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Synthetic augmentation is increasingly used to mitigate data scarcity in financial machine learning, yet its statistical role remains poorly understood. We formalize synthetic augmentation as a modification of the effective training…

Artificial Intelligence · Computer Science 2026-04-17 Mel Sohm , Charles Dezons , Sami Sellami , Oscar Ninou , Axel Pincon

A variance reduction technique in nonparametric smoothing is proposed: at each point of estimation, form a linear combination of a preliminary estimator evaluated at nearby points with the coefficients specified so that the asymptotic bias…

Statistics Theory · Mathematics 2007-08-22 Ming-Yen Cheng , Liang Peng , Jyh-Shyang Wu

The presence of confounding by high-dimensional variables complicates estimation of the average effect of a point treatment. On the one hand, it necessitates the use of variable selection strategies or more general data-adaptive…

Methodology · Statistics 2017-08-15 Vahe Avagyan , Stijn Vansteelandt

Statistical inference, a central tool of science, revolves around the study and the usage of statistical estimators: functions that map finite samples to predictions about unknown distribution parameters. In the frequentist framework,…

Machine Learning · Computer Science 2025-12-15 Maxime Peyrard , Kyunghyun Cho

Clinical randomized controlled trials (RCTs) collect hundreds of measurements spanning various metric types (e.g., laboratory tests, cognitive/motor assessments, etc.) across 100s-1000s of subjects to evaluate the effect of a treatment, but…

Machine Learning · Computer Science 2024-06-25 Sayeri Lala , Niraj K. Jha

Leveraging external controls -- relevant individual patient data under control from external trials or real-world data -- has the potential to reduce the cost of randomized controlled trials (RCTs) while increasing the proportion of trial…

Methodology · Statistics 2022-07-13 Yanyao Yi , Ying Zhang , Yu Du , Ting Ye

It is generally believed that bias is minimized in well-controlled randomized clinical trials. However, bias can arise in active controlled noninferiority trials because the inference relies on a previously estimated effect size obtained…

Applications · Statistics 2013-12-02 Lei Nie , Zhiwei Zhang , Daniel Rubin , Jianxiong Chu

The target trial framework enables causal inference from longitudinal observational data by emulating randomized trials initiated at multiple time points. Precision is often improved by pooling information across trials, with standard…

Methodology · Statistics 2026-01-08 Edoardo Efrem Gervasoni , Liesbet De Bus , Stijn Vansteelandt , Oliver Dukes

AI models are often evaluated based on their ability to predict the outcome of interest. However, in many AI for social impact applications, the presence of an intervention that affects the outcome can bias the evaluation. Randomized…

Machine Learning · Computer Science 2025-11-18 Winston Chen , Michael W. Sjoding , Jenna Wiens

Covariate adjustment is an approach to improve the precision of trial analyses by adjusting for baseline variables that are prognostic of the primary endpoint. Motivated by the SEARCH Universal HIV Test-and-Treat Trial (2013-2017), we tell…

Methodology · Statistics 2025-12-16 Laura B. Balzer , Mark J. van der Laan , Maya L. Petersen

Cluster-randomized trials (CRTs) are widely used to evaluate group-level interventions and increasingly collect multiple outcomes capturing complementary dimensions of benefit and risk. Investigators often seek a single global summary of…

Methodology · Statistics 2026-01-22 Xinyuan Chen , Fan Li

We consider a longitudinal data structure consisting of baseline covariates, time-varying treatment variables, intermediate time-dependent covariates, and a possibly time dependent outcome. Previous studies have shown that estimating the…

Statistics Theory · Mathematics 2018-10-09 Linh Tran , Maya Petersen , Joshua Schwab , Mark J van der Laan

We develop a prediction-based prescriptive model for learning optimal personalized treatments for patients based on their Electronic Health Records (EHRs). Our approach consists of: (i) predicting future outcomes under each possible therapy…

Machine Learning · Statistics 2018-12-06 Ruidi Chen , Ioannis Paschalidis

Randomized controlled trials (RCTs) provide strong internal validity compared with observational studies. However, selection bias threatens the external validity of randomized trials. Thus, RCT results may not apply to either broad public…

Methodology · Statistics 2017-04-26 Ziyue Chen , Eloise Kaizar

In online experiments where the intervention is only exposed, or "triggered", for a small subset of the population, it is critical to use variance reduction techniques to estimate treatment effects with sufficient precision to inform…

Methodology · Statistics 2023-02-01 Alex Deng , Lo-Hua Yuan , Naoya Kanai , Alexandre Salama-Manteau

Estimating heterogeneous treatment effects is important to tailor treatments to those individuals who would most likely benefit. However, conditional average treatment effect predictors may often be trained on one population but possibly…

Machine Learning · Computer Science 2024-10-18 Christoph Kern , Michael Kim , Angela Zhou

Imputing missing potential outcomes using an estimated regression function is a natural idea for estimating causal effects. In the literature, estimators that combine imputation and regression adjustments are believed to be comparable to…

Statistics Theory · Mathematics 2023-01-20 Zhexiao Lin , Fang Han

In healthcare applications, predictive uncertainty has been used to assess predictive accuracy. In this paper, we demonstrate that predictive uncertainty estimated by the current methods does not highly correlate with prediction error by…

Machine Learning · Computer Science 2021-07-08 Shi Hu , Nicola Pezzotti , Max Welling

Random sampling is an essential tool in the processing and transmission of data. It is used to summarize data too large to store or manipulate and meet resource constraints on bandwidth or battery power. Estimators that are applied to the…

Databases · Computer Science 2015-03-19 Edith Cohen , Haim Kaplan
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