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We analyse the prediction error of principal component regression (PCR) and prove non-asymptotic upper bounds for the corresponding squared risk. Under mild assumptions, we show that PCR performs as well as the oracle method obtained by…

Statistics Theory · Mathematics 2019-04-17 Martin Wahl

PageRank (PR) is a fundamental tool for assessing the relative importance of the nodes in a network. In this paper, we propose a measure, weighted PageRank (WPR), extended from the classical PR for weighted, directed networks with possible…

Physics and Society · Physics 2021-05-18 Panpan Zhang , Tiandong Wang , Jun Yan

The increasing availability of individual-level data has led to numerous applications of individualized (or personalized) treatment rules (ITRs). Policy makers often wish to empirically evaluate ITRs and compare their relative performance…

Applications · Statistics 2021-05-06 Kosuke Imai , Michael Lingzhi Li

Optimal treatment rules are mappings from individual patient characteristics to tailored treatment assignments that maximize mean outcomes. In this work, we introduce a conditional potential benefit (CPB) metric that measures the expected…

Methodology · Statistics 2024-08-29 Alexander W. Levis , Eli Ben-Michael , Edward H. Kennedy

Statistical models are widely used to estimate the performance of commercial off-the-shelf (COTS) AI hardware accelerators. However, training of statistical performance models often requires vast amounts of data, leading to a significant…

Preference-based Reinforcement Learning (PbRL) replaces reward values in traditional reinforcement learning by preferences to better elicit human opinion on the target objective, especially when numerical reward values are hard to design or…

Machine Learning · Computer Science 2020-10-27 Yichong Xu , Ruosong Wang , Lin F. Yang , Aarti Singh , Artur Dubrawski

In observational studies, the recorded treatment assignment is not purely random, but it is influenced by external factors such as patient characteristics, reimbursement policies, and existing guidelines. Therefore, the treatment effect can…

Methodology · Statistics 2024-09-02 Sara Poletto , Enrico Longato , Erica Tavazzi , Martina Vettoretti

A treatment benefit predictor (TBP) is a function that maps patient characteristics to an estimate of the treatment benefit for that patient. Such predictors support optimizing individualized treatment decisions, which are central to…

Methodology · Statistics 2025-09-30 Yuan Xia , Mohsen Sadatsafavi , Paul Gustafson

Density ratio estimation (DRE) is a paramount task in machine learning, for its broad applications across multiple domains, such as covariate shift adaptation, causal inference, independence tests and beyond. Parametric methods for…

Machine Learning · Statistics 2025-06-03 Meilin Wang , Wei Huang , Mingming Gong , Zheng Zhang

Difference-in-differences is based on a parallel trends assumption, which states that changes over time in average potential outcomes are independent of treatment assignment, possibly conditional on covariates. With time-varying treatments,…

Methodology · Statistics 2024-06-25 Nicholas Illenberger , Iván Díaz , Audrey Renson

The policy relevant treatment effect (PRTE) measures the average effect of switching from a status-quo policy to a counterfactual policy. Estimation of the PRTE involves estimation of multiple preliminary parameters, including propensity…

Econometrics · Economics 2020-07-17 Yuya Sasaki , Takuya Ura

We introduce a unified and computationally efficient framework for regression on network data, addressing limitations of existing models that require specialized estimation procedures or impose restrictive decay assumptions. Our Network…

Methodology · Statistics 2026-01-16 Yingying Ma , Chenlei Leng

Gaussian process regression (GPR) is a popular nonparametric Bayesian method that provides predictive uncertainty estimates and is widely used in safety-critical applications. While prior research has introduced various uncertainty bounds,…

Machine Learning · Computer Science 2025-12-05 Junyi Liu , Stanley Kok

Post-treatment variables often complicate causal inference. They appear in many scientific problems, including noncompliance, truncation by death, mediation, and surrogate endpoint evaluation. Principal stratification is a strategy to…

Methodology · Statistics 2024-04-04 Sizhu Lu , Zhichao Jiang , Peng Ding

In the process of clinical diagnosis and treatment, the restricted mean survival time (RMST), which reflects the life expectancy of patients up to a specified time, can be used as an appropriate outcome measure. However, the RMST only…

Applications · Statistics 2021-06-22 Zijing Yang , Hongji Wu , Yawen Hou , Hao Yuan , Zheng Chen

In the era of increasingly complex AI models for time series forecasting, progress is often measured by marginal improvements on benchmark leaderboards. However, this approach suffers from a fundamental flaw: standard evaluation metrics…

Machine Learning · Computer Science 2026-05-28 Wanjin Feng , Yuan Yuan , Jingtao Ding , Yong Li

Respiratory ailments such as asthma, chronic obstructive pulmonary disease (COPD), pneumonia, and lung cancer are life-threatening. Respiration rate (RR) is a vital indicator of the wellness of a patient. Continuous monitoring of RR can…

Forward regression is a crucial methodology for automatically identifying important predictors from a large pool of potential covariates. In contexts with moderate predictor correlation, forward selection techniques can achieve screening…

Methodology · Statistics 2024-08-23 Xuejun Jiang , Yue Ma , Haofeng Wang

Randomized trials are considered the gold standard for estimating causal effects. Trial findings are often used to inform policy and programming efforts, yet their results may not generalize well to a relevant target population due to…

Large language models (LLMs) inevitably make mistakes when performing step-by-step mathematical reasoning. Process Reward Models (PRMs) have emerged as a promising solution by evaluating each reasoning step. However, existing PRMs typically…

Computation and Language · Computer Science 2025-03-28 Shuaijie She , Junxiao Liu , Yifeng Liu , Jiajun Chen , Xin Huang , Shujian Huang
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