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In this work, we examine recently developed methods for Bayesian inference of optimal dynamic treatment regimes (DTRs). DTRs are a set of treatment decision rules aimed at tailoring patient care to patient-specific characteristics, thereby…

Methodology · Statistics 2023-03-28 Daniel Rodriguez Duque , Erica E. M. Moodie , David A. Stephens

Optimal trade execution is an important problem faced by essentially all traders. Much research into optimal execution uses stringent model assumptions and applies continuous time stochastic control to solve them. Here, we instead take a…

Trading and Market Microstructure · Quantitative Finance 2020-06-09 Brian Ning , Franco Ho Ting Lin , Sebastian Jaimungal

Estimation of heterogeneous treatment effects is an essential component of precision medicine. Model and algorithm-based methods have been developed within the causal inference framework to achieve valid estimation and inference. Existing…

Methodology · Statistics 2021-05-10 Ruohong Li , Honglang Wang , Wanzhu Tu

The goal of precision medicine is to provide individualized treatment at each stage of chronic diseases, a concept formalized by Dynamic Treatment Regimes (DTR). These regimes adapt treatment strategies based on decision rules learned from…

Methodology · Statistics 2025-06-09 Sophia Yazzourh , Nicolas Savy , Philippe Saint-Pierre , Michael R. Kosorok

Routinely collected data from electronic health records (EHR) provide opportunities to study effects of longitudinal treatment strategies in real-world clinical settings. A challenge presented by EHR data is that frequency of covariate…

Applications · Statistics 2026-04-14 Leah Pirondini , Karla Diaz-Ordaz , Edward Palmer , Ruth H. Keogh

Estimating treatment effects from observational data is paramount in healthcare, education, and economics, but current deep disentanglement-based methods to address selection bias are insufficiently handling irrelevant variables. We…

Machine Learning · Computer Science 2024-08-27 Ahmad Saeed Khan , Erik Schaffernicht , Johannes Andreas Stork

Learning compressed representations of multivariate time series (MTS) facilitates data analysis in the presence of noise and redundant information, and for a large number of variates and time steps. However, classical dimensionality…

Neural and Evolutionary Computing · Computer Science 2019-07-17 Filippo Maria Bianchi , Lorenzo Livi , Karl Øyvind Mikalsen , Michael Kampffmeyer , Robert Jenssen

In this work, we propose a novel cross Q-learning algorithm, aim at alleviating the well-known overestimation problem in value-based reinforcement learning methods, particularly in the deep Q-networks where the overestimation is exaggerated…

Artificial Intelligence · Computer Science 2020-09-30 Xing Wang , Alexander Vinel

Supervised Deep-Learning (DL)-based reconstruction algorithms have shown state-of-the-art results for highly-undersampled dynamic Magnetic Resonance Imaging (MRI) reconstruction. However, the requirement of excessive high-quality…

Image and Video Processing · Electrical Eng. & Systems 2025-11-11 Jie Feng , Ruimin Feng , Qing Wu , Zhiyong Zhang , Yuyao Zhang , Hongjiang Wei

A crucial task for a randomized controlled trial (RCT) is to specify a statistical method that can yield an efficient estimator and powerful test for the treatment effect. A novel and effective strategy to obtain efficient and powerful…

Multistate process data are common in studies of chronic diseases such as cancer. These data are ideal for precision medicine purposes as they can be leveraged to improve more refined health outcomes, compared to standard survival outcomes,…

Methodology · Statistics 2022-11-28 Giorgos Bakoyannis

The use of flexible machine-learning (ML) models to generate imputations of missing data within the framework of Multiple Imputation (MI) has recently gained traction, particularly in observational settings. For randomised controlled trials…

Methodology · Statistics 2025-10-07 Mia S. Tackney , Jonathan W. Bartlett , Elizabeth Williamson , Kim May Lee

Large-scale population-level datasets, such as the UK Biobank and the All of Us Research Program, often lack covariates needed for a specific analysis, such as genetic or lifestyle measures, while related studies measure them. This creates…

Methodology · Statistics 2026-05-07 Huali Zhao , Tianying Wang

This paper introduces and analyzes an improved Q-learning algorithm for discrete-time linear time-invariant systems. The proposed method does not require any knowledge of the system dynamics, and it enjoys significant efficiency advantages…

Systems and Control · Electrical Eng. & Systems 2023-04-03 Victor G. Lopez , Mohammad Alsalti , Matthias A. Müller

Analyzing large-scale data from simulations of turbulent flows is memory intensive, requiring significant resources. This major challenge highlights the need for data compression techniques. In this study, we apply a physics-informed Deep…

Fluid Dynamics · Physics 2022-07-26 Mohammadreza Momenifar , Enmao Diao , Vahid Tarokh , Andrew D. Bragg

This paper aims at presenting a new application of information geometry to reinforcement learning focusing on dynamic treatment resumes. In a standard framework of reinforcement learning, a Q-function is defined as the conditional…

Methodology · Statistics 2022-11-17 Shinto Eguchi

We derive a family of risk-sensitive reinforcement learning methods for agents, who face sequential decision-making tasks in uncertain environments. By applying a utility function to the temporal difference (TD) error, nonlinear…

Machine Learning · Computer Science 2014-10-10 Yun Shen , Michael J. Tobia , Tobias Sommer , Klaus Obermayer

A treatment regime is a rule that assigns a treatment to patients based on their covariate information. Recently, estimation of the optimal treatment regime that yields the greatest overall expected clinical outcome of interest has…

Methodology · Statistics 2022-03-07 Kevin Gunn , Wenbin Lu , Rui Song

Background: Clinical diagnosis is typically reached by following a series of steps recommended by guidelines authored by colleges of experts. Accordingly, guidelines play a crucial role in rationalizing clinical decisions but suffer from…

Machine Learning · Computer Science 2024-04-10 Lillian Muyama , Antoine Neuraz , Adrien Coulet

We propose a new modeling and estimation approach to select the optimal treatment regime from different options through constructing a robust estimating equation. The method is protected against misspecification of the propensity score…

Methodology · Statistics 2022-11-15 Trinetri Ghosh , Yanyuan Ma , Wensheng Zhu , Yuanjia Wang
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