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The heterogeneous treatment effect plays a crucial role in precision medicine.There is evidence that real-world data, even subject to biases, can be employed as supplementary evidence for randomized clinical trials to improve the…

Methodology · Statistics 2025-09-04 Guangcai Mao , Shu Yang , Xiaofei Wang

Arising in semi-parametric statistics, control applications, and as sub-problems in global optimization methods, certain optimization problems can have objective functions requiring numerical integration to evaluate, yet gradient function…

Optimization and Control · Mathematics 2025-03-06 Christian Varner , Vivak Patel

Across research disciplines, cluster randomized trials (CRTs) are commonly implemented to evaluate interventions delivered to groups of participants, such as communities and clinics. Despite advances in the design and analysis of CRTs,…

We propose a Multi-step Screening Procedure (MSP) for the recovery of sparse linear models in high-dimensional data. This method is based on a repeated small penalty strategy that quickly converges to an estimate within a few iterations.…

Methodology · Statistics 2019-12-13 Yuehan Yang , Ji Zhu , Edward I. George

Understanding the effects of quarantine policies in populations with underlying social networks is crucial for public health, yet most causal inference methods fail here due to their assumption of independent individuals. We introduce…

Artificial Intelligence · Computer Science 2024-12-09 Suhan Guo , Furao Shen , Ni Li

We consider a one dimensional sub-ballistic random walk evolving in a parametric i.i.d. random environment. We study the asymptotic properties of the maximum likelihood estimator (MLE) of the parameter based on a single observation of the…

Probability · Mathematics 2014-05-13 Mikael Falconnet , Dasha Loukianova , Arnaud Gloter

Estimation of the Average Treatment Effect (ATE) is often carried out in 2 steps, wherein the first step, the treatment and outcome are modeled, and in the second step the predictions are inserted into the ATE estimator. In the first steps,…

Methodology · Statistics 2023-07-21 Mehdi Rostami , Olli Saarela

Augmenting randomized controlled trials (RCTs) with external real-world data (RWD) has the potential to improve the finite sample efficiency of treatment effect estimators. We describe using adaptive targeted maximum likelihood estimation…

Methodology · Statistics 2025-01-30 Sky Qiu , Jens Tarp , Andrew Mertens , Mark van der Laan

Restricted maximum likelihood (REML) estimation is a widely accepted and frequently used method for fitting linear mixed models, with its principal advantage being that it produces less biased estimates of the variance components. However,…

Methodology · Statistics 2025-05-15 Luca Maestrini , Francis K. C. Hui , Alan H. Welsh

Two problems that arise in making causal inferences for non-mortality outcomes such as bronchopulmonary dysplasia (BPD) are unmeasured confounding and censoring by death, i.e., the outcome is only observed when subjects survive. In…

Methodology · Statistics 2018-02-20 Kwonsang Lee , Scott A. Lorch , Dylan S. Small

In this article, the analysis of left truncated and right censored competing risks data is carried out, under the assumption of the latent failure times model. It is assumed that there are two competing causes of failures, although most of…

Methodology · Statistics 2020-08-19 Debasis Kundu , Debanjan Mitra , Ayon Ganguly

We propose a restricted win probability estimand for comparing treatments in a randomized trial with a time-to-event outcome. We also propose Bayesian estimators for this summary measure as well as the unrestricted win probability. Bayesian…

Methodology · Statistics 2024-11-06 Michelle Leeberg , Xianghua Luo , Thomas A. Murray

A very simple first-order algorithm is proposed for solving nonlinear optimization problems with deterministic nonlinear equality constraints. This algorithm adaptively selects steps in the plane tangent to the constraints or steps that…

Optimization and Control · Mathematics 2026-03-11 Serge Gratton , Philippe L. Toint

High-dimensional tests are applied to find relevant sets of variables and relevant models. If variables are selected by analyzing the sums of products matrices and a corresponding mean-value test is performed, there is the danger that the…

Methodology · Statistics 2012-02-10 Juergen Laeuter , Maciej Rosolowski , Ekkehard Glimm

We provide theoretical analysis of the statistical and computational properties of penalized $M$-estimators that can be formulated as the solution to a possibly nonconvex optimization problem. Many important estimators fall in this…

Machine Learning · Statistics 2015-01-28 Zhaoran Wang , Han Liu , Tong Zhang

Estimating individualized treatment rules is a central task for personalized medicine. [zhao2012estimating] and [zhang2012robust] proposed outcome weighted learning to estimate individualized treatment rules directly through maximizing the…

Methodology · Statistics 2017-10-02 Yifan Cui , Ruoqing Zhu , Michael Kosorok

We consider the problem of selecting confounders for adjustment from a potentially large set of covariates, when estimating a causal effect. Recently, the high-dimensional Propensity Score (hdPS) method was developed for this task; hdPS…

Methodology · Statistics 2021-12-17 Asad Haris , Robert Platt

The addition of lower level integrality constraints to a bi-level linear program is known to result in significantly weaker analytical properties. Most notably, the upper level goal function in the optimistic setting lacks lower…

Optimization and Control · Mathematics 2022-12-13 Johanna Burtscheidt , Matthias Claus

This work establishes new convergence guarantees for gradient descent in smooth convex optimization via a computer-assisted analysis technique. Our theory allows nonconstant stepsize policies with frequent long steps potentially violating…

Optimization and Control · Mathematics 2024-02-06 Benjamin Grimmer

For robust statistical inference it is crucial to obtain a good estimator of the variance of the proposed estimator of the statistical estimand. A commonly used estimator of the variance for an asymptotically linear estimator is the sample…

Methodology · Statistics 2025-05-19 Yunwen Ji , Mark van der Laan , Alan Hubbard