Related papers: Conformal Prediction for Dose-Response Models with…
Estimating an individual's potential response to continuously varied treatments is crucial for addressing causal questions across diverse domains, from healthcare to social sciences. However, existing methods are limited either to…
Reliable uncertainty quantification is crucial for reinforcement learning (RL) in high-stakes settings. We propose a unified conformal prediction framework for infinite-horizon policy evaluation that constructs distribution-free prediction…
Regression problems with bounded continuous outcomes frequently arise in real-world statistical and machine learning applications, such as the analysis of rates and proportions. A central challenge in this setting is predicting a response…
Conformal prediction constructs a confidence set for an unobserved response of a feature vector based on previous identically distributed and exchangeable observations of responses and features. It has a coverage guarantee at any nominal…
A key challenge in estimating causal effects from observational data is handling confounding and is commonly achieved through weighting methods that balance distribution of covariates between treatment and control groups. Weighting…
Generating probabilistic forecasts of potential outcomes and individual treatment effects (ITE) is essential for risk-aware decision-making in domains such as healthcare, policy, marketing, and finance. We propose two novel methods: the…
Quantifying uncertainty in clinical predictions is critical for high-stakes diagnosis tasks. Conformal prediction offers a principled approach by providing prediction sets with theoretical coverage guarantees. However, in practice, patient…
We propose several prediction intervals procedures for the individual treatment effect with either finite-sample or asymptotic coverage guarantee in a non-parametric regression setting, where non-linear regression functions,…
An accurate estimation of the dose-response relationship is important to determine the optimal dose. For this purpose, a dose finding trial in which subjects are randomized to a few fixed dose levels is the most commonly used design. Often,…
Background and objective: Uncertainty quantification is a pivotal field that contributes to realizing reliable and robust systems. It becomes instrumental in fortifying safe decisions by providing complementary information, particularly…
In statistics, forecast uncertainty is often quantified using a specified statistical model, though such approaches may be vulnerable to model misspecification, selection bias, and limited finite-sample validity. While bootstrapping can…
When using the propensity score method to estimate the treatment effects, it is important to select the covariates to be included in the propensity score model. The inclusion of covariates unrelated to the outcome in the propensity score…
The proximal causal inference framework enables the identification and estimation of causal effects in the presence of unmeasured confounding by leveraging two disjoint sets of observed strong proxies: negative control treatments and…
Existing causal methods for time-varying exposure and time-varying confounding focus on estimating the average causal effect of a time-varying binary treatment on an end-of-study outcome, offering limited tools for characterizing marginal…
When analyzing data from randomized clinical trials, covariate adjustment can be used to account for chance imbalance in baseline covariates and to increase precision of the treatment effect estimate. A practical barrier to covariate…
We introduce a fine-grained framework for uncertainty quantification of predictive models under distributional shifts. This framework distinguishes the shift in covariate distributions from that in the conditional relationship between the…
Accurate prediction of outcomes is crucial for clinical decision-making and personalized patient care. Supervised machine learning algorithms, which are commonly used for outcome prediction in the medical domain, optimize for predictive…
Conformal prediction, which makes no distributional assumptions about the data, has emerged as a powerful and reliable approach to uncertainty quantification in practical applications. The nonconformity measure used in conformal prediction…
Conformal prediction is a popular, modern technique for providing valid predictive inference for arbitrary machine learning models. Its validity relies on the assumptions of exchangeability of the data, and symmetry of the given model…
Prediction sets provide a means of quantifying the uncertainty in predictive tasks. Using held out calibration data, conformal prediction and risk control can produce prediction sets that exhibit statistically valid error control in a…