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Related papers: Evidence Aggregation for Treatment Choice

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Gathering observational data for medical decision-making often involves uncertainties arising from both type I (false positive)and type II (false negative) errors. In this work, we develop a statistical model to study how medical…

Applications · Statistics 2025-10-21 Lucas Böttcher , Maria R. D'Orsogna , Tom Chou

Modern complex datasets often consist of various sub-populations with known group information. In the presence of sub-population heterogeneity, it is crucial to develop robust and generalizable learning methods that (1) can enjoy robust…

Methodology · Statistics 2025-09-30 Weibin Mo , Weijing Tang , Songkai Xue , Yufeng Liu , Ji Zhu

Many policy problems involve designing individualized treatment allocation rules to maximize the equilibrium social welfare of interacting agents. Focusing on large-scale simultaneous decision games with strategic complementarities, we…

Econometrics · Economics 2024-11-12 Guanyi Wang

We address online linear optimization problems when the possible actions of the decision maker are represented by binary vectors. The regret of the decision maker is the difference between her realized loss and the best loss she would have…

Machine Learning · Computer Science 2013-04-02 Jean-Yves Audibert , Sébastien Bubeck , Gábor Lugosi

Randomized controlled trials (RCTs) are the gold standard for evaluating the causal effect of a treatment; however, they often have limited sample sizes and sometimes poor generalizability. On the other hand, non-randomized, observational…

Methodology · Statistics 2021-09-23 Shuxiao Chen , Bo Zhang , Ting Ye

The parameters for a Markov Decision Process (MDP) often cannot be specified exactly. Uncertain MDPs (UMDPs) capture this model ambiguity by defining sets which the parameters belong to. Minimax regret has been proposed as an objective for…

Artificial Intelligence · Computer Science 2023-02-14 Marc Rigter , Bruno Lacerda , Nick Hawes

Data aggregation, also known as meta analysis, is widely used to combine knowledge on parameters shared in common (e.g., average treatment effect) between multiple studies. In this paper, we introduce an attractive data aggregation scheme…

Methodology · Statistics 2023-05-10 Snigdha Panigrahi , Jingshen Wang , Xuming He

We consider an adaptive experiment for treatment choice and design a minimax and Bayes optimal adaptive experiment with respect to regret. Given binary treatments, the experimenter's goal is to choose the treatment with the highest expected…

Econometrics · Economics 2025-12-10 Masahiro Kato

We investigate the problem of jointly testing a pair of composite hypotheses and, depending on the test result, estimating a random parameter under distributional uncertainties. Specifically, it is assumed that the distribution of the data…

Signal Processing · Electrical Eng. & Systems 2026-04-27 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

A central issue lying at the heart of online reinforcement learning (RL) is data efficiency. While a number of recent works achieved asymptotically minimal regret in online RL, the optimality of these results is only guaranteed in a…

Machine Learning · Computer Science 2025-04-30 Zihan Zhang , Yuxin Chen , Jason D. Lee , Simon S. Du

Our aging population increasingly suffers from multiple chronic diseases simultaneously, necessitating the comprehensive treatment of these conditions. Finding the optimal set of drugs for a combinatorial set of diseases is a combinatorial…

Artificial Intelligence · Computer Science 2016-11-16 Pranjul Yadav , Lisiane Prunelli , Alexander Hoff , Michael Steinbach , Bonnie Westra , Vipin Kumar , Gyorgy Simon

In treatment allocation problems the individuals to be treated often arrive sequentially. We study a problem in which the policy maker is not only interested in the expected cumulative welfare but is also concerned about the…

Machine Learning · Statistics 2018-08-24 Anders Bredahl Kock , Martin Thyrsgaard

Incentive design constitutes a foundational paradigm for influencing the behavior of strategic agents, wherein a system planner (principal) publicly commits to an incentive mechanism designed to align individual objectives with collective…

Optimization and Control · Mathematics 2026-04-08 Georgios Vasileiou , Lantian Zhang , Silun Zhang

This paper studies statistical aggregation procedures in the regression setting. A motivating factor is the existence of many different methods of estimation, leading to possibly competing estimators. We consider here three different types…

Statistics Theory · Mathematics 2009-09-29 Florentina Bunea , Alexandre B. Tsybakov , Marten H. Wegkamp

Efficiently allocating treatments with a budget constraint constitutes an important challenge across various domains. In marketing, for example, the use of promotions to target potential customers and boost conversions is limited by the…

Machine Learning · Computer Science 2024-05-06 Toon Vanderschueren , Wouter Verbeke , Felipe Moraes , Hugo Manuel Proença

This paper studies an online learning problem that seeks optimal testing policies for a stream of subjects, each of whom can be evaluated through a sequence of candidate tests drawn from a common pool. We refer to this problem as the Online…

Machine Learning · Computer Science 2025-09-05 Qiyuan Chen , Raed Al Kontar

We consider the setting of iterative learning control, or model-based policy learning in the presence of uncertain, time-varying dynamics. In this setting, we propose a new performance metric, planning regret, which replaces the standard…

Machine Learning · Computer Science 2021-03-01 Naman Agarwal , Elad Hazan , Anirudha Majumdar , Karan Singh

We propose new, optimal methods for analyzing randomized trials, when it is suspected that treatment effects may differ in two predefined subpopulations. Such sub-populations could be defined by a biomarker or risk factor measured at…

Methodology · Statistics 2016-11-26 Michael Rosenblum , Han Liu , and En-Hsu Yen

Combating an epidemic entails finding a plan that describes when and how to apply different interventions, such as mask-wearing mandates, vaccinations, school or workplace closures. An optimal plan will curb an epidemic with minimal loss of…

Machine Learning · Computer Science 2023-06-08 Anh Mai , Nikunj Gupta , Azza Abouzied , Dennis Shasha

We study the problem of aggregation of estimators when the estimators are not independent of the data used for aggregation and no sample splitting is allowed. If the estimators are deterministic vectors, it is well known that the minimax…

Statistics Theory · Mathematics 2018-03-01 Pierre C. Bellec