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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.

169,341 papers · 148 categories

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48 results for quantile dynamic treatment regimes

Unified framework for optimizing treatment quantiles considering risk and efficacy.

problem Maximizing treatment outcomes while controlling risk in sequential clinical decisions.
method Risk-Aware Quantile Dynamic Treatment Regimes (RQDTR) framework that optimizes a prespecified quantile of the cumulative potential outcome while incorporating treatment-related risk.
result Improves tail-oriented efficacy and achieves more favorable benefit-risk trade-offs compared to existing methods.

Proposes methods for learning optimal dynamic treatment regimes robust to unconfoundedness violations.

problem Estimating optimal dynamic treatment regimes using historical observational data when unconfoundedness is violated.
method Utilizes proximal causal inference framework to propose three nonparametric identification methods, a (K+1)-robust method, and establish a semiparametric efficiency bound.
result Establishes the (K+1)-robust method for learning optimal dynamic treatment regimes, validating its efficiency and multiple robustness through numerical experiments.

Dynamic treatment regimes are of growing interest across the clinical sciences as these regimes provide one way to operationalize and thus inform sequential personalized clinical decision making. A dynamic treatment regime is a sequence of decision rules, with a decision rule per stage of clinical intervention; each de…

2010-06-30abs ↗pdf ↗

New method evaluates personalized treatment in critical care, robust to death.

problem Truncation by death in critical care makes traditional DTR evaluation ineffective.
method Principal stratification-based approach, focusing on always-survivor value function, with a semiparametrically efficient, multiply robust estimator.
result Demonstrates robustness and efficiency of the method for personalized treatment optimization.

New method for finding optimal treatment regimes in medical settings with time-varying unobserved factors.

problem Finding optimal treatment regimes in medical settings with time-varying unobserved factors.
method Extend Dynamic Treatment Regimes (DTRs) to Ambiguous Dynamic Treatment Regimes (ADTRs), connect to Ambiguous Partially Observable Mark Decision Processes (APOMDPs), and develop Reinforcement Learning methods.
result Established theoretical results for learning methods, including consistency and asymptotic normality.

RL algorithms with medical integration improve personalized treatment recommendations.

problem Developing effective personalized treatment strategies for chronic diseases.
method Integrating medical knowledge into RL algorithms for DTR.
result Enhanced treatment recommendations with increased confidence.

Quantile-Frequency Analysis detects nonlinear dynamics in financial time series.

problem Detecting nonlinear dynamics in financial time series models.
method Quantile periodogram and trigonometric quantile regression.
result QFA