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Recoverable robust optimization is a multi-stage approach, where it is possible to adjust a first-stage solution after the uncertain cost scenario is revealed. We analyze this approach for a class of selection problems. The aim is to choose…

最优化与控制 · 数学 2021-02-22 Marc Goerigk , Stefan Lendl , Lasse Wulf

In lending, where prices are specific to both customers and products, having a well-functioning personalized pricing policy in place is essential to effective business making. Typically, such a policy must be derived from observational…

机器学习 · 计算机科学 2023-09-08 Christopher Bockel-Rickermann , Sam Verboven , Tim Verdonck , Wouter Verbeke

For many kinds of interventions, such as a new advertisement, marketing intervention, or feature recommendation, it is important to target a specific subset of people for maximizing its benefits at minimum cost or potential harm. However, a…

统计方法学 · 统计学 2020-11-12 Yanbo Xu , Divyat Mahajan , Liz Manrao , Amit Sharma , Emre Kiciman

Empirical studies using Regression Discontinuity (RD) designs often explore heterogeneous treatment effects based on pretreatment covariates, even though no formal statistical methods exist for such analyses. This has led to the widespread…

计量经济学 · 经济学 2025-07-08 Sebastian Calonico , Matias D. Cattaneo , Max H. Farrell , Filippo Palomba , Rocio Titiunik

This paper concerns robust inference on average treatment effects following model selection. In the selection on observables framework, we show how to construct confidence intervals based on a doubly-robust estimator that are robust to…

统计理论 · 数学 2018-04-13 Max H. Farrell

In this paper we study the problems of estimating heterogeneity in causal effects in experimental or observational studies and conducting inference about the magnitude of the differences in treatment effects across subsets of the…

机器学习 · 统计学 2022-06-08 Susan Athey , Guido Imbens

When devising a course of treatment for a patient, doctors often have little quantitative evidence on which to base their decisions, beyond their medical education and published clinical trials. Stanford Health Care alone has millions of…

Treatment effect heterogeneity occurs when individual characteristics influence the effect of a treatment. We propose a novel approach that combines prognostic score matching and conditional inference trees to characterize effect…

In this paper, we solve the multiple product price optimization problem under interval uncertainties of the price sensitivity parameters in the demand function. The objective of the price optimization problem is to maximize the overall…

最优化与控制 · 数学 2021-07-01 Mahdi Hamzeei , Alvin Lim , Jiefeng Xu

Estimating heterogeneous treatment effect is an important task in causal inference with wide application fields. It has also attracted increasing attention from machine learning community in recent years. In this work, we reinterpret the…

统计方法学 · 统计学 2018-10-26 Ran Chen , Hanzhong Liu

User marketing is a key focus of consumer-based internet companies. Learning algorithms are effective to optimize marketing campaigns which increase user engagement, and facilitates cross-marketing to related products. By attracting users…

机器学习 · 计算机科学 2020-04-24 Will Y. Zou , Shuyang Du , James Lee , Jan Pedersen

Motivated by the dynamic assortment offerings and item pricings occurring in e-commerce, we study a general problem of allocating finite inventories to heterogeneous customers arriving sequentially. We analyze this problem under the…

数据结构与算法 · 计算机科学 2019-05-14 Will Ma , David Simchi-Levi

Treatment effect estimation can assist in effective decision-making in e-commerce, medicine, and education. One popular application of this estimation lies in the prediction of the impact of a treatment (e.g., a promotion) on an outcome…

机器学习 · 计算机科学 2023-09-26 Xiaofeng Lin , Guoxi Zhang , Xiaotian Lu , Han Bao , Koh Takeuchi , Hisashi Kashima

Estimating heterogeneous treatment effects across individuals has attracted growing attention as a statistical tool for performing critical decision-making. We propose a Bayesian inference framework that quantifies the uncertainty in…

统计方法学 · 统计学 2023-12-19 Shunsuke Horii , Yoichi Chikahara

Given only aggregate choice data and limited information about how menus are distributed across the population, we describe what can be inferred robustly about the distribution of preferences (or more general decision rules). We strengthen…

理论经济学 · 经济学 2024-05-16 Larry G Epstein , Kaushil Patel

Demand response is designed to motivate electricity customers to modify their loads at critical time periods. The accurate estimation of impact of demand response signals to customers' consumption is central to any successful program. In…

系统与控制 · 计算机科学 2017-05-03 Pan Li , Baosen Zhang

Interference occurs when the potential outcomes of a unit depend on the treatment of others. Interference can be highly heterogeneous, where treating certain individuals might have a larger effect on the population's overall outcome. A…

统计方法学 · 统计学 2025-04-11 Samantha G Dean , Georgia Papadogeorgou , Laura Forastiere

Understanding treatment effect heterogeneity has become an increasingly popular task in various fields, as it helps design personalized advertisements in e-commerce or targeted treatment in biomedical studies. However, most of the existing…

统计方法学 · 统计学 2024-07-12 Waverly Wei , Xinwei Ma , Jingshen Wang

Readmission prediction is a critical but challenging clinical task, as the inherent relationship between high-dimensional covariates and readmission is complex and heterogeneous. Despite this complexity, models should be interpretable to…

统计方法学 · 统计学 2025-07-10 Wei Wang , Angela Bailey , Christopher Tignanelli , Jared D. Huling

There is strong interest in estimating how the magnitude of treatment effects of an intervention vary across sub-groups of the population of interest. In our paper, we propose a two-study approach to first propose and then test…

统计方法学 · 统计学 2020-06-23 Rahul Ladhania , Amelia Haviland , Neeraj Sood , Edward Kennedy , Ateev Mehrotra