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Adaptive experimental designs have gained increasing attention across a range of domains. In this paper, we propose a new methodological framework, surrogate-leveraged online adaptive causal inference (SLOACI), which integrates predictive…

统计方法学 · 统计学 2025-12-09 Yingying Fan , Zihan Wang , Waverly Wei

We study the problem of model selection in causal inference, specifically for conditional average treatment effect (CATE) estimation. Unlike machine learning, there is no perfect analogue of cross-validation for model selection as we do not…

机器学习 · 计算机科学 2024-04-30 Divyat Mahajan , Ioannis Mitliagkas , Brady Neal , Vasilis Syrgkanis

Recent developments of advanced driver-assistance systems necessitate an increasing number of tests to validate new technologies. These tests cannot be carried out on track in a reasonable amount of time and automotive groups rely on…

机器学习 · 统计学 2022-12-16 Clara Carlier , Arnaud Franju , Matthieu Lerasle , Mathias Obrebski

A prediction interval covers a future observation from a random process in repeated sampling, and is typically constructed by identifying a pivotal quantity that is also an ancillary statistic. Analogously, a tolerance interval covers a…

统计方法学 · 统计学 2022-01-19 Geoffrey S Johnson

Estimating the effects of long-term treatments through A/B testing is challenging. Treatments, such as updates to product functionalities, user interface designs, and recommendation algorithms, are intended to persist within the system for…

计量经济学 · 经济学 2025-12-30 Shan Huang , Chen Wang , Yuan Yuan , Jinglong Zhao , Brocco , Zhang

Objectives: Surrogate endpoints, used to substitute for and predict final clinical outcomes, are increasingly being used to support submissions to health technology assessment agencies. The increase in use of surrogate endpoints has been…

应用统计 · 统计学 2025-02-26 Lorna Wheaton , Sylwia Bujkiewicz

We introduce the concept of decision-focused surrogate modeling for solving computationally challenging nonlinear optimization problems in real-time settings. The proposed data-driven framework seeks to learn a simpler, e.g. convex,…

最优化与控制 · 数学 2023-12-27 Rishabh Gupta , Qi Zhang

Surrogate-assisted search-based testing (SA-SBT) aims to reduce the computational time for testing compute-intensive systems. Surrogates enhance testing techniques by improving test case generation focusing the testing budget on the most…

软件工程 · 计算机科学 2023-05-02 Shiva Nejati , Lev Sorokin , Damir Safin , Federico Formica , Mohammad Mahdi Mahboob , Claudio Menghi

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…

机器学习 · 统计学 2026-01-27 Philipp Reiser , Javier Enrique Aguilar , Anneli Guthke , Paul-Christian Bürkner

In this article, we develop a distributed variable screening method for generalized linear models. This method is designed to handle situations where both the sample size and the number of covariates are large. Specifically, the proposed…

统计方法学 · 统计学 2024-05-09 Tianbo Diao , Lianqiang Qu , Bo Li , Liuquan Sun

We propose a robust adversarial prediction framework for general multiclass classification. Our method seeks predictive distributions that robustly optimize non-convex and non-continuous multiclass loss metrics against the worst-case…

This article provides a critical review of the main methods used to produce conservative estimators of probabilities of rare events, or critical failures, for reliability and certification studies in the broadest sense. These probabilities…

统计理论 · 数学 2024-03-27 Nicolas Bousquet

The quantification of uncertainties of computer simulations due to input parameter uncertainties is paramount to assess a model's credibility. For computationally expensive simulations, this is often feasible only via surrogate models that…

统计方法学 · 统计学 2021-08-30 Sascha Ranftl , Wolfgang von der Linden

In explainable AI, surrogate models are commonly evaluated by their fidelity to a neural network's predictions. Fidelity, however, measures alignment to a learned model rather than alignment to the data-generating signal underlying the…

机器学习 · 计算机科学 2026-04-21 Jackson Eshbaugh

The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…

计算工程、金融与科学 · 计算机科学 2026-02-05 Mihaela Chiappetta , Massimo Carraturo , Alexander Raßloff , Markus Kästner , Ferdinando Auricchio

Despite the recent progress in hyperparameter optimization (HPO), available benchmarks that resemble real-world scenarios consist of a few and very large problem instances that are expensive to solve. This blocks researchers and…

机器学习 · 计算机科学 2019-11-26 Aaron Klein , Zhenwen Dai , Frank Hutter , Neil Lawrence , Javier Gonzalez

A surrogate function is often employed to reduce the number of objective function evaluations for optimization. However, the effect of using a surrogate model in evolutionary approaches has not been theoretically investigated. This paper…

神经与进化计算 · 计算机科学 2022-04-07 Youhei Akimoto

The optimization of algorithm (hyper-)parameters is crucial for achieving peak performance across a wide range of domains, ranging from deep neural networks to solvers for hard combinatorial problems. The resulting algorithm configuration…

人工智能 · 计算机科学 2017-03-31 Katharina Eggensperger , Marius Lindauer , Holger H. Hoos , Frank Hutter , Kevin Leyton-Brown

Estimating the total treatment effect (TTE) of a new feature in social platforms is crucial for understanding its impact on user behavior. However, the presence of network interference, which arises from user interactions, often complicates…

应用统计 · 统计学 2024-08-09 Yiming Jiang , Lu Deng , Yong Wang , He Wang

Causal inference is the goal of randomized trials and many observational studies. The first step in a formal causal inference framework is to define the causal estimand, and in both types of study this can be intuitively defined as the…

统计方法学 · 统计学 2025-09-09 Margarita Moreno-Betancur , Rushani Wijesuriya , John B. Carlin