Related papers: Hybrid Censored Quantile Regression Forest to Asse…
In recent years, censored quantile regression has enjoyed an increasing popularity for survival analysis while many existing works rely on linearity assumptions. In this work, we propose a Global Censored Quantile Random Forest (GCQRF) for…
Forest-based methods have recently gained in popularity for non-parametric treatment effect estimation. Building on this line of work, we introduce causal survival forests, which can be used to estimate heterogeneous treatment effects in a…
Causal random forests provide efficient estimates of heterogeneous treatment effects. However, forest algorithms are also well-known for their black-box nature, and therefore, do not characterize how input variables are involved in…
With the availability of high dimensional genetic biomarkers, it is of interest to identify heterogeneous effects of these predictors on patients' survival, along with proper statistical inference. Censored quantile regression has emerged…
Random forests are powerful non-parametric regression method but are severely limited in their usage in the presence of randomly censored observations, and naively applied can exhibit poor predictive performance due to the incurred biases.…
Causal inference plays a fundamental role in various real-world applications. However, in the motivating non-small cell lung cancer (NSCLC) study, it is challenging to estimate the treatment effect of chemotherapy on circulating tumor DNA…
Random forests are powerful non-parametric regression method but are severely limited in their usage in the presence of randomly censored observations, and naively applied can exhibit poor predictive performance due to the incurred biases.…
Understanding treatment effect heterogeneity is vital to many scientific fields because the same treatment may affect different individuals differently. Quantile regression provides a natural framework for modeling such heterogeneity. We…
The aim of this thesis is to extend the applications of the Quantile Regression Forest (QRF) algorithm to handle mixed-frequency and longitudinal data. To this end, standard statistical approaches have been exploited to build two novel…
Censored quantile regression (CQR) has become a valuable tool to study the heterogeneous association between a possibly censored outcome and a set of covariates, yet computation and statistical inference for CQR have remained a challenge…
The estimation of the treatment effect is often biased in the presence of unobserved confounding variables which are commonly referred to as hidden variables. Although a few methods have been recently proposed to handle the effect of hidden…
Flexible machine learning tools are increasingly used to estimate heterogeneous treatment effects. This paper gives an accessible tutorial demonstrating the use of the causal forest algorithm, available in the R package grf. We start with a…
Capturing the conditional covariances or correlations among the elements of a multivariate response vector based on covariates is important to various fields including neuroscience, epidemiology and biomedicine. We propose a new method…
We develop a Bayesian tree ensemble model to estimate heterogeneous treatment effects in censored survival data with high-dimensional covariates. Instead of imposing sparsity through the tree structure, we place a horseshoe prior directly…
Due to the dynamic nature of financial markets, maintaining models that produce precise predictions over time is difficult. Often the goal isn't just point prediction but determining uncertainty. Quantifying uncertainty, especially the…
Random Forest (Breiman, 2001) is a successful and widely used regression and classification algorithm. Part of its appeal and reason for its versatility is its (implicit) construction of a kernel-type weighting function on training data,…
Estimating a causal effect from observational data can be biased if we do not control for self-selection. This selection is based on confounding variables that affect the treatment assignment and the outcome. Propensity score methods aim to…
Random forest (RF) stands out as a highly favored machine learning approach for classification problems. The effectiveness of RF hinges on two key factors: the accuracy of individual trees and the diversity among them. In this study, we…
Flexible estimation of heterogeneous treatment effects lies at the heart of many statistical challenges, such as personalized medicine and optimal resource allocation. In this paper, we develop a general class of two-step algorithms for…
Estimation of individual treatment effect in observational data is complicated due to the challenges of confounding and selection bias. A useful inferential framework to address this is the counterfactual (potential outcomes) model which…