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arXiv research

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.

168,695 papers · 148 categories

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65130195260 · Jun 202019922001200920172026
48 results for outcome regression

PEER tackles multi-response regression with incomplete outcomes efficiently.

problem Challenges in estimating, predicting, and computing with large-scale multi-response regression and incomplete outcomes.
method PEER converts multi-response regression into parallel univariate-response regressions.
result PEER achieves consistency in estimation, prediction, and variable selection.

Develops conformalized prediction intervals for bounded continuous outcomes.

problem Predicting continuous outcomes within bounded ranges, especially when models are misspecified.
method Conformal prediction intervals based on transformation regression models, accounting for heteroscedasticity and asymmetry.
result Valid finite-sample coverage confirmed in simulations and real data applications.

The paper reviews and extends calibration concepts for classification and regression.

problem Formalizing compatibility between probabilistic predictions and outcomes.
method Review and extension of existing calibration concepts, introduction of new concepts.
result Hierarchical relations between calibration concepts for various data types.

Develops a new multivariate regression model for complex outcomes.

problem Flexible, heterogeneous, and residual-dependent multivariate regression problems.
method MultiVCBART framework with Graphical Horseshoe priors.
result Empirically outperforms existing models on sparse, high-dimensional datasets.

DFIV uses deep neural nets to learn nonlinear features in IV regression.

problem Learning causal relationships from observational data with nonlinear interactions.
method DFIV trains deep neural nets to define nonlinear features on instruments and treatments, alternating training to compose stages 1 and 2.
result DFIV outperforms state-of-the-art methods on IV benchmarks and off-policy policy evaluation.

Deep neural networks for ordinal outcomes combining image and tabular data.

problem Lack of interpretable models for ordinal outcomes in mixed data types.
method Ordinal Neural Network Transformation Models (ONTRAMs) integrating DL and classical ordinal regression.
result ONTRAMs achieve performance equivalent to standard multi-class DL models but are faster and more interpretable.

The paper studies causal effects of multiple treatments in healthcare databases with rare outcomes.

problem Estimating causal effects of multiple treatments in healthcare databases with rare outcomes.
method The paper designs three sets of simulations and compares the operating characteristics of three types of methods: Bayesian Additive Regression Trees (BART), regression adjustment on multivariate spline of generalized propensity scores (RAMS), and inverse probability of treatment weighting (IPTW) with multinomial logistic regression or generalized boosted models.
result BART and RAMS provide lower bias and mean squared error compared to IPTW methods.

Novel characterization of augmented balancing weights combining outcome and weighting models.

problem Improving estimation accuracy in machine learning models with balancing weights.
method Characterization of augmented balancing weights as linear models, extending to ridge and lasso regression.
result Equivalence and closed-form expressions for specific model choices, providing insights into performance.

Probit Monotone BART estimates binary outcomes using monotonic functions.

problem Estimating conditional mean functions for binary outcomes with monotonicity constraints.
method Proposes a new BART variant that incorporates monotonicity constraints for binary outcomes.
result Allows for more precise estimation of monotonic functions in binary outcome models.

Machine learning models predict brain age with systematic bias, corrected in this study.

problem Systematic bias in machine learning regression models for brain age prediction.
method General constrained optimization approach to correct bias.
result Our method effectively eliminates the bias from brain age predictions.

InVA models image outcomes from multiple modalities, outperforming standard VAEs.

problem Understanding relationships across multiple imaging modalities in neuroimaging.
method Integrative Variational Autoencoder (InVA) framework for image-on-image regression.
result InVA accurately predicts PET scans from structural MRI, outperforming conventional models.

Reduces variance in noisy social outcomes to improve policy evaluation and optimization.

problem Improving access to opportunity through personalized treatment decisions.
method Data-driven dimensionality-reduction using reduced rank regression to denoise multiple outcomes.
result Improves estimation error in policy evaluation and optimization, including on real-world data.

Paper proposes a method to model health outcomes using varying-coefficients and KNN-based LASSO.

problem Modeling health outcomes like BMI and cholesterol levels with varying age effects.
method Varying-coefficients regional quantile regression via KNN fused LASSO, with ADMM algorithm.
result Efficacy in capturing complex age-dependent associations between health outcomes and risk factors.

Kernel ridge regression for causal inference with missing data.

problem Estimating treatment effects with missing data in selected samples.
method Kernel ridge regression estimators for nonparametric dose response curves and semiparametric treatment effects.
result Uniform consistency and finite sample rates for continuous treatment, root-n consistency for discrete treatment.

A new method learns outcome-aware spectral features for causal effect estimation.

problem Estimation of causal effects in the presence of hidden confounders.
method Augmented Spectral Feature Learning framework that minimizes a contrastive loss derived from an augmented operator incorporating outcome information.
result Our method remains effective even under spectral misalignment.

Improved AutoDML estimator for causal inference using outcome-adapted shared covariate representation.

problem Efficiency in estimating treatment or policy effects in causal inference.
method Outcome-adapted AutoDML estimator that uses a shared covariate representation that is predictive of the outcome but not the Riesz representer.
result Outcome-adapted AutoDML estimator is asymptotically more efficient than baseline AutoDML.

