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This note presents an operational measure of fat-tailedness for univariate probability distributions, in $[0,1]$ where 0 is maximally thin-tailed (Gaussian) and 1 is maximally fat-tailed. Among others,1) it helps assess the sample size…

Methodology · Statistics 2019-04-30 Nassim Nicholas Taleb

Background: Chronic diseases impose a sustained burden on healthcare systems through progressive deterioration and long-term costs. Although adherence-enhancing interventions are widely promoted, their return on investment (ROI) remains…

General Finance · Quantitative Finance 2025-10-09 Jinho Cha , Eunchan D. Cha , Emily Yoo , Hyoshin Song

This paper introduces a copula-based model for independent but non-identically distributed data with heteroscedastic extremes marginal and changing tail dependence structures. We establish a unified framework for inference by proving the…

Methodology · Statistics 2025-02-25 Yifan Hu , Yanxi Hou

Qualitative interactions occur when a treatment effect or measure of association varies in sign by sub-population. Of particular interest in many biomedical settings are absence/presence qualitative interactions, which occur when an effect…

Methodology · Statistics 2020-10-20 Aaron Hudson , Ali Shojaie

Keeping track of translational research is essential to evaluating the performance of programs on translational medicine. Despite several indicators in previous studies, a consensus measure is still needed to represent the translational…

Digital Libraries · Computer Science 2022-11-24 Xin Li , Xuli Tang , Wei Lu

The quantile residual lifetime (QRL) regression is an attractive tool for assessing covariate effects on the distribution of residual life expectancy, which is often of interest in clinical studies. When the study subjects are exposed to…

Methodology · Statistics 2025-03-04 Tonghui Yu , Liming Xiang , Jong-Hyeon Jeong

Comparing different medications is complicated when adherence to these medications differs. We can overcome the adherence issue by assessing effectiveness under sustained use, as in the usual causal `per-protocol' estimand. However, when…

Methodology · Statistics 2024-09-10 Kerollos Nashat Wanis , Mats Julius Stensrud , Aaron Leor Sarvet

Randomized clinical trials are considered the gold standard for informing treatment guidelines, but results may not generalize to real-world populations. Generalizability is hindered by distributional differences in baseline covariates and…

Methodology · Statistics 2025-06-03 Rachael K. Ross , Ivan Diaz , Amy J. Pitts , Elizabeth A. Stuart , Kara E. Rudolph

Meta learning is a promising paradigm in the era of large models and task distributional robustness has become an indispensable consideration in real-world scenarios. Recent advances have examined the effectiveness of tail task risk…

Machine Learning · Computer Science 2024-10-31 Yiqin Lv , Qi Wang , Dong Liang , Zheng Xie

In the era of precision medicine, more and more clinical trials are now driven or guided by biomarkers, which are patient characteristics objectively measured and evaluated as indicators of normal biological processes, pathogenic processes,…

Methodology · Statistics 2024-01-02 Hong Zhang , Jie Pu , Shibing Deng , Satrajit Roychoudhury , Haitao Chu , Douglas Robinson

The STEP 1 randomized trial evaluated the effect of taking semaglutide vs placebo on body weight over a 68 week duration. As with any study evaluating an intervention delivered over a sustained period, non-adherence was observed. This was…

In clinical trials, an experimental treatment is sometimes added on to a standard of care or control therapy in multiple treatment phases (e.g., concomitant and maintenance phases) to improve patient outcomes. When the new regimen provides…

Methodology · Statistics 2020-11-19 Sudipta Bhattacharya , Jyotirmoy Dey

We consider the tail behavior of random variables $R$ which are solutions of the distributional equation $R\stackrel{d}{=}Q+MR$, where $(Q,M)$ is independent of $R$ and $|M|\le 1$. Goldie and Gr\"{u}bel showed that the tails of $R$ are no…

Probability · Mathematics 2010-02-08 Paweł Hitczenko , Jacek Wesołowski

Dynamic prediction of causal effects under different treatment regimes conditional on an individual's characteristics and longitudinal history is an essential problem in precision medicine. This is challenging in practice because outcomes…

Methodology · Statistics 2023-03-07 Yizhen Xu , Jisoo Kim , Laura K. Hummers , Ami A. Shah , Scott Zeger

Machine learning systems trained on electronic health records (EHRs) increasingly guide treatment decisions, but their reliability depends on the critical assumption that patients follow the prescribed treatments recorded in EHRs. Using EHR…

Machine Learning · Computer Science 2025-04-22 Zhongyuan Liang , Arvind Suresh , Irene Y. Chen

The regression discontinuity (RD) design is a quasi-experimental design that estimates the causal effects of a treatment by exploiting naturally occurring treatment rules. It can be applied in any context where a particular treatment or…

Continual learning, an important aspect of artificial intelligence and machine learning research, focuses on developing models that learn and adapt to new tasks while retaining previously acquired knowledge. Existing continual learning…

Machine Learning · Computer Science 2024-04-04 Liwei Kang , Wee Sun Lee

AB testing evaluates the difference between a control and a treatment in a statistically rigorous manner. Continuous monitoring allows statistical evaluation of an AB test as it proceeds. One goal of continuous monitoring is early stopping…

Methodology · Statistics 2025-10-16 Eric Bax , Alex Shtoff

We provide a necessary and sufficient condition for the ratio of two jointly alpha-Frechet random variables to be regularly varying. This condition is based on the spectral representation of the joint distribution and is easy to check in…

Statistics Theory · Mathematics 2011-02-04 Yizao Wang

Effect modification means the magnitude or stability of a treatment effect varies as a function of an observed covariate. Generally, larger and more stable treatment effects are insensitive to larger biases from unmeasured covariates, so a…

Methodology · Statistics 2018-03-12 Kwonsang Lee , Dylan S. Small , Paul R. Rosenbaum