A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
The Receiver Operating Characteristic (ROC) curve is a representation of the statistical information discovered in binary classification problems and is a key concept in machine learning and data science. This paper studies the statistical properties of ROC curves and its implication on model selection. We analyze the …
Modern longitudinal studies collect feature data at many timepoints, often of the same order of sample size. Such studies are typically affected by {dropout} and positivity violations. We tackle these problems by generalizing effects of recent incremental interventions (which shift propensity scores rather than set tre…
Proposes logistic-beta process for modeling dependent probabilities with beta marginals.
problem Limited work on flexible and computationally convenient stochastic process extensions for dependent random probabilities.
method Introduces logistic-beta process with logistic transformation and beta marginals, capable of modeling dependence in discrete and continuous domains.
result Logistic-beta processes enable effective posterior inference and design of computationally tractable dependent Bayesian nonparametric models.
Measurement error in observational datasets can lead to systematic bias in inferences based on these datasets. As studies based on observational data are increasingly used to inform decisions with real-world impact, it is critical that we develop a robust set of techniques for analyzing and adjusting for these biases. …
There is a need for affordable, widely deployable maternal-fetal ECG monitors to improve maternal and fetal health during pregnancy and delivery. Based on the diffusion-based channel selection, here we present the mathematical formalism and clinical validation of an algorithm capable of accurate separation of maternal …
This paper presents an out-of-sample prediction comparison between major machine learning models and the structural econometric model. Over the past decade, machine learning has established itself as a powerful tool in many prediction applications, but this approach is still not widely adopted in empirical economic stu…
Cervical cancer is the leading gynecological malignancy worldwide. This paper presents diverse classification techniques and shows the advantage of feature selection approaches to the best predicting of cervical cancer disease. There are thirty-two attributes with eight hundred and fifty-eight samples. Besides, this da…
Preterm birth is the most common cause of neonatal death. Current diagnostic methods that assess the risk of preterm birth involve the collection of maternal characteristics and transvaginal ultrasound imaging conducted in the first and second trimester of pregnancy. Analysis of the ultrasound data is based on visual i…
Valid causal inference with unobserved confounding in high-dimensional settings.
problem Estimating causal effects with unobserved confounders in high-dimensional data.
method Proposes methods to estimate causal effects with valid confidence intervals in the presence of unobserved confounders and high-dimensional nuisance models.
result Valid semiparametric inference can be obtained with unobserved confounding, and uncertainty intervals are proposed.
Fuses ITRs for primary and secondary outcomes to minimize harm.
problem Learn an ITR maximizing primary outcome while minimizing harm to secondary outcomes.
method Introduces fusion penalty to encourage similar recommendations for different outcomes. Two algorithms estimate the ITR using surrogate loss functions.
result Agreement rate between primary and secondary optimal ITRs converges faster than ignoring secondary outcomes.
The paper introduces metrics to rank potential outcomes for better decision-making.
problem Optimal action selection in uncertain situations using causal reasoning.
method Introducing two new metrics: probabilities of potential outcome ranking (PoR) and probability of achieving the best potential outcome (PoB). Establishing identification theorems and deriving bounds for these metrics, and presenting estimation methods.
result The estimators' finite-sample properties and their application to a real-world dataset are demonstrated.
There is tremendous interest in precision medicine as a means to improve patient outcomes by tailoring treatment to individual characteristics. An individualized treatment rule formalizes precision medicine as a map from patient information to a recommended treatment. A treatment rule is defined to be optimal if it max…
We study notions of fairness in decision-making systems when individuals have diverse preferences over the possible outcomes of the decisions. Our starting point is the seminal work of Dwork et al. which introduced a notion of individual fairness (IF): given a task-specific similarity metric, every pair of individuals …
Achilles Tendon Rupture (ATR) is one of the typical soft tissue injuries. Rehabilitation after such a musculoskeletal injury remains a prolonged process with a very variable outcome. Accurately predicting rehabilitation outcome is crucial for treatment decision support. However, it is challenging to train an automatic …
This paper proposes a method for estimating the effect of a policy intervention on an outcome over time. We train recurrent neural networks (RNNs) on the history of control unit outcomes to learn a useful representation for predicting future outcomes. The learned representation of control units is then applied to the t…
Develops a Causal Transformer for estimating counterfactual outcomes from longitudinal data.
problem Estimating counterfactual outcomes over time from observational data is challenging due to complex, long-range dependencies.
method Combines three transformer subnetworks with separate inputs for time-varying covariates, previous treatments, and previous outcomes into a joint network with in-between cross-attentions. Uses a custom, end-to-end training procedure with a counterfactual domain confusion loss to address confounding bias.
result Achieves superior performance over current baselines in synthetic and real-world datasets.