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There are well-established methods for identifying the causal effect of a time-varying treatment applied at discrete time points. However, in the real world, many treatments are continuous or have a finer time scale than the one used for…

Methodology · Statistics 2023-06-16 Jinghao Sun , Forrest W. Crawford

In many social, behavioral, and biomedical sciences, treatment effect estimation is a crucial step in understanding the impact of an intervention, policy, or treatment. In recent years, an increasing emphasis has been placed on…

Methodology · Statistics 2024-10-10 Xinhai Zhang , Xingye Qiao

This paper presents a novel deep learning-based approach named RealDiffFusionNet incorporating Neural Controlled Differential Equations (Neural CDE) - time series models that are robust in handling irregularly sampled data - and multi-head…

Machine Learning · Computer Science 2025-01-07 Aashish Cheruvu , Nathaniel Rigoni

Sustained treatment strategies are common in many domains, particularly in medicine, where many treatment are delivered repeatedly over time. The effects of adherence to a treatment strategy throughout follow-up are often more relevant to…

The Bayesian inversion method demonstrates significant potential for solving inverse problems, enabling both point estimation and uncertainty quantification (UQ). However, Bayesian maximum a posteriori (MAP) estimation may become unstable…

Numerical Analysis · Mathematics 2025-06-04 Ruibiao Song , Liying Zhang

Discontinuities and delayed terms are encountered in the governing equations of a large class of problems ranging from physics and engineering to medicine and economics. These systems cannot be properly modelled and simulated with standard…

Artificial Intelligence · Computer Science 2024-09-27 Thibault Monsel , Onofrio Semeraro , Lionel Mathelin , Guillaume Charpiat

Estimating causal effects is vital for decision making. In standard causal effect estimation, treatments are usually binary- or continuous-valued. However, in many important real-world settings, treatments can be structured,…

Machine Learning · Statistics 2024-12-02 Oriol Corcoll Andreu , Athanasios Vlontzos , Michael O'Riordan , Ciaran M. Gilligan-Lee

In the era of Big Data, scalable and accurate clustering algorithms for high-dimensional data are essential. We present new Bayesian Distance Clustering (BDC) models and inference algorithms with improved scalability while maintaining the…

Methodology · Statistics 2024-09-02 Rafael Cabral , Maria de Iorio , Andrew Harris

The weighted controlled direct effect (WCDE) generalizes the standard controlled direct effect (CDE) by averaging over the mediator distribution, providing a robust estimate when treatment effects vary across mediator levels. This makes the…

Methodology · Statistics 2026-02-09 Ruiyang Lin , Yongyi Guo , Kyra Gan

Randomized trials typically estimate average relative treatment effects, but decisions on the benefit of a treatment are possibly better informed by more individualized predictions of the absolute treatment effect. In case of a binary…

Methodology · Statistics 2021-08-20 J Hoogland , J IntHout , M Belias , MM Rovers , RD Riley , FE Harrell , KGM Moons , TPA Debray , JB Reitsma

Handling missing data in time series classification remains a significant challenge in various domains. Traditional methods often rely on imputation, which may introduce bias or fail to capture the underlying temporal dynamics. In this…

Machine Learning · Computer Science 2026-04-03 YongKyung Oh , Dong-Young Lim , Sungil Kim , Alex Bui

Stochastic differential equations (SDEs) are a staple of mathematical modelling of temporal dynamics. However, a fundamental limitation has been that such models have typically been relatively inflexible, which recent work introducing…

Machine Learning · Computer Science 2021-05-12 Patrick Kidger , James Foster , Xuechen Li , Harald Oberhauser , Terry Lyons

This work proposes the M3E2, a multi-task learning neural network model to estimate the effect of multiple treatments. In contrast to existing methods, M3E2 can handle multiple treatment effects applied simultaneously to the same unit,…

Machine Learning · Computer Science 2023-01-09 Raquel Aoki , Yizhou Chen , Martin Ester

It is critical yet challenging for deep learning models to properly characterize uncertainty that is pervasive in real-world environments. Although a lot of efforts have been made, such as heteroscedastic neural networks (HNNs), little work…

Machine Learning · Computer Science 2021-03-30 Peng Cui , Zhijie Deng , Wenbo Hu , Jun Zhu

Discovering the underlying relationships among variables from temporal observations has been a longstanding challenge in numerous scientific disciplines, including biology, finance, and climate science. The dynamics of such systems are…

Machine Learning · Computer Science 2024-05-07 Benjie Wang , Joel Jennings , Wenbo Gong

Causal inference is capable of estimating the treatment effect (i.e., the causal effect of treatment on the outcome) to benefit the decision making in various domains. One fundamental challenge in this research is that the treatment…

Machine Learning · Computer Science 2021-12-28 Qian Li , Zhichao Wang , Shaowu Liu , Gang Li , Guandong Xu

Modern neural networks have proven to be powerful function approximators, providing state-of-the-art performance in a multitude of applications. They however fall short in their ability to quantify confidence in their predictions - this is…

Machine Learning · Statistics 2020-06-29 Alex J. Chan , Ahmed M. Alaa , Zhaozhi Qian , Mihaela van der Schaar

Data-driven surrogate modeling has emerged as a promising approach for reducing computational expenses of multiscale simulations. Recurrent Neural Network (RNN) is a common choice for modeling of path-dependent behavior. However, previous…

Computational Engineering, Finance, and Science · Computer Science 2023-12-29 Yangzi He , Shabnam J. Semnani

We consider the estimation of treatment effects in settings when multiple treatments are assigned over time and treatments can have a causal effect on future outcomes or the state of the treated unit. We propose an extension of the…

Econometrics · Economics 2021-06-18 Greg Lewis , Vasilis Syrgkanis

The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…

Numerical Analysis · Mathematics 2021-08-26 Junyang Wang , Jon Cockayne , Oksana Chkrebtii , T. J. Sullivan , Chris. J. Oates