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Propensity score methods are widely used for estimating treatment effects from observational studies. A popular approach is to estimate propensity scores by maximum likelihood based on logistic regression, and then apply inverse probability…

Methodology · Statistics 2017-10-24 Zhiqiang Tan

Model selection aims to identify a sufficiently well performing model that is possibly simpler than the most complex model among a pool of candidates. However, the decision-making process itself can inadvertently introduce non-negligible…

Methodology · Statistics 2024-08-08 Yann McLatchie , Aki Vehtari

Understanding how treatment effects vary on individual characteristics is critical in the contexts of personalized medicine, personalized advertising and policy design. When the characteristics are of practical interest are only a subset of…

Methodology · Statistics 2023-05-03 Peng Wu , ShaSha Han , Xingwei Tong , Runze Li

Online dating platforms have gained widespread popularity as a means for individuals to seek potential romantic relationships. While recommender systems have been designed to improve the user experience in dating platforms by providing…

Information Retrieval · Computer Science 2024-02-21 Yuying Zhao , Yu Wang , Yi Zhang , Pamela Wisniewski , Charu Aggarwal , Tyler Derr

We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the…

Numerical Analysis · Mathematics 2024-07-03 Alen Alexanderian , Ruanui Nicholson , Noemi Petra

The finite sample variance of an inverse propensity weighted estimator is derived in the case of discrete control variables with finite support. The obtained expressions generally corroborate widely-cited asymptotic theory showing that…

Methodology · Statistics 2023-05-19 Andrew Herren , P. Richard Hahn

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

We consider a residuals-based distributionally robust optimization (DRO) model, where the underlying uncertainty depends on both covariate information and our decisions. We adopt both parametric and nonparametric regression models to learn…

Optimization and Control · Mathematics 2026-05-21 Qing Zhu , Xian Yu , Guzin Bayraksan

Personalized medicine aims to tailor treatments to individual patients, especially when people respond heterogeneously to therapies. A key objective is to learn individualized treatment rules that recommend optimal treatments from patient…

Methodology · Statistics 2026-03-12 Zhu Wang

We propose a prognostic stratum matching framework that addresses the deficiencies of Randomized trial data subgroup analysis and transforms ObservAtional Data to be used as if they were randomized, thus paving the road for precision…

Applications · Statistics 2023-11-06 Dimitris Bertsimas , Angelos G. Koulouras , Georgios Antonios Margonis

Off-policy evaluation estimates how a target policy would perform using data collected by a different behavior policy, which is crucial when online testing is costly or risky, such as in recommendation or healthcare. Standard importance…

Machine Learning · Computer Science 2026-05-29 Ziwen Xie , Shaowen Xiang , Hongyu He , Dianbo Liu

Selection bias can hinder accurate estimation of association parameters in binary disease risk models using non-probability samples like electronic health records (EHRs). The issue is compounded when participants are recruited from multiple…

Controlling False Discovery Rate (FDR) while leveraging the side information of multiple hypothesis testing is an emerging research topic in modern data science. Existing methods rely on the test-level covariates while ignoring metrics…

Machine Learning · Statistics 2022-10-10 Lin Qiu , Nils Murrugarra-Llerena , Vítor Silva , Lin Lin , Vernon M. Chinchilli

The performance of state-of-the-art offline RL methods varies widely over the spectrum of dataset qualities, ranging from far-from-optimal random data to close-to-optimal expert demonstrations. We re-implement these methods to test their…

Machine Learning · Computer Science 2022-01-20 Lionel Blondé , Alexandros Kalousis , Stéphane Marchand-Maillet

We consider goal-oriented optimal design of experiments for infinite-dimensional Bayesian linear inverse problems governed by partial differential equations (PDEs). Specifically, we seek sensor placements that minimize the posterior…

Numerical Analysis · Mathematics 2024-11-13 J. Nicholas Neuberger , Alen Alexanderian , Bart van Bloemen Waanders

Policymakers in resource-constrained settings require experimental designs that satisfy strict budget limits while ensuring precise estimation of treatment effects. We propose a framework that applies a dependent randomized rounding…

Machine Learning · Statistics 2025-06-17 Khurram Yamin , Edward Kennedy , Bryan Wilder

We introduce a novel geometric framework for optimal experimental design (OED). Traditional OED approaches, such as those based on mutual information, rely explicitly on probability densities, leading to restrictive invariance properties.…

Machine Learning · Statistics 2025-10-17 Gavin Kerrigan , Christian A. Naesseth , Tom Rainforth

Generative Recommendation has emerged as a transformative paradigm, reformulating recommendation as an end-to-end autoregressive sequence generation task. Despite its promise, existing preference optimization methods typically rely on…

Information Retrieval · Computer Science 2026-02-13 Chenxiao Fan , Chongming Gao , Yaxin Gong , Haoyan Liu , Fuli Feng , Xiangnan He

Recent development in the data-driven decision science has seen great advances in individualized decision making. Given data with individual covariates, treatment assignments and outcomes, policy makers best individualized treatment rule…

Machine Learning · Statistics 2020-06-29 Weibin Mo , Zhengling Qi , Yufeng Liu

Empirical risk minimization (ERM) is typically designed to perform well on the average loss, which can result in estimators that are sensitive to outliers, generalize poorly, or treat subgroups unfairly. While many methods aim to address…

Machine Learning · Computer Science 2021-03-18 Tian Li , Ahmad Beirami , Maziar Sanjabi , Virginia Smith