中文
相关论文

相关论文: Doubly-robust evaluation of high-dimensional surro…

200 篇论文

We introduce a method to construct a stochastic surrogate model from the results of dimensionality reduction in forward uncertainty quantification. The hypothesis is that the high-dimensional input augmented by the output of a computational…

应用统计 · 统计学 2026-02-12 Jungho Kim , Sang-ri Yi , Ziqi Wang

Surrogate data testing for linearity is frequently applied to confirm the results of nonlinear time series analysis. We argue that this, in general, is not possible.

混沌动力学 · 物理学 2009-10-31 J. Timmer

Recent work on policy learning from observational data has highlighted the importance of efficient policy evaluation and has proposed reductions to weighted (cost-sensitive) classification. But, efficient policy evaluation need not yield…

机器学习 · 计算机科学 2020-02-13 Andrew Bennett , Nathan Kallus

Modern computational methods, involving highly sophisticated mathematical formulations, enable several tasks like modeling complex physical phenomenon, predicting key properties and design optimization. The higher fidelity in these computer…

Machine learning methods are increasingly used to build computationally inexpensive surrogates for complex physical models. The predictive capability of these surrogates suffers when data are noisy, sparse, or time-dependent. As we are…

机器学习 · 计算机科学 2024-05-20 A. Diaw , M. McKerns , I. Sagert , L. G. Stanton , M. S. Murillo

Marginal structural models are a popular method for estimating causal effects in the presence of time-varying exposures. In spite of their popularity, no scalable non-parametric estimator exist for marginal structural models with…

统计方法学 · 统计学 2024-09-30 Axel Martin , Michele Santacatterina , Iván Díaz

We present a probabilistic deep learning methodology that enables the construction of predictive data-driven surrogates for stochastic systems. Leveraging recent advances in variational inference with implicit distributions, we put forth a…

机器学习 · 统计学 2019-01-16 Yibo Yang , Paris Perdikaris

This article studies the benefits of using spatially randomized experimental designs which partition the experimental area into distinct, non-overlapping units with treatments assigned randomly. Such designs offer improved policy evaluation…

统计理论 · 数学 2025-11-18 Ying Yang , Chengchun Shi , Fang Yao , Shouyang Wang , Hongtu Zhu

Adaptive designs are increasingly used in clinical trials and online experiments to improve participant outcomes by dynamically updating treatment allocation as data accumulate. In practice, experimenters often consider multiple candidate…

统计方法学 · 统计学 2026-04-08 Wenxin Zhang , Aaron Hudson , Maya Petersen , Mark van der Laan

Computation of document image quality metrics often depends upon the availability of a ground truth image corresponding to the document. This limits the applicability of quality metrics in applications such as hyperparameter optimization of…

计算机视觉与模式识别 · 计算机科学 2018-07-10 Prashant Singh , Ekta Vats , Anders Hast

Long-term causal inference has drawn increasing attention in many scientific domains. Existing methods mainly focus on estimating average long-term causal effects by combining long-term observational data and short-term experimental data.…

机器学习 · 计算机科学 2025-03-04 Weilin Chen , Ruichu Cai , Junjie Wan , Zeqin Yang , José Miguel Hernández-Lobato

Thanks to their versatility, ease of deployment and high-performance, surrogate models have become staple tools in the arsenal of uncertainty quantification (UQ). From local interpolants to global spectral decompositions, surrogates are…

机器学习 · 统计学 2020-02-12 C. Lataniotis , S. Marelli , B. Sudret

Driven by increased complexity of dynamical systems, the solution of system of differential equations through numerical simulation in optimization problems has become computationally expensive. This paper provides a smart data driven…

最优化与控制 · 数学 2021-08-25 Kainat Khowaja , Mykhaylo Shcherbatyy , Wolfgang Karl Härdle

Recently, neural surrogate models have emerged as a compelling alternative to traditional simulation workflows. This is accomplished by modeling the underlying function of scientific simulations, removing the need to run expensive…

机器学习 · 计算机科学 2025-08-19 Xiaohan Wang , Zhimin Li , Joshua A. Levine , Matthew Berger

In the presence of heterogeneity between the randomized controlled trial (RCT) participants and the target population, evaluating the treatment effect solely based on the RCT often leads to biased quantification of the real-world treatment…

统计方法学 · 统计学 2022-10-05 Dasom Lee , Shu Yang , Xiaofei Wang

We propose a doubly robust inference method for causal effects of continuous treatment variables, under unconfoundedness and with nonparametric or high-dimensional nuisance functions. Our double debiased machine learning (DML) estimators…

计量经济学 · 经济学 2023-10-02 Kyle Colangelo , Ying-Ying Lee

Missing exposure information is a very common feature of many observational studies. Here we study identifiability and efficient estimation of causal effects on vector outcomes, in such cases where treatment is unconfounded but partially…

统计方法学 · 统计学 2020-02-04 Edward H. Kennedy

Cause-effect relationships are typically evaluated by comparing outcome responses to binary treatment values, representing two arms of a hypothetical randomized controlled trial. However, in certain applications, treatments of interest are…

统计方法学 · 统计学 2022-06-15 Razieh Nabi , Todd McNutt , Ilya Shpitser

We consider the estimation of treatment effects in settings when multiple treatments are assigned over time and treatments can have a causal effect on future outcomes or the state of the treated unit. We propose an extension of the…

计量经济学 · 经济学 2021-06-18 Greg Lewis , Vasilis Syrgkanis

Non-randomized treatment effect models are widely used for the assessment of treatment effects in various fields and in particular social science disciplines like political science, psychometry, psychology. More specifically, these are…

统计方法学 · 统计学 2021-12-02 Debarghya Mukherjee , Moulinath Banerjee , Ya'acov Ritov