Related papers: PAC-Bayesian Treatment Allocation Under Budget Con…
We focus on a stochastic learning model where the learner observes a finite set of training examples and the output of the learning process is a data-dependent distribution over a space of hypotheses. The learned data-dependent distribution…
The present paper is about estimation and prediction in high-dimensional additive models under a sparsity assumption ($p\gg n$ paradigm). A PAC-Bayesian strategy is investigated, delivering oracle inequalities in probability. The…
PAC-Bayesian bounds have proven to be a valuable tool for deriving generalization bounds and for designing new learning algorithms in machine learning. However, it typically focus on providing generalization bounds with respect to a chosen…
Recent studies have empirically investigated different methods to train stochastic neural networks on a classification task by optimising a PAC-Bayesian bound via stochastic gradient descent. Most of these procedures need to replace the…
This paper considers the identification of treatment effects on conditional transition probabilities. We show that even under random assignment only the instantaneous average treatment effect is point identified. Since treated and control…
In recent years many important societal decisions are made by machine-learning algorithms, and many such important decisions have strict capacity limits, allowing resources to be allocated only to the highest utility individuals. For…
Practitioners in diverse fields such as healthcare, economics and education are eager to apply machine learning to improve decision making. The cost and impracticality of performing experiments and a recent monumental increase in electronic…
We study the design of multi-armed parallel group clinical trials to estimate personalized treatment rules that identify the best treatment for a given patient with given covariates. Assuming that the outcomes in each treatment arm are…
Many social programs attempt to allocate scarce resources to people with the greatest need. Indeed, public services increasingly use algorithmic risk assessments motivated by this goal. However, targeting the highest-need recipients often…
There is currently a dearth of appropriate methods to estimate the causal effects of multiple treatments when the outcome is binary. For such settings, we propose the use of nonparametric Bayesian modeling, Bayesian Additive Regression…
Estimating causal effects with propensity scores relies upon the availability of treated and untreated units observed at each value of the estimated propensity score. In settings with strong confounding, limited so-called "overlap" in…
Treatment effect heterogeneity is of a great concern when evaluating policy impact: "is the treatment Pareto-improving?", "what is the proportion of people who are better off under the treatment?", etc. However, even in the simple case of a…
Artificial intelligence (AI) systems increasingly achieve expert-level predictive accuracy in healthcare, yet improvements in model performance often fail to produce corresponding gains in patient outcomes. We term this disconnect the…
When to initiate treatment on patients is an important problem in many medical studies such as AIDS and cancer. In this article, we formulate the treatment initiation time problem for time-to-event data and propose an optimal individualized…
A recent method using Dynamic Linear Models to improve preferred treatment allocation budget in random allocation models was proposed by Lee, Boone, et al (2020). However this model failed to include the impact covariates such as smoking,…
Application of deep neural networks to medical imaging tasks has in some sense become commonplace. Still, a "thorn in the side" of the deep learning movement is the argument that deep networks are prone to overfitting and are thus unable to…
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…
This paper extends my research applying statistical decision theory to treatment choice with sample data, using maximum regret to evaluate the performance of treatment rules. The specific new contribution is to study as-if optimization…
Point identification of causal effects requires strong assumptions that are unreasonable in many practical settings. However, informative bounds on these effects can often be derived under plausible assumptions. Even when these bounds are…
This paper provides a set of methods for quantifying the robustness of treatment effects estimated using the unconfoundedness assumption (also known as selection on observables or conditional independence). Specifically, we estimate and do…