Related papers: Relative Sparsity for Medical Decision Problems
Modern policy gradient algorithms, such as TRPO and PPO, outperform vanilla policy gradient in many RL tasks. Questioning the common belief that enforcing approximate trust regions leads to steady policy improvement in practice, we show…
Transfer learning techniques aim to leverage information from multiple related datasets to enhance prediction quality against a target dataset. Such methods have been adopted in the context of high-dimensional sparse regression, and some…
This paper proposes new estimators for the propensity score that aim to maximize the covariate distribution balance among different treatment groups. Heuristically, our proposed procedure attempts to estimate a propensity score model by…
Clinical decision support tools rooted in machine learning and optimization can provide significant value to healthcare providers, including through better management of intensive care units. In particular, it is important that the patient…
With the increasing adoption of electronic health records, there is an increasing interest in developing individualized treatment rules, which recommend treatments according to patients' characteristics, from large observational data.…
Regression discontinuity designs are frequently used to estimate the causal effect of election outcomes and policy interventions. In these contexts, treatment effects are typically estimated with covariates included to improve efficiency.…
Identifying optimal medical treatments to improve survival has long been a critical goal of pharmacoepidemiology. Traditionally, we use an average treatment effect measure to compare outcomes between treatment plans. However, new methods…
In modern data analysis, sparse model selection becomes inevitable once the number of predictors variables is very high. It is well-known that model selection procedures like the Lasso or Boosting tend to overfit on real data. The…
Machine learning is increasingly used to select which individuals receive limited-resource interventions in domains such as human services, education, development, and more. However, it is often not apparent what the right quantity is for…
This article develops a novel data assimilation methodology, addressing challenges that are common in real-world settings, such as severe sparsity of observations, lack of reliable models, and non-stationarity of the system dynamics. These…
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…
Medical treatments often involve a sequence of decisions, each informed by previous outcomes. This process closely aligns with reinforcement learning (RL), a framework for optimizing sequential decisions to maximize cumulative rewards under…
This paper studies the role of sparse regularization in a properly chosen basis for variational data assimilation (VDA) problems. Specifically, it focuses on data assimilation of noisy and down-sampled observations while the state variable…
Sparse linear regression is a vast field and there are many different algorithms available to build models. Two new papers published in Statistical Science study the comparative performance of several sparse regression methodologies,…
The challenge of quantifying uncertainty propagation in real-world systems is rooted in the high-dimensionality of the stochastic input and the frequent lack of explicit knowledge of its probability distribution. Traditional approaches show…
Threshold policies are decision rules that assign treatments based on whether an observable characteristic exceeds a certain threshold. They are widespread across multiple domains, including welfare programs, taxation, and clinical…
Randomized clinical trials are considered the gold standard for informing treatment guidelines, but results may not generalize to real-world populations. Generalizability is hindered by distributional differences in baseline covariates and…
In 2023, the U.S. Food and Drug Administration issued guidance for adjustment of covariates in randomized clinical trials, emphasizing its role in enhancing precision and power through prognostic baseline variables. Despite its potential,…
This paper considers sparse linear discriminant analysis of high-dimensional data. In contrast to the existing methods which are based on separate estimation of the precision matrix $\O$ and the difference $\de$ of the mean vectors, we…
The popularity of modern portfolio theory has decreased among practitioners because of its unfavorable out-of-sample performance. Estimation errors tend to affect the optimal weight calculation noticeably, especially when a large number of…