Targeted sequential design for targeted learning inference of the optimal treatment rule and its mean reward
最优治疗规则及其平均回报推断的靶向序贯设计
, assuming that there is no stratum of the baseline covariates where treatment is neither beneficial nor harmful, and under a companion margin assumption. Our pivotal estimator, whose definition hinges on the targeted minimum loss estimation (TMLE) principle, actually infers the mean reward under the current estimate of the optimal TR. This data-adaptive statistical parameter is worthy of interest on its own. Our main result is a central limit theorem which enables the…