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Practitioners often use data from a randomized controlled trial to learn a treatment assignment policy that can be deployed on a target population. A recurring concern in doing so is that, even if the randomized trial was well-executed…

Econometrics · Economics 2023-04-25 Lihua Lei , Roshni Sahoo , Stefan Wager

Selecting the best regularization parameter in inverse problems is a classical and yet challenging problem. Recently, data-driven approaches have become popular to tackle this challenge. These approaches are appealing since they do require…

Statistics Theory · Mathematics 2025-10-22 Jonathan Chirinos Rodriguez , Ernesto De Vito , Cesare Molinari , Lorenzo Rosasco , Silvia Villa

We present nonparametric algorithms for estimating optimal individualized treatment rules. The proposed algorithms are based on the XGBoost algorithm, which is known as one of the most powerful algorithms in the machine learning literature.…

Machine Learning · Statistics 2020-02-04 Duzhe Wang , Haoda Fu , Po-Ling Loh

Randomized experiments have been the gold standard for assessing the effectiveness of a treatment or policy. The classical complete randomization approach assigns treatments based on a prespecified probability and may lead to inefficient…

Methodology · Statistics 2023-10-26 Waverly Wei , Xinwei Ma , Jingshen Wang

I examine the problem of treatment choice when a planner observes (i) covariates that describe each member of a population of interest and (ii) the outcomes of an experiment in which subjects randomly drawn from this population are randomly…

Applications · Statistics 2013-02-01 Charles F. Manski

In fields such as medicine and social sciences, the goal of treatment is often to maintain the outcome of interest within a desirable range rather than to optimize its value. To achieve this, it may be more practical to recommend a…

Methodology · Statistics 2025-02-17 Chan Park , Guanhua Chen , Menggang Yu

A century ago, Neyman showed how to evaluate the efficacy of treatment using a randomized experiment under a minimal set of assumptions. This classical repeated sampling framework serves as a basis of routine experimental analyses conducted…

Methodology · Statistics 2024-04-29 Michael Lingzhi Li , Kosuke Imai

Dynamic treatment regimes (DTRs) have received an increasing interest in recent years. DTRs are sequences of treatment decision rules tailored to patient-level information. The main goal of the DTR study is to identify an optimal DTR, a…

Methodology · Statistics 2024-04-09 Dan Liu , Wenqing He

Individualized treatment rules can lead to better health outcomes when patients have heterogeneous responses to treatment. Very few individualized treatment rule estimation methods are compatible with a multi-treatment observational study…

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

Balancing influential covariates is crucial for valid treatment comparisons in clinical studies. While covariate-adaptive randomization is commonly used to achieve balance, its performance can be inadequate when the number of baseline…

Methodology · Statistics 2024-12-30 Ziqing Guo , Yang Liu , Lucy Xia

Precision mental health requires treatment decisions that account for heterogeneous symptoms reflecting multiple clinical domains. However, existing methods for estimating individualized treatment effects (ITE) rely on a single summary…

Machine Learning · Computer Science 2026-03-31 Yuying Lu , Wenbo Fei , Yuanjia Wang , Molei Liu

Accurately estimating personalized treatment effects within a study site (e.g., a hospital) has been challenging due to limited sample size. Furthermore, privacy considerations and lack of resources prevent a site from leveraging…

Machine Learning · Statistics 2022-06-17 Xiaoqing Tan , Chung-Chou H. Chang , Ling Zhou , Lu Tang

Consider the problem of estimating average treatment effects when a large number of covariates are used to adjust for possible confounding through outcome regression and propensity score models. The conventional approach of model building…

Statistics Theory · Mathematics 2018-01-31 Zhiqiang Tan

Today, treatment effect estimation at the individual level is a vital problem in many areas of science and business. For example, in marketing, estimates of the treatment effect are used to select the most efficient promo-mechanics; in…

Machine Learning · Computer Science 2019-12-04 Aleksey Buzmakov , Daria Semenova , Maria Temirkaeva

Covariate adjustment is desired by both practitioners and regulators of randomized clinical trials because it improves precision for estimating treatment effects. However, covariate adjustment presents a particular challenge in…

Methodology · Statistics 2023-07-20 Yunfan Li , Jessica L. Ross , Aaron M. Smith , David P. Miller

We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…

Machine Learning · Statistics 2020-12-25 Yunbei Xu , Assaf Zeevi

One of the primary goals of statistical precision medicine is to learn optimal individualized treatment rules (ITRs). The classification-based, or machine learning-based, approach to estimating optimal ITRs was first introduced in…

Methodology · Statistics 2024-06-18 Sophia Yazzourh , Nikki L. B. Freeman

Assessing the quality of cancer care administered by US health providers poses numerous challenges due to meaningful heterogeneity in patient populations. Patients undergoing oncology treatment exhibit substantial variation in disease…

Applications · Statistics 2025-02-17 Yige Li , Nancy L. Keating , Mary Beth Landrum , Jose R. Zubizarreta

In many decision-making problems, the primary outcome is expensive, time-consuming, or difficult to observe, so individualized treatment rules (ITRs) may be instead learned from surrogate endpoints. However, a surrogate that is highly…

Methodology · Statistics 2026-04-13 Zeyu Xu , Xiaojie Mao , Hao Mei , Yue Liu
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