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Value-based reinforcement-learning algorithms have shown strong results in games, robotics, and other real-world applications. Overestimation bias is a known threat to those algorithms and can sometimes lead to dramatic performance…

Machine Learning · Computer Science 2024-08-13 Martin Waltz , Ostap Okhrin

Extreme value theory (EVT) provides an elegant mathematical tool for the statistical analysis of rare events. When data are collected from multiple population subgroups, because some subgroups may have less data available for extreme value…

Methodology · Statistics 2024-10-22 Koki Momoki , Takuma Yoshida

Structural equation modeling (SEM) and path analysis have long been central tools for studying complex causal relationships in the social and behavioral sciences, yet their reliance on parametric assumptions can lead to biased inference…

Other Statistics · Statistics 2026-03-10 Junjie Ma , Xiaoya Zhang , Guangye He , Yuting Han , Ting Ge , Feng Ji

Continuous-time reinforcement learning (CTRL) provides a natural framework for sequential decision-making in dynamic environments where interactions evolve continuously over time. While CTRL has shown growing empirical success, its ability…

Machine Learning · Computer Science 2025-12-04 Runze Zhao , Yue Yu , Ruhan Wang , Chunfeng Huang , Dongruo Zhou

Current Targeted Maximum Likelihood Estimation (TMLE) methods used to analyze time-to-event data estimate the survival probability for each time point separately, which result in estimates that are not necessarily monotone. In this paper,…

Methodology · Statistics 2019-06-14 Weixin Cai , Mark J. van der Laan

We study targeted maximum likelihood estimation (TMLE) of the average treatment effect in a semiparametric regression model whose mean function is indexed by a finite-dimensional parameter, while the additive error distribution is left…

Methodology · Statistics 2026-04-20 Mijeong Kim

Real-world evidence (RWE) studies that emulate target trials increasingly inform regulatory and clinical decisions, yet residual, hard-to-quantify biases still limit their credibility. The recently proposed BenchExCal framework addresses…

Artificial Intelligence · Computer Science 2026-04-29 Amir Habibdoust , Xing Song

In this paper the Gaussian quasi maximum likelihood estimator (GQMLE) is generalized by applying a transform to the probability distribution of the data. The proposed estimator, called measure-transformed GQMLE (MT-GQMLE), minimizes the…

Methodology · Statistics 2016-10-19 Koby Todros , Alfred O. Hero

Multi-regional clinical trials (MRCTs) are central to global drug development, enabling evaluation of treatment effects across diverse populations. A key challenge is valid and efficient inference for a region-specific estimand when the…

Methodology · Statistics 2026-02-04 Chenxi Li , Ke Zhu , Shu Yang , Xiaofei Wang

Randomized Controlled Trials (RCT) are the current gold standards to empirically measure the effect of a new drug. However, they may be of limited size and resorting to complementary non-randomized data, referred to as observational, is…

Methodology · Statistics 2025-06-11 Ahmed Boughdiri , Julie Josse , Erwan Scornet

Randomized Controlled Trials (RCTs) are pivotal in generating internally valid estimates with minimal assumptions, serving as a cornerstone for researchers dedicated to advancing causal inference methods. However, extending these findings…

Methodology · Statistics 2024-05-28 Melody Y Huang , Harsh Parikh

Causal mediation analysis with random interventions has become an area of significant interest for understanding time-varying effects with longitudinal and survival outcomes. To tackle causal and statistical challenges due to the complex…

Methodology · Statistics 2023-04-12 Zeyi Wang , Lars van der Laan , Maya Petersen , Thomas Gerds , Kajsa Kvist , Mark van der Laan

Randomized Controlled Trials (RCT)s are relied upon to assess new treatments, but suffer from limited power to guide personalized treatment decisions. On the other hand, observational (i.e., non-experimental) studies have large and diverse…

Methodology · Statistics 2023-03-07 Zeshan Hussain , Ming-Chieh Shih , Michael Oberst , Ilker Demirel , David Sontag

Objectives: Highly flexible nonparametric estimators have gained popularity in causal inference and epidemiology. Popular examples of such estimators include targeted maximum likelihood estimators (TMLE) and double machine learning (DML).…

Methodology · Statistics 2024-08-20 Hongxiang Qiu

Survival is a key metric for evaluating standards of care for people living with HIV. In resource-limited settings, high rates of loss to follow-up (LTFU) often result in underestimation of mortality when only observed deaths are…

Longitudinal targeted maximum likelihood estimation (LTMLE) has very rarely been used to estimate dynamic treatment effects in the context of time-dependent confounding affected by prior treatment when faced with long follow-up times,…

Randomized controlled trials are the gold standard for causal inference and play a pivotal role in modern evidence-based medicine. However, the sample sizes they use are often too limited to draw significant causal conclusions for subgroups…

Methodology · Statistics 2024-04-26 Xi Lin , Jens Magelund Tarp , Robin J. Evans

Target trial emulation (TTE) is a popular framework for observational studies based on electronic health records (EHR). A key component of this framework is determining the patient population eligible for inclusion in both a target trial of…

We introduce a new class of mean regression estimators -- penalized maximum tangent likelihood estimation -- for high-dimensional regression estimation and variable selection. We first explain the motivations for the key ingredient, maximum…

Methodology · Statistics 2017-08-23 Yichen Qin , Shaobo Li , Yang Li , Yan Yu

A targeted learning (TL) framework is developed to estimate the difference in the restricted mean survival time (RMST) for a clinical trial with time-to-event outcomes. The approach starts by defining the target estimand as the RMST…

Methodology · Statistics 2026-01-21 Man Jin , Yixin Fang
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