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In this paper, we propose a new threshold-kernel jump-detection method for jump-diffusion processes, which iteratively applies thresholding and kernel methods in an approximately optimal way to achieve improved finite-sample performance. We…

统计理论 · 数学 2020-04-07 José E. Figueroa-López , Cheng Li , Jeffrey Nisen

We consider estimation of an optimal individualized treatment rule from observational and randomized studies when a high-dimensional vector of baseline variables is available. Our optimality criterion is with respect to delaying expected…

统计方法学 · 统计学 2017-11-09 Iván Díaz , Oleksandr Savenkov , Karla Ballman

Multistate process data are common in studies of chronic diseases such as cancer. These data are ideal for precision medicine purposes as they can be leveraged to improve more refined health outcomes, compared to standard survival outcomes,…

统计方法学 · 统计学 2022-11-28 Giorgos Bakoyannis

Inverse reinforcement learning (IRL) aims to learn a reward function and a corresponding policy that best fit the demonstrated trajectories of an expert. However, current IRL works cannot learn incrementally from an ongoing trajectory…

机器学习 · 计算机科学 2025-07-24 Shicheng Liu , Minghui Zhu

In recent years, there has been a growing interest in the prediction of individualized treatment effects. While there is a rapidly growing literature on the development of such models, there is little literature on the evaluation of their…

统计方法学 · 统计学 2023-12-22 J Hoogland , O Efthimiou , TL Nguyen , TPA Debray

In complex reinforcement learning (RL) problems, policies with similar rewards may have substantially different behaviors. It remains a fundamental challenge to optimize rewards while also discovering as many diverse strategies as possible,…

机器学习 · 计算机科学 2023-10-24 Wei Fu , Weihua Du , Jingwei Li , Sunli Chen , Jingzhao Zhang , Yi Wu

A common concern when a policymaker draws causal inferences from and makes decisions based on observational data is that the measured covariates are insufficiently rich to account for all sources of confounding, i.e., the standard no…

统计方法学 · 统计学 2023-10-25 Tao Shen , Yifan Cui

Individualized treatment rules (ITRs) for treatment recommendation is an important topic for precision medicine as not all beneficial treatments work well for all individuals. Interpretability is a desirable property of ITRs, as it helps…

统计方法学 · 统计学 2023-11-06 Jacob M. Maronge , Jared D. Huling , Guanhua Chen

Inverse reinforcement learning (IRL) is used to infer the reward function from the actions of an expert running a Markov Decision Process (MDP). A novel approach using variational inference for learning the reward function is proposed in…

机器学习 · 计算机科学 2019-10-03 Arpan Kusari

To maximize clinical benefit, clinicians routinely tailor treatment to the individual characteristics of each patient, where individualized treatment rules are needed and are of significant research interest to statisticians. In the…

统计方法学 · 统计学 2021-11-23 Trinetri Ghosh , Yanyuan Ma , Rui Song , Pingshou Zhong

We study the problem of Inverse Reinforcement Learning (IRL) with an average-reward criterion. The goal is to recover an unknown policy and a reward function when the agent only has samples of states and actions from an experienced agent.…

机器学习 · 计算机科学 2023-05-25 Feiyang Wu , Jingyang Ke , Anqi Wu

A core component of precision medicine research involves optimizing individualized treatment rules (ITRs) based on patient characteristics. Many studies used to estimate ITRs are longitudinal in nature, collecting outcomes over time. Yet,…

统计方法学 · 统计学 2024-05-29 Lanqiu Yao , Thaddeus Tarpey

Precision medicine leverages patient heterogeneity to estimate individualized treatment regimens, formalized, data-driven approaches designed to match patients with optimal treatments. In the presence of competing events, where multiple…

统计方法学 · 统计学 2024-11-14 Christina W. Zhou , Nikki L. B. Freeman , Katharine L. McGinigle , Michael R. Kosorok

We study the problem of learning to choose from m discrete treatment options (e.g., news item or medical drug) the one with best causal effect for a particular instance (e.g., user or patient) where the training data consists of passive…

机器学习 · 统计学 2017-08-02 Nathan Kallus

Personalized optimal decision making, finding the optimal decision rule (ODR) based on individual characteristics, has attracted increasing attention recently in many fields, such as education, economics, and medicine. Current ODR methods…

统计方法学 · 统计学 2021-04-22 Hengrui Cai , Rui Song , Wenbin Lu

This dissertation focuses on modern causal inference under uncertainty and data restrictions, with applications to neoadjuvant clinical trials, distributed data networks, and robust individualized decision making. In the first project, we…

统计方法学 · 统计学 2023-01-24 Xiaoqing Tan

Personalized decision-making, aiming to derive optimal treatment regimes based on individual characteristics, has recently attracted increasing attention in many fields, such as medicine, social services, and economics. Current literature…

统计方法学 · 统计学 2023-02-28 Jianing Chu , Wenbin Lu , Shu Yang

In healthcare, predictive models increasingly inform patient-level decisions, yet little attention is paid to the variability in individual risk estimates and its impact on treatment decisions. For overparameterized models, now standard in…

机器学习 · 计算机科学 2026-04-16 Elizabeth W. Miller , Jeffrey D. Blume

The vision for precision medicine is to use individual patient characteristics to inform a personalized treatment plan that leads to the best healthcare possible for each patient. Mobile technologies have an important role to play in this…

In many clinical trials, individuals in different subgroups have experience differential treatment effects. This leads to individualized differences in treatment benefit. In this article, we introduce the general concept of predictive…

统计方法学 · 统计学 2018-07-11 Debashis Ghosh , Youngjoo Cho