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We analyse the prediction error of principal component regression (PCR) and prove non-asymptotic upper bounds for the corresponding squared risk. Under mild assumptions, we show that PCR performs as well as the oracle method obtained by…

统计理论 · 数学 2019-04-17 Martin Wahl

PageRank (PR) is a fundamental tool for assessing the relative importance of the nodes in a network. In this paper, we propose a measure, weighted PageRank (WPR), extended from the classical PR for weighted, directed networks with possible…

物理与社会 · 物理学 2021-05-18 Panpan Zhang , Tiandong Wang , Jun Yan

The increasing availability of individual-level data has led to numerous applications of individualized (or personalized) treatment rules (ITRs). Policy makers often wish to empirically evaluate ITRs and compare their relative performance…

应用统计 · 统计学 2021-05-06 Kosuke Imai , Michael Lingzhi Li

Optimal treatment rules are mappings from individual patient characteristics to tailored treatment assignments that maximize mean outcomes. In this work, we introduce a conditional potential benefit (CPB) metric that measures the expected…

统计方法学 · 统计学 2024-08-29 Alexander W. Levis , Eli Ben-Michael , Edward H. Kennedy

Statistical models are widely used to estimate the performance of commercial off-the-shelf (COTS) AI hardware accelerators. However, training of statistical performance models often requires vast amounts of data, leading to a significant…

Preference-based Reinforcement Learning (PbRL) replaces reward values in traditional reinforcement learning by preferences to better elicit human opinion on the target objective, especially when numerical reward values are hard to design or…

机器学习 · 计算机科学 2020-10-27 Yichong Xu , Ruosong Wang , Lin F. Yang , Aarti Singh , Artur Dubrawski

In observational studies, the recorded treatment assignment is not purely random, but it is influenced by external factors such as patient characteristics, reimbursement policies, and existing guidelines. Therefore, the treatment effect can…

统计方法学 · 统计学 2024-09-02 Sara Poletto , Enrico Longato , Erica Tavazzi , Martina Vettoretti

A treatment benefit predictor (TBP) is a function that maps patient characteristics to an estimate of the treatment benefit for that patient. Such predictors support optimizing individualized treatment decisions, which are central to…

统计方法学 · 统计学 2025-09-30 Yuan Xia , Mohsen Sadatsafavi , Paul Gustafson

Density ratio estimation (DRE) is a paramount task in machine learning, for its broad applications across multiple domains, such as covariate shift adaptation, causal inference, independence tests and beyond. Parametric methods for…

机器学习 · 统计学 2025-06-03 Meilin Wang , Wei Huang , Mingming Gong , Zheng Zhang

Difference-in-differences is based on a parallel trends assumption, which states that changes over time in average potential outcomes are independent of treatment assignment, possibly conditional on covariates. With time-varying treatments,…

统计方法学 · 统计学 2024-06-25 Nicholas Illenberger , Iván Díaz , Audrey Renson

The policy relevant treatment effect (PRTE) measures the average effect of switching from a status-quo policy to a counterfactual policy. Estimation of the PRTE involves estimation of multiple preliminary parameters, including propensity…

计量经济学 · 经济学 2020-07-17 Yuya Sasaki , Takuya Ura

We introduce a unified and computationally efficient framework for regression on network data, addressing limitations of existing models that require specialized estimation procedures or impose restrictive decay assumptions. Our Network…

统计方法学 · 统计学 2026-01-16 Yingying Ma , Chenlei Leng

Gaussian process regression (GPR) is a popular nonparametric Bayesian method that provides predictive uncertainty estimates and is widely used in safety-critical applications. While prior research has introduced various uncertainty bounds,…

机器学习 · 计算机科学 2025-12-05 Junyi Liu , Stanley Kok

Post-treatment variables often complicate causal inference. They appear in many scientific problems, including noncompliance, truncation by death, mediation, and surrogate endpoint evaluation. Principal stratification is a strategy to…

统计方法学 · 统计学 2024-04-04 Sizhu Lu , Zhichao Jiang , Peng Ding

In the process of clinical diagnosis and treatment, the restricted mean survival time (RMST), which reflects the life expectancy of patients up to a specified time, can be used as an appropriate outcome measure. However, the RMST only…

应用统计 · 统计学 2021-06-22 Zijing Yang , Hongji Wu , Yawen Hou , Hao Yuan , Zheng Chen

In the era of increasingly complex AI models for time series forecasting, progress is often measured by marginal improvements on benchmark leaderboards. However, this approach suffers from a fundamental flaw: standard evaluation metrics…

机器学习 · 计算机科学 2026-05-28 Wanjin Feng , Yuan Yuan , Jingtao Ding , Yong Li

Respiratory ailments such as asthma, chronic obstructive pulmonary disease (COPD), pneumonia, and lung cancer are life-threatening. Respiration rate (RR) is a vital indicator of the wellness of a patient. Continuous monitoring of RR can…

Forward regression is a crucial methodology for automatically identifying important predictors from a large pool of potential covariates. In contexts with moderate predictor correlation, forward selection techniques can achieve screening…

统计方法学 · 统计学 2024-08-23 Xuejun Jiang , Yue Ma , Haofeng Wang

Randomized trials are considered the gold standard for estimating causal effects. Trial findings are often used to inform policy and programming efforts, yet their results may not generalize well to a relevant target population due to…

Large language models (LLMs) inevitably make mistakes when performing step-by-step mathematical reasoning. Process Reward Models (PRMs) have emerged as a promising solution by evaluating each reasoning step. However, existing PRMs typically…

计算与语言 · 计算机科学 2025-03-28 Shuaijie She , Junxiao Liu , Yifeng Liu , Jiajun Chen , Xin Huang , Shujian Huang