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We consider the problem of continuous-time policy evaluation. This consists in learning through observations the value function associated with an uncontrolled continuous-time stochastic dynamic and a reward function. We propose two…

Machine Learning · Computer Science 2023-06-08 Ziad Kobeissi , Francis Bach

We develop a general framework for the identification of counterfactual parameters in a class of nonlinear semiparametric panel models with fixed effects and time effects. Our method applies to models for discrete outcomes (e.g., two-way…

Econometrics · Economics 2023-11-07 Irene Botosaru , Chris Muris

Covariate-specific treatment effects (CSTEs) represent heterogeneous treatment effects across subpopulations defined by certain selected covariates. In this article, we consider marginal structural models where CSTEs are linearly…

Methodology · Statistics 2021-05-25 Peng Wu , Zhiqiang Tan , Wenjie Hu , Xiao-Hua Zhou

How to build an effective large-scale traffic state prediction system is a challenging but highly valuable problem. This study focuses on the construction of an effective solution designed for spatio-temporal data to predict large-scale…

Machine Learning · Computer Science 2019-11-14 Yang Liu , Fanyou Wu , Baosheng Yu , Zhiyuan Liu , Jieping Ye

A highly accurate but overconfident model is ill-suited for deployment in critical applications such as healthcare and autonomous driving. The classification outcome should reflect a high uncertainty on ambiguous in-distribution samples…

Machine Learning · Computer Science 2022-10-25 Sumedha Singla , Nihal Murali , Forough Arabshahi , Sofia Triantafyllou , Kayhan Batmanghelich

We develop a novel method for counterfactual analysis based on observational data using prediction intervals for units under different exposures. Unlike methods that target heterogeneous or conditional average treatment effects of an…

Statistics Theory · Mathematics 2018-07-18 Dave Zachariah , Petre Stoica

Convolutional models have been widely used in multiple domains. However, most existing models only use local convolution, making the model unable to handle long-range dependency efficiently. Attention overcomes this problem by aggregating…

Machine Learning · Computer Science 2022-10-18 Yuhong Li , Tianle Cai , Yi Zhang , Deming Chen , Debadeepta Dey

Causal inference, or counterfactual prediction, is central to decision making in healthcare, policy and social sciences. To de-bias causal estimators with high-dimensional data in observational studies, recent advances suggest the…

Machine Learning · Statistics 2020-10-20 Shuxi Zeng , Serge Assaad , Chenyang Tao , Shounak Datta , Lawrence Carin , Fan Li

Recent advancements in foundation models for tabular data, such as TabPFN, demonstrated that pretrained Transformer architectures can approximate Bayesian inference with high predictive performance. However, Transformers suffer from…

Machine Learning · Computer Science 2025-12-12 Felix Koch , Marcel Wever , Fabian Raisch , Benjamin Tischler

Data-driven decision making frequently relies on predicting counterfactual outcomes. In practice, researchers commonly train counterfactual prediction models on a source dataset to inform decisions on a possibly separate target population.…

Machine Learning · Statistics 2026-04-07 Keith Barnatchez , Kevin P. Josey , Rachel C. Nethery , Giovanni Parmigiani

Foundation models, such as large language models, have demonstrated success in addressing various language and image processing tasks. In this work, we introduce a multi-modal foundation model for scientific problems, named PROSE-PDE. Our…

Machine Learning · Computer Science 2025-02-04 Jingmin Sun , Yuxuan Liu , Zecheng Zhang , Hayden Schaeffer

Longitudinal tumour volume data from head-and-neck cancer patients show that tumours of comparable pre-treatment size and stage may respond very differently to the same radiotherapy fractionation protocol. Mathematical models are often…

With the widespread accumulation of observational data, researchers obtain a new direction to learn counterfactual effects in many domains (e.g., health care and computational advertising) without Randomized Controlled Trials(RCTs).…

Machine Learning · Computer Science 2021-11-01 Guanglin Zhou , Lina Yao , Xiwei Xu , Chen Wang , Liming Zhu

State space models (SSMs) have emerged as a powerful framework for modelling long-range dependencies in sequence data. Unlike traditional recurrent neural networks (RNNs) and convolutional neural networks (CNNs), SSMs offer a structured and…

Machine Learning · Computer Science 2024-10-07 Siddhanth Bhat

We investigate neural ordinary and stochastic differential equations (neural ODEs and SDEs) to model stochastic dynamics in fully and partially observed environments within a model-based reinforcement learning (RL) framework. Through a…

Machine Learning · Computer Science 2026-03-25 Chao Han , Stefanos Ioannou , Luca Manneschi , T. J. Hayward , Michael Mangan , Aditya Gilra , Eleni Vasilaki

Unsupervised structure learning in high-dimensional time series data has attracted a lot of research interests. For example, segmenting and labelling high dimensional time series can be helpful in behavior understanding and medical…

Machine Learning · Computer Science 2017-05-25 Hao Liu , Haoli Bai , Lirong He , Zenglin Xu

Continuous Time Echo State Networks (CTESNs) are a promising yet under-explored surrogate modeling technique for dynamical systems, particularly those governed by stiff Ordinary Differential Equations (ODEs). A key determinant of the…

Computational Engineering, Finance, and Science · Computer Science 2024-01-25 Saakaar Bhatnagar

Effective reinforcement learning (RL) for sepsis treatment depends on learning stable, clinically meaningful state representations from irregular ICU time series. While previous works have explored representation learning for this task, the…

Machine Learning · Computer Science 2025-12-29 Yue Gao

We introduce SLED, an alternative approach to speech language modeling by encoding speech waveforms into sequences of continuous latent representations and modeling them autoregressively using an energy distance objective. The energy…

Computation and Language · Computer Science 2025-10-27 Zhengrui Ma , Yang Feng , Chenze Shao , Fandong Meng , Jie Zhou , Min Zhang

Objectives: With accurate estimates of expected safety results, clinical trials could be better designed and monitored. We evaluated methods for predicting serious adverse event (SAE) results in clinical trials using information only from…

Computation and Language · Computer Science 2025-08-12 Qixuan Hu , Xumou Zhang , Jinman Kim , Florence Bourgeois , Adam G. Dunn