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Doubly Robust Interval Estimation for Optimal Policy Evaluation in Online Learning

在线学习中最优政策评价的双重稳健区间估计

Evaluating the performance of an ongoing policy plays a vital role in many areas such as medicine and economics, to provide crucial instructions on the early-stop of the online experiment and timely feedback from the environment. Policy evaluation in online learning thus attracts increasing attention by inferring the mean outcome of the optimal policy (i.e., the value) in real-time. Yet, such a problem is particularly challenging due to the dependent data generated in the…

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Off-Policy Confidence Interval Estimation with Confounded Markov Decision Process

存在混杂的马尔可夫决策过程中的离线策略价值置信区间估计

This article is concerned with constructing a confidence interval for a target policy’s value offline based on a pre-collected observational data in infinite horizon settings. Most of the existing works assume no unmeasured variables exist that confound the observed actions. This assumption, however, is likely to be violated in real applications such as healthcare and technological industries. In this article, we show that with some auxiliary variables that mediate the…

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Transformation-Invariant Learning of Optimal Individualized Decision Rules with Time-to-Event Outcomes

事件时间结局下最优个体化决策规则的变换不变学习

In many important applications of precision medicine, the outcome of interest is time to an event (e.g., death, relapse of disease) and the primary goal is to identify the optimal individualized decision rule (IDR) to prolong survival time. Existing work in this area have been mostly focused on estimating the optimal IDR to maximize the restricted mean survival time in the population. We propose a new robust framework for estimating an optimal static or dynamic IDR with…

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Dynamic Causal Effects Evaluation in A/B Testing with a Reinforcement Learning Framework

强化学习框架下A/B测试的动态因果效应评估

A/B testing, or online experiment is a standard business strategy to compare a new product with an old one in pharmaceutical, technological, and traditional industries. Major challenges arise in online experiments of two-sided marketplace platforms (e.g., Uber) where there is only one unit that receives a sequence of treatments over time. In those experiments, the treatment at a given time impacts current outcome as well as future outcomes. The aim of this article is to…

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Concordance and value information criteria for optimal treatment decision

最优治疗决策的一致性与价值信息准则

Personalized medicine is a medical procedure that receives considerable scientific and commercial attention. The goal of personalized medicine is to assign the optimal treatment regime for each individual patient, according to his/her personal prognostic information. When there are a large number of pretreatment variables, it is crucial to identify those important variables that are necessary for treatment decision making. In this paper, we study two information criteria:…

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A Sparse Random Projection-Based Test for Overall Qualitative Treatment Effects

基于稀疏随机投影的整体定性处理效应检验

In contrast to the classical "one size fits all" approach, precision medicine proposes the customization of individualized treatment regimes to account for patients' heterogeneity in response to treatments. Most of existing works in the literature focused on estimating optimal individualized treatment regimes. However, there has been less attention devoted to hypothesis testing regarding the existence of overall qualitative treatment effects, especially when there is a large…

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Testing and Estimation of Social Network Dependence With Time to Event Data

事件发生时间数据中的社会网络依赖检验与估计

Nowadays, events are spread rapidly along social networks. We are interested in whether people's responses to an event are affected by their friends' characteristics. For example, how soon will a person start playing a game given that his/her friends like it? Studying social network dependence is an emerging research area. In this work, we propose a novel latent spatial autocorrelation Cox model to study social network dependence with time-to-event data. The proposed model…

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On testing conditional qualitative treatment effects

条件定性处理效应的检验

Precision medicine is an emerging medical paradigm that focuses on finding the most effective treatment strategy tailored for individual patients. In the literature, most of the existing works focused on estimating the optimal treatment regime. However, there has been less attention devoted to hypothesis testing regarding the optimal treatment regime. In this paper, we first introduce the notion of conditional qualitative treatment effects (CQTE) of a set of variables given…

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Proper Inference for Value Function in High-Dimensional Q-Learning for Dynamic Treatment Regimes

Dynamic treatment regimes are a set of decision rules and each treatment decision is tailored over time according to patients' responses to previous treatments as well as covariate history. There is a growing interest in development of correct statistical inference for optimal dynamic treatment regimes to handle the challenges of non-regularity problems in the presence of non-respondents who have zero-treatment effects, especially when the dimension of the tailoring…

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Maximin Projection Learning for Optimal Treatment Decision with Heterogeneous Individualized Treatment Effects

异质个体化治疗效应下最优治疗决策的最大最小投影学习

Summary A salient feature of data from clinical trials and medical studies is inhomogeneity. Patients not only differ in baseline characteristics, but also in the way that they respond to treatment. Optimal individualized treatment regimes are developed to select effective treatments based on patient's heterogeneity. However, the optimal treatment regime might also vary for patients across different subgroups. We mainly consider patients’ heterogeneity caused by groupwise…

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Quantile-Optimal Treatment Regimes

分位数最优治疗规则

Finding the optimal treatment regime (or a series of sequential treatment regimes) based on individual characteristics has important applications in areas such as precision medicine, government policies and active labor market interventions. In the current literature, the optimal treatment regime is usually defined as the one that maximizes the average benefit in the potential population. This paper studies a general framework for estimating the quantile-optimal treatment…

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High-dimensional $A$-learning for optimal dynamic treatment regimes

最优动态治疗方案的高维A-learning

Precision medicine is a medical paradigm that focuses on finding the most effective treatment decision based on individual patient information. For many complex diseases, such as cancer, treatment decisions need to be tailored over time according to patients' responses to previous treatments. Such an adaptive strategy is referred as a dynamic treatment regime. A major challenge in deriving an optimal dynamic treatment regime arises when an extraordinary large number of…

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Concordance-Assisted Learning for Estimating Optimal Individualized Treatment Regimes

用于估计最优个体化治疗规则的一致性辅助学习

Summary We propose new concordance-assisted learning for estimating optimal individualized treatment regimes. We first introduce a type of concordance function for prescribing treatment and propose a robust rank regression method for estimating the concordance function. We then find treatment regimes, up to a threshold, to maximize the concordance function, named the prescriptive index. Finally, within the class of treatment regimes that maximize the concordance function, we…

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On Estimation of Optimal Treatment Regimes for Maximizing t -Year Survival Probability

最大化 t 年生存概率的最优治疗策略估计

Summary A treatment regime is a deterministic function that dictates personalized treatment based on patients’ individual prognostic information. There is increasing interest in finding optimal treatment regimes, which determine treatment at one or more treatment decision points to maximize expected long-term clinical outcomes, where larger outcomes are preferred. For chronic diseases such as cancer or human immunodeficiency virus infection, survival time is often the…

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Change-Plane Analysis for Subgroup Detection and Sample Size Calculation

用于亚组识别与样本量计算的变平面分析

Ailin Fana, Rui Songa & Wenbin Lua*a Department of Statistics, North Carolina State University, Raleigh, NCCONTACT Wenbin Lu lu@stat.ncsu.edu Department of Statistics, North Carolina State University, Raleigh, NC 27695ABSTRACTWe propose a systematic method for testing and identifying a subgroup with an enhanced treatment effect. We adopts a change-plane technique to first test the existence of a subgroup, and then identify the subgroup if the null hypothesis on nonexistence…

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Comment

评论:多阶段化疗方案的 Q-learning 与 O-learning

Xu, Müller, Wahed, and Thall proposed a Bayesian model to analyze an acute leukemia study involving multi-stage chemotherapy regimes. We discuss two alternative methods, Q-learning and O-learning, to solve the same problem from the machine learning point of view. The numerical studies show that these methods can be flexible and have advantages in some situations to handle treatment heterogeneity while being robust to model misspecification.

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