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This paper addresses the challenge of time-inconsistent stochastic control within a continuous-time framework. Its primary focus lies in uncovering a probabilistic representation, specifically in the shape of a system of backward stochastic…

Optimization and Control · Mathematics 2026-03-24 Dylan Possamaï , Mateo Rodriguez Polo

Treatment effect estimation is essential for informed decision-making in many fields such as healthcare, economics, and public policy. While flexible machine learning models have been widely applied for estimating heterogeneous treatment…

Machine Learning · Computer Science 2025-09-29 Pascal Memmesheimer , Vincent Heuveline , Jürgen Hesser

In this paper we consider Bayesian parameter inference associated to a class of partially observed stochastic differential equations (SDE) driven by jump processes. Such type of models can be routinely found in applications, of which we…

Neurons and Cognition · Quantitative Biology 2024-12-03 Mohamed Maama , Ajay Jasra , Kengo Kamatani

Causal treatment effect estimation is a key problem that arises in a variety of real-world settings, from personalized medicine to governmental policy making. There has been a flurry of recent work in machine learning on estimating causal…

Machine Learning · Computer Science 2020-10-22 Niki Kilbertus , Matt J. Kusner , Ricardo Silva

Estimating treatment effects is crucial for personalized decision-making in medicine, but this task faces unique challenges in clinical practice. At training time, models for estimating treatment effects are typically trained on…

Machine Learning · Computer Science 2025-10-31 Yuchen Ma , Dennis Frauen , Jonas Schweisthal , Stefan Feuerriegel

Non-randomized treatment effect models are widely used for the assessment of treatment effects in various fields and in particular social science disciplines like political science, psychometry, psychology. More specifically, these are…

Methodology · Statistics 2021-12-02 Debarghya Mukherjee , Moulinath Banerjee , Ya'acov Ritov

An important task in drug development is to identify patients, which respond better or worse to an experimental treatment. Identifying predictive covariates, which influence the treatment effect and can be used to define subgroups of…

Methodology · Statistics 2018-11-27 Marius Thomas , Björn Bornkamp , Katja Ickstadt

We develop a Bayesian nonparametric (BNP) approach to evaluate the causal effect of treatment in a randomized trial where a nonterminal event may be censored by a terminal event, but not vice versa (i.e., semi-competing risks). Based on the…

Methodology · Statistics 2019-07-23 Yanxun Xu , Daniel Scharfstein , Peter Müller , Michael Daniels

Using observational data to estimate the effect of a treatment is a powerful tool for decision-making when randomized experiments are infeasible or costly. However, observational data often yields biased estimates of treatment effects,…

Methodology · Statistics 2022-03-01 Tobias Hatt , Stefan Feuerriegel

Uncertainty quantification and robustness to distribution shifts are important goals in machine learning and artificial intelligence. Although Bayesian Neural Networks (BNNs) allow for uncertainty in the predictions to be assessed,…

Machine Learning · Computer Science 2024-10-23 Michele Caprio , Souradeep Dutta , Kuk Jin Jang , Vivian Lin , Radoslav Ivanov , Oleg Sokolsky , Insup Lee

The traditional model specification of stepped-wedge cluster-randomized trials assumes a homogeneous treatment effect across time while adjusting for fixed-time effects. However, when treatment effects vary over time, the constant effect…

Recently, Neural Ordinary Differential Equations has emerged as a powerful framework for modeling physical simulations without explicitly defining the ODEs governing the system, but instead learning them via machine learning. However, the…

Causal effect estimation is important for many tasks in the natural and social sciences. We design algorithms for the continuous partial identification problem: bounding the effects of multivariate, continuous treatments when unmeasured…

Machine Learning · Statistics 2023-05-18 Kirtan Padh , Jakob Zeitler , David Watson , Matt Kusner , Ricardo Silva , Niki Kilbertus

Clinical decisions are often guided by clinical prediction models or diagnostic tests. Decision curve analysis (DCA) combines classical assessment of predictive performance with the consequences of using these strategies for clinical…

Methodology · Statistics 2023-08-07 Giuliano N. F. Cruz , Keegan Korthauer

Continuous treatment effect estimation holds significant practical importance across various decision-making and assessment domains, such as healthcare and the military. However, current methods for estimating dose-response curves hinge on…

Machine Learning · Computer Science 2024-06-05 Ruijing Cui , Jianbin Sun , Bingyu He , Kewei Yang , Bingfeng Ge

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…

Methodology · Statistics 2025-08-25 Zhixin Qiu , Huichen Zhu , Wenjie Wang , Yanlin Tang

Effective medication management in Parkinson's Disease (PD) is challenging due to heterogeneous disease progression, variable patient response, and medication side effects. While AI models can forecast levodopa equivalent daily dose (LEDD)…

Machine Learning · Computer Science 2026-05-21 Ricardo Diaz-Rincon , Muxuan Liang , Adolfo Ramirez-Zamora , Benjamin Shickel

Neural Controlled Differential Equations (Neural CDEs, NCDEs) are a unique branch of methods, specifically tailored for analysing temporal sequences. However, they come with drawbacks, the main one being the number of parameters, required…

Machine Learning · Computer Science 2025-12-25 Ilya Kuleshov , Alexey Zaytsev

We propose a Bayesian nonparametric (BNP) approach to causal inference using observational data consisting of outcome, treatment, and a set of confounders. The conditional distribution of the outcome given treatment and confounders is…

Methodology · Statistics 2025-12-01 Yongseok Hur , Joonhyuk Jung , Juhee Lee

Causal inference has received great attention across different fields from economics, statistics, education, medicine, to machine learning. Within this area, inferring causal effects at individual level in observational studies has become…

Methodology · Statistics 2017-02-16 Thai Pham