Deep Bayesian models estimate causal effects for dynamic treatment regimes over long follow-up times.

problem Challenges in causal effect estimation for dynamic treatment regimes with long follow-up times.
method Combining outcome regression models with deep Bayesian models for high-dimensional features.
result Stable and accurate dynamic causal effect estimation from observational data, especially with long-term follow-up.

Estimates CATEs using high-dimensional linear regression models.

problem Estimating individualized causal effects (CATEs) in two treatments.
method Proposes a Lasso regression method for consistently estimating CATEs under high-dimensional and non-sparse parameters, leveraging the assumption of implicit sparsity.
result The proposed method is consistent for estimating CATEs.

Efficiently identifies important variables in binary outcomes using variational Bayes.

problem Bayesian variable selection for binary outcomes with computational challenges.
method Mean-field variational Bayes approximation with closed-form updates and efficient inference algorithm.
result Successfully identifies important variables and is orders of magnitude faster than MCMC.

A new method TNW-CATE estimates treatment effects using neural networks.

problem Estimating heterogeneous treatment effects with limited controls and many treatments.
method Trainable Nadaraya-Watson regression with shared parameters neural network.
result TNW-CATE outperforms traditional methods in various simulation experiments.

New algorithm for nonparametric IV regression using stochastic gradients.

problem Identifying causal effects in the presence of unobservable confounders.
method Functional stochastic gradient descent for NPIV regression.
result Superior stability and competitive performance compared to existing methods.

Regression analysis is a standard supervised machine learning method used to model an outcome variable in terms of a set of predictor variables. In most real-world applications we do not know the true value of the outcome variable being predicted outside the training data, i.e., the ground truth is unknown. It is hence…

2019-10-09abs ↗pdf ↗

We propose a sparse and low-rank tensor regression model to relate a univariate outcome to a feature tensor, in which each unit-rank tensor from the CP decomposition of the coefficient tensor is assumed to be sparse. This structure is both parsimonious and highly interpretable, as it implies that the outcome is related…

2018-11-03abs ↗pdf ↗

FOCaL meta-learner estimates functional treatment effects robustly.

problem Estimating heterogeneous treatment effects from functional outcomes.
method Doubly robust meta-learner FOCaL integrating functional regression.
result Direct and robust estimation of F-CATE.

The Artificial Prediction Market is a recent machine learning technique for multi-class classification, inspired from the financial markets. It involves a number of trained market participants that bet on the possible outcomes and are rewarded if they predict correctly. This paper generalizes the scope of the Artificia…

2012-04-18abs ↗pdf ↗

Method estimates treatment effects with continuous values, correcting for confounding.

problem Estimating treatment effects with continuous values, dealing with confounding.
method Two-stage kernel ridge regression: first stage learns response, second stage corrects for distribution shift.
result Optimal learning bounds achieved without estimating treatment density, adapts to unknown overlap and kernel spectral decay.

R-Learning uses inverse-variance weights to estimate treatment effects more accurately.

problem Estimating heterogeneous treatment effects (CATEs) with stable and accurate methods.
method R-Learning with inverse-variance weights (IVWs) for pseudo-outcome regression.
result IVWs improve the stability and accuracy of CATE estimation.

BCF models estimate causal effects on multiple outcomes in TIMSS data.

problem Estimating causal effects on multiple outcomes in educational data.
method Bayesian Additive Regression Trees (BART) for multivariate causal inference.
result Positive and negative effects of home study conditions and school absence on student achievement.

Study tackles variable selection with missing covariates and outcomes using machine learning and imputation.

problem Missing data in both covariates and outcomes complicates variable selection in health studies.
method Exploits machine learning flexibility and bootstrap imputation for variable selection, comparing multiple methods.
result XGBoost and BART perform best in variable selection with bootstrap imputation, achieving high F1F_1 scores and low Type I errors.

Proposes a robust method for predicting missing outcomes in covariate shift adaptation.

problem Predicting missing outcomes in test data with covariate shift.
method Doubly robust estimator for covariate shift adaptation via importance weighting, incorporating an additional estimator for the regression function.
result Shows robustness against density-ratio estimation errors, maintaining consistency if either estimator is consistent.

Study clarifies variance of stratification estimators for causal effects.

problem Estimating average causal effects with discrete covariates.
method Combines insights from potential outcomes, causal diagrams, and structural models.
result Derives expressions for the variance of stratification estimators.

We study how language on social media is linked to diseases such as atherosclerotic heart disease (AHD), diabetes and various types of cancer. Our proposed model leverages state-of-the-art sentence embeddings, followed by a regression model and clustering, without the need of additional labelled data. It allows to pred…

2019-06-13abs ↗pdf ↗

Proposes CCME framework for estimating heterogeneous treatment effects.

problem Estimating heterogeneous treatment effects in complex distributions.
method Embeds conditional distributions into RKHS, develops meta-estimators for CCME.
result Establishes finite-sample convergence rates and double robustness for CCME estimators.