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Clinical events captured in Electronic Health Records (EHR) are irregularly sampled and may consist of a mixture of discrete events and numerical measurements, such as laboratory values or treatment dosages. The sequential nature of EHR,…

In healthcare, the highest risk individuals for morbidity and mortality are rarely those with the greatest modifiable risk. By contrast, many machine learning formulations implicitly attend to the highest risk individuals. We focus on this…

Machine Learning · Statistics 2019-11-15 Yoonjung Kim , Jeremy C. Weiss

We propose a novel framework of estimating systemic risk measures and risk allocations based on Markov chain Monte Carlo (MCMC) methods. We consider a class of allocations whose jth component can be written as some risk measure of the jth…

Risk Management · Quantitative Finance 2020-05-08 Takaaki Koike , Marius Hofert

Some recent work on confidence intervals for randomized quasi-Monte Carlo (RQMC) sampling found a surprising result: ordinary Student $t$ 95% confidence intervals based on a modest number of replicates were seen to be very effective and…

Numerical Analysis · Mathematics 2025-03-26 Zexin Pan , Art B. Owen

In many risk-aware and multi-objective reinforcement learning settings, the utility of the user is derived from the single execution of a policy. In these settings, making decisions based on the average future returns is not suitable. For…

Machine Learning · Computer Science 2021-02-03 Conor F. Hayes , Mathieu Reymond , Diederik M. Roijers , Enda Howley , Patrick Mannion

Regularized empirical risk minimization (rERM) has become important in data-intensive fields such as genomics and advertising, with stochastic gradient methods typically used to solve the largest problems. However, ill-conditioned…

Machine Learning · Statistics 2025-01-28 Jingruo Sun , Zachary Frangella , Madeleine Udell

Maximum likelihood estimation in nonlinear models can exhibit substantial instability in finite samples when the data provide limited information about certain parameters. Such instability is driven by rare but extreme realizations of the…

Methodology · Statistics 2026-04-15 Masamune Iwasawa

Electronic health records (EHR) data provide a cost and time-effective opportunity to conduct cohort studies of the effects of multiple time-point interventions in the diverse patient population found in real-world clinical settings.…

This paper introduces a class of Monte Carlo algorithms which are based upon the simulation of a Markov process whose quasi-stationary distribution coincides with a distribution of interest. This differs fundamentally from, say, current…

Methodology · Statistics 2020-04-14 Murray Pollock , Paul Fearnhead , Adam M. Johansen , Gareth O. Roberts

While stochastic geometry provides a powerful framework for the analysis of cellular networks, standard Monte Carlo simulations often suffer from slow convergence due to the stochasticity of the infinite far-field. This work introduces the…

Electronic health records (EHRs) are invaluable for clinical research, yet privacy concerns severely restrict data sharing. Synthetic data generation offers a promising solution, but EHRs present unique challenges: they contain both…

Machine Learning · Computer Science 2026-03-26 Shaonan Liu , Yuichiro Iwashita , Soichiro Nakako , Masakazu Iwamura , Koichi Kise

The growing availability of well-organized Electronic Health Records (EHR) data has enabled the development of various machine learning models towards disease risk prediction. However, existing risk prediction methods overlook the…

Machine Learning · Computer Science 2024-06-17 Ziyang Zhang , Hejie Cui , Ran Xu , Yuzhang Xie , Joyce C. Ho , Carl Yang

Evaluating rare-event forecasts is challenging because standard metrics collapse as event prevalence declines. Measures such as F1-score, AUPRC, MCC, and accuracy induce degenerate thresholds -- converging to zero or one -- and their values…

Methodology · Statistics 2025-12-02 Sotirios D. Nikolopoulos

Many diagnostic errors occur because clinicians cannot easily access relevant information in patient Electronic Health Records (EHRs). In this work we propose a method to use LLMs to identify pieces of evidence in patient EHR data that…

In this paper, we develop Monte-Carlo based heuristic approaches to approximate the objective function in long horizon optimal control problems. In these approaches, to approximate the expectation operator in the objective function, we…

Systems and Control · Electrical Eng. & Systems 2020-09-17 Shankarachary Ragi , Hans D. Mittelmann

Clinical event sequences in Electronic Health Records (EHRs) record detailed information about the patient condition and patient care as they occur in time. Recent years have witnessed increased interest of machine learning community in…

Machine Learning · Computer Science 2022-04-07 Jeong Min Lee , Milos Hauskrecht

Computing reachability probabilities is at the heart of probabilistic model checking. All model checkers compute these probabilities in an iterative fashion using value iteration. This technique approximates a fixed point from below by…

Logic in Computer Science · Computer Science 2018-04-16 Tim Quatmann , Joost-Pieter Katoen

Random-effects meta-analyses have been widely applied in evidence synthesis for various types of medical studies. However, standard inference methods (e.g. restricted maximum likelihood estimation) usually underestimate statistical errors…

Methodology · Statistics 2019-05-13 Shonosuke Sugasawa , Hisashi Noma

Medical studies that depend on electronic health records (EHR) data are often subject to measurement error, as the data are not collected to support research questions under study. These data errors, if not accounted for in study analyses,…

Methodology · Statistics 2020-03-10 Eric J. Oh , Bryan E. Shepherd , Thomas Lumley , Pamela A. Shaw

Exponential random graph models, or ERGMs, are a flexible and general class of models for modeling dependent data. While the early literature has shown them to be powerful in capturing many network features of interest, recent work…

Methodology · Statistics 2022-01-10 Vishesh Karwa , Sonja Petrović , Denis Bajić
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