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Political scientists are increasingly interested in assessing causal mechanisms, or determining not just if a causal effect exists but also why it occurs. Even so, many researchers avoid formal causal mediation analyses due to their…

Applications · Statistics 2024-11-21 Matthew Blackwell , Ruofan Ma , Aleksei Opacic

The method of surrogate data is a tool to test whether data were generated by some class of model. Tests based on the periodogram have been proposed to decide if linear systems driven by Gaussian noise could have generated a sample time…

comp-gas · Physics 2008-02-03 J. Timmer

Estimating long-term causal effects based on short-term surrogates is a significant but challenging problem in many real-world applications, e.g., marketing and medicine. Despite its success in certain domains, most existing methods…

Machine Learning · Computer Science 2023-11-22 Ruichu Cai , Weilin Chen , Zeqin Yang , Shu Wan , Chen Zheng , Xiaoqing Yang , Jiecheng Guo

In many randomized experiments, the treatment effect of the long-term metric (i.e. the primary outcome of interest) is often difficult or infeasible to measure. Such long-term metrics are often slow to react to changes and sufficiently…

We present a new machine learning approach to estimate personalized treatment effects in the classical potential outcomes framework with binary outcomes. To overcome the problem that both treatment and control outcomes for the same unit are…

Machine Learning · Statistics 2018-05-07 Siong Thye Goh , Cynthia Rudin

Policy makers typically face the problem of wanting to estimate the long-term effects of novel treatments, while only having historical data of older treatment options. We assume access to a long-term dataset where only past treatments were…

Econometrics · Economics 2022-02-11 Keith Battocchi , Eleanor Dillon , Maggie Hei , Greg Lewis , Miruna Oprescu , Vasilis Syrgkanis

We propose an extension to time series with several simultaneously measured variables of the nonlinearity test, which combines the redundancy -- linear redundancy approach with the surrogate data technique. For several variables various…

comp-gas · Physics 2009-10-28 Milan Paluš

Surrogate models are statistical or conceptual approximations for more complex simulation models. In this context, it is crucial to propagate the uncertainty induced by limited simulation budget and surrogate approximation error to…

Machine Learning · Statistics 2026-01-27 Philipp Reiser , Javier Enrique Aguilar , Anneli Guthke , Paul-Christian Bürkner

This paper introduces the necessary and sufficient conditions that surrogate functions must satisfy to properly define frontiers of non-dominated solutions in multi-objective optimization problems. These new conditions work directly on the…

Artificial Intelligence · Computer Science 2015-12-21 Conrado Silva Miranda , Fernando José Von Zuben

It is not uncommon that meta-heuristic algorithms contain some intrinsic parameters, the optimal configuration of which is crucial for achieving their peak performance. However, evaluating the effectiveness of a configuration is expensive,…

Neural and Evolutionary Computing · Computer Science 2019-02-01 Ke Li , Zilin Xiang , Kay Chen Tan

We consider a general nonlinear regression problem where the predictors contain measurement error. It has been recently discovered that several well-known dimension reduction methods, such as OLS, SIR and pHd, can be performed on the…

Statistics Theory · Mathematics 2009-09-29 Bing Li , Xiangrong Yin

In observational studies of discrimination, the most common statistical approaches consider either the rate at which decisions are made (benchmark tests) or the success rate of those decisions (outcome tests). Both tests, however, have…

Applications · Statistics 2025-03-07 Johann D. Gaebler , Sharad Goel

We consider optimization of generalized performance metrics for binary classification by means of surrogate losses. We focus on a class of metrics, which are linear-fractional functions of the false positive and false negative rates…

Machine Learning · Computer Science 2016-10-10 Wojciech Kotłowski , Krzysztof Dembczyński

The aim of the present paper is to develop a strategy for solving reliability-based design optimization (RBDO) problems that remains applicable when the performance models are expensive to evaluate. Starting with the premise that…

Methodology · Statistics 2011-04-20 V. Dubourg , B. Sudret , J. -M. Bourinet

Bayesian inverse modeling is important for a better understanding of hydrological processes. However, this approach can be computationally demanding, as it usually requires a large number of model evaluations. To address this issue, one can…

Computation · Statistics 2020-02-24 Jiangjiang Zhang , Qiang Zheng , Dingjiang Chen , Laosheng Wu , Lingzao Zeng

Randomised controlled trials in reproductive medicine are often subject to outcome truncation, where study outcomes are only defined in a subset of participants. Examples include birthweight (measurable only in the subgroup of participants…

Across domains such as medicine, employment, and criminal justice, predictive models often target labels that imperfectly reflect the outcomes of interest to experts and policymakers. For example, clinical risk assessments deployed to…

Machine Learning · Computer Science 2023-05-19 Luke Guerdan , Amanda Coston , Kenneth Holstein , Zhiwei Steven Wu

Computation of document image quality metrics often depends upon the availability of a ground truth image corresponding to the document. This limits the applicability of quality metrics in applications such as hyperparameter optimization of…

Computer Vision and Pattern Recognition · Computer Science 2018-07-10 Prashant Singh , Ekta Vats , Anders Hast

Surrogate variables in electronic health records (EHR) and biobank data play an important role in biomedical studies due to the scarcity or absence of chart-reviewed gold standard labels. We develop a novel approach named SASH for {\bf…

Methodology · Statistics 2023-09-04 Yue Liu , Molei Liu , Zijian Guo , Tianxi Cai

Predictive or treatment selection biomarkers are usually evaluated in a subgroup or regression analysis with focus on the treatment-by-marker interaction. Under a potential outcome framework (Huang, Gilbert and Janes [Biometrics 68 (2012)…

Applications · Statistics 2015-02-04 Zhiwei Zhang , Lei Nie , Guoxing Soon , Aiyi Liu
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