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We present a new algorithm for solving optimization problems with objective functions that are the sum of a smooth function and a (potentially) nonsmooth regularization function, and nonlinear equality constraints. The algorithm may be…

Optimization and Control · Mathematics 2024-04-12 Yutong Dai , Xiaoyi Qu , Daniel P. Robinson

We describe a quantum variational algorithm for securities transactions settlement optimization, based on a novel mathematical formalization of the problem that includes the most relevant constraints considered in the pan-European…

We introduce novel estimators for quantile causal effects with high dimensional panel data (large $N$ and $T$), where only one or a few units are affected by the intervention or policy. Our method extends the generalized synthetic control…

Methodology · Statistics 2025-06-19 Yihong Xu , Li Zheng

Estimating individual-level treatment effect from observational data is a fundamental problem in causal inference and has attracted increasing attention in the fields of education, healthcare, and public policy.In this work, we concentrate…

Machine Learning · Computer Science 2025-07-10 Hui Meng , Keping Yang , Xuyu Peng , Bo Zheng

An optimal dynamic treatment regime (DTR) is a sequence of decision rules aimed at providing the best course of treatments individualized to patients. While conventional DTR estimation uses longitudinal data, such data can also be…

Methodology · Statistics 2025-02-06 Larry Dong , Eleanor Pullenayegum , Rodolphe Thiébaut , Olli Saarela

Causal decomposition analysis aims to assess the effect of modifying risk factors on reducing social disparities in outcomes. Recently, this analysis has incorporated individual characteristics when modifying risk factors by utilizing…

Machine Learning · Statistics 2025-09-16 Soojin Park , Suyeon Kang , Chioun Lee

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

Quantum machine learning with quantum kernels for classification problems is a growing area of research. Recently, quantum kernel alignment techniques that parameterise the kernel have been developed, allowing the kernel to be trained and…

We investigate an empirical quantile estimation approach to solve chance-constrained nonlinear optimization problems. Our approach is based on the reformulation of the chance constraint as an equivalent quantile constraint to provide…

Optimization and Control · Mathematics 2024-10-16 Fengqiao Luo , Jeffrey Larson

There is increasing interest in data-driven approaches for recommending optimal treatment strategies in many chronic disease management and critical care applications. Reinforcement learning methods are well-suited to this sequential…

Machine Learning · Computer Science 2023-06-14 Milashini Nambiar , Supriyo Ghosh , Priscilla Ong , Yu En Chan , Yong Mong Bee , Pavitra Krishnaswamy

Sequential minimum optimization is a machine-learning global search training algorithm. It is applicable when the functional dependence of the cost function on a tunable parameter given the other parameters can be cheaply determined. This…

Quantum Physics · Physics 2023-03-03 Wojciech Roga , Takafumi Ono , Masahiro Takeoka

In Multi-Task Learning (MTL), it is a common practice to train multi-task networks by optimizing an objective function, which is a weighted average of the task-specific objective functions. Although the computational advantages of this…

Machine Learning · Computer Science 2022-07-19 Lucas Pascal , Pietro Michiardi , Xavier Bost , Benoit Huet , Maria A. Zuluaga

Covariate adjustment is an approach to improve the precision of trial analyses by adjusting for baseline variables that are prognostic of the primary endpoint. Motivated by the SEARCH Universal HIV Test-and-Treat Trial (2013-2017), we tell…

Methodology · Statistics 2025-12-16 Laura B. Balzer , Mark J. van der Laan , Maya L. Petersen

This article proposes a novel density estimation based algorithm for carrying out supervised machine learning. The proposed algorithm features O(n) time complexity for generating a classifier, where n is the number of sampling instances in…

Machine Learning · Statistics 2007-11-06 Yen-Jen Oyang , Chien-Yu Chen , Darby Tien-Hao Chang , Chih-Peng Wu

Understanding treatment effect heterogeneity has become increasingly important in many fields. In this paper we study distributions and quantiles of individual treatment effects to provide a more comprehensive and robust understanding of…

Methodology · Statistics 2026-03-31 Zhe Chen , Xinran Li

Randomized Controlled Trials (RCTs) are the gold standard for evaluating the effect of new medical treatments. Treatments must pass stringent regulatory conditions in order to be approved for widespread use, yet even after the regulatory…

Machine Learning · Statistics 2025-03-13 Omer Noy Klein , Alihan Hüyük , Ron Shamir , Uri Shalit , Mihaela van der Schaar

Response-adaptive randomization (RAR) has been studied extensively in conventional, single-stage clinical trials, where it has been shown to yield ethical and statistical benefits, especially in trials with many treatment arms. However, RAR…

Methodology · Statistics 2024-01-09 Peter Norwood , Marie Davidian , Eric Laber

We consider the task of evaluating policies of algorithmic resource allocation through randomized controlled trials (RCTs). Such policies are tasked with optimizing the utilization of limited intervention resources, with the goal of…

Artificial Intelligence · Computer Science 2023-02-07 Aditya Mate , Bryan Wilder , Aparna Taneja , Milind Tambe

The prognosis for patients with epithelial ovarian cancer remains dismal despite improvements in survival for other cancers. Treatment involves multiple lines of chemotherapy and becomes increasingly heterogeneous after first-line therapy.…

Machine Learning · Computer Science 2021-10-25 Brian Murphy , Mustafa Nasir-Moin , Grace von Oiste , Viola Chen , Howard A Riina , Douglas Kondziolka , Eric K Oermann

Multi-objective reinforcement learning (MORL) is a relatively new field which builds on conventional Reinforcement Learning (RL) to solve multi-objective problems. One of common algorithm is to extend scalar value Q-learning by using vector…

Machine Learning · Computer Science 2022-11-17 Kewen Ding