzmoser , Kurt Varmuza

Estimating causal effects from observational data is challenging due to selection bias, which leads to imbalanced covariate distributions across treatment groups. Propensity score-based weighting methods are widely used to address this…

Machine Learning · Computer Science 2025-08-08 Ahmad Saeed Khan , Erik Schaffernicht , Johannes Andreas Stork

With a large number of baseline covariates, we propose a new semi-parametric modeling strategy for heterogeneous treatment effect estimation and individualized treatment selection, which are two major goals in personalized medicine. We…

Methodology · Statistics 2021-08-12 Wenchuan Guo , Xiao-hua Zhou , Shujie Ma