Related papers: Combining Experimental and Historical Data for Pol…
Estimating the causal effect of a treatment or health policy with observational data can be challenging due to an imbalance of and a lack of overlap between treated and control covariate distributions. In the presence of limited overlap,…
Reinforcement learning (RL) shows great potential in sequential decision-making. At present, mainstream RL algorithms are data-driven, which usually yield better asymptotic performance but much slower convergence compared with model-driven…
We propose a method for summarizing the strength of association between a set of variables and a multivariate outcome. Classical summary measures are appropriate when linear relationships exist between covariates and outcomes, while our…
Motivated by two case studies using primary care records from the Clinical Practice Research Datalink, we describe statistical methods that facilitate the analysis of tall data, with very large numbers of observations. Our focus is on…
We address the problem of integrating data from multiple, possibly biased, observational and interventional studies, to eventually compute counterfactuals in structural causal models. We start from the case of a single observational dataset…
Pairwise similarities and dissimilarities between data points might be easier to obtain than fully labeled data in real-world classification problems, e.g., in privacy-aware situations. To handle such pairwise information, an empirical risk…
We propose a new method to estimate causal effects from nonexperimental data. Each pair of sample units is first associated with a stochastic 'treatment' - differences in factors between units - and an effect - a resultant outcome…
Generalist robot manipulation policies are becoming increasingly capable, but are limited in evaluation to a small number of hardware rollouts. This strong resource constraint in real-world testing necessitates both more informative…
In this paper, we propose a novel Mixed-Integer Non-Linear Optimization formulation to construct a risk score, where we optimize the logistic loss with sparsity constraints. Previous approaches are typically designed to handle binary…
Linear model prediction with a large number of potential predictors is both statistically and computationally challenging. The traditional approaches are largely based on shrinkage selection/estimation methods, which are applicable even…
Surveys are commonly used to facilitate research in epidemiology, health, and the social and behavioral sciences. Often, these surveys are not simple random samples, and respondents are given weights reflecting their probability of…
It is increasingly common to augment randomized controlled trial with external controls from observational data, to evaluate the treatment effect of an intervention. Traditional approaches to treatment effect estimation involve ambiguous…
Experimental and observational studies often lack validity due to untestable assumptions. We propose a double machine learning approach to combine experimental and observational studies, allowing practitioners to test for assumption…
Observational data is often readily available in large quantities, but can lead to biased causal effect estimates due to the presence of unobserved confounding. Recent works attempt to remove this bias by supplementing observational data…
Context: Software engineering has a problem in that when we empirically evaluate competing prediction systems we obtain conflicting results. Objective: To reduce the inconsistency amongst validation study results and provide a more formal…
Reinforcement learning means finding the optimal course of action in Markovian environments without knowledge of the environment's dynamics. Stochastic optimization algorithms used in the field rely on estimates of the value of a policy.…
Reinforcement learning can learn amortised design policies for designing sequences of experiments. However, current amortised methods rely on estimators of expected information gain (EIG) that require an exponential number of samples on the…
Doubly robust estimators of causal effects are a popular means of estimating causal effects. Such estimators combine an estimate of the conditional mean of the outcome given treatment and confounders (the so-called outcome regression) with…
In empirical research, when we have multiple estimators for the same parameter of interest, a central question arises: how do we combine unbiased but less precise estimators with biased but more precise ones to improve the inference? Under…
In the age of big data, nonprobability surveys are becoming increasingly abundant. Data integration techniques involving both probability and nonprobability surveys are being extensively used for providing improved estimates for finite…