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This paper proposes a novel method to estimate individualised treatment assignment rules. The method is designed to find rules that are stochastic, reflecting uncertainty in estimation of an assignment rule and about its welfare…

Econometrics · Economics 2023-02-22 Toru Kitagawa , Hugo Lopez , Jeff Rowley

Modern AI agents such as large language models are trained on diverse tasks -- translation, code generation, mathematical reasoning, and text prediction -- simultaneously. A key question is how to quantify the influence of each individual…

Machine Learning · Computer Science 2026-05-12 Zhenshuo Zhang , Minxuan Duan , Hongyang R. Zhang

In treatment allocation problems the individuals to be treated often arrive sequentially. We study a problem in which the policy maker is not only interested in the expected cumulative welfare but is also concerned about the…

Machine Learning · Statistics 2018-08-24 Anders Bredahl Kock , Martin Thyrsgaard

We revisit the problem of estimating the local average treatment effect (LATE) and the local average treatment effect on the treated (LATT) when control variables are available, either to render the instrumental variable (IV) suitably…

Econometrics · Economics 2022-11-16 Tymon Słoczyński , S. Derya Uysal , Jeffrey M. Wooldridge

We study how to efficiently estimate average treatment effects (ATEs) using adaptive experiments. In adaptive experiments, experimenters sequentially assign treatments to experimental units while updating treatment assignment probabilities…

Machine Learning · Statistics 2025-02-21 Masahiro Kato , Takuya Ishihara , Junya Honda , Yusuke Narita

We study the interplay between surrogate methods for structured prediction and techniques from multitask learning designed to leverage relationships between surrogate outputs. We propose an efficient algorithm based on trace norm…

Machine Learning · Computer Science 2019-03-05 Giulia Luise , Dimitris Stamos , Massimiliano Pontil , Carlo Ciliberto

Case-control studies are designed towards studying associations between risk factors and a single, primary outcome. Information about additional, secondary outcomes is also collected, but association studies targeting such secondary…

Methodology · Statistics 2014-07-17 Tamar Sofer , Marilyn C. Cornelis , Peter Kraft , Eric J. Tchetgen Tchetgen

Micro-randomized trials are commonly conducted for optimizing mobile health interventions such as push notifications for behavior change. In analyzing such trials, causal excursion effects are often of primary interest, and their estimation…

Methodology · Statistics 2024-08-19 Yihan Bao , Lauren Bell , Elizabeth Williamson , Claire Garnett , Tianchen Qian

Given a dataset of individuals each described by a covariate vector, a treatment, and an observed outcome on the treatment, the goal of the individual treatment effect (ITE) estimation task is to predict outcome changes resulting from a…

Machine Learning · Computer Science 2024-06-07 Lokesh Nagalapatti , Pranava Singhal , Avishek Ghosh , Sunita Sarawagi

Patient care may be improved by recommending treatments based on patient characteristics when there is treatment effect heterogeneity. Recently, there has been a great deal of attention focused on the estimation of optimal treatment rules…

Methodology · Statistics 2024-01-29 Michael Jetsupphasuk , Michael G. Hudgens , Jessie K. Edwards , Stephen R. Cole

AI-assisted molecular optimization is a very active research field as it is expected to provide the next-generation drugs and molecular materials. An important difficulty is that the properties to be optimized rely on costly evaluations.…

Machine Learning · Computer Science 2025-05-19 Jules Leguy , Thomas Cauchy , Beatrice Duval , Benoit Da Mota

The problem of bipartite ranking, where instances are labeled positive or negative and the goal is to learn a scoring function that minimizes the probability of mis-ranking a pair of positive and negative instances (or equivalently, that…

Machine Learning · Computer Science 2014-08-13 Shivani Agarwal

Collecting large quantities of high-quality data can be prohibitively expensive or impractical, and a bottleneck in machine learning. One may instead augment a small set of $n$ data points from the target distribution with data from more…

Machine Learning · Computer Science 2024-12-05 Ayush Jain , Andrea Montanari , Eren Sasoglu

Personalized medicine aims to tailor treatments to individual patients, especially when people respond heterogeneously to therapies. A key objective is to learn individualized treatment rules that recommend optimal treatments from patient…

Methodology · Statistics 2026-03-12 Zhu Wang

Composite endpoints are frequently used as primary or secondary analyses in cardiovascular clinical trials to increase clinical relevance and statistical efficiency. Alternatively, the Win Ratio (WR) and other Win Statistics (WS) analyses…

Methodology · Statistics 2025-12-23 Yunhan Mou , Scott Hummel , Yuan Huang

Inferring causal effects on long-term outcomes using short-term surrogates is crucial to rapid innovation. However, even when treatments are randomized and surrogates fully mediate their effect on outcomes, it's possible that we get the…

Methodology · Statistics 2023-11-09 Aurélien Bibaut , Nathan Kallus , Simon Ejdemyr , Michael Zhao

Optimal treatment regimes (OTR) are individualised treatment assignment strategies that identify a medical treatment as optimal given all background information available on the individual. We discuss Bayes optimal treatment regimes…

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

Multi-regional clinical trials (MRCTs) are central to global drug development, enabling evaluation of treatment effects across diverse populations. A key challenge is valid and efficient inference for a region-specific estimand when the…

Methodology · Statistics 2026-02-04 Chenxi Li , Ke Zhu , Shu Yang , Xiaofei Wang

In many applied optimization settings, parameters that define the constraints may not guarantee the best possible solution, and superior solutions might exist that are infeasible for the given parameter values. Removing such constraints,…

Optimization and Control · Mathematics 2024-07-22 Farzin Ahmadi , Todd R. McNutt , Kimia Ghobadi
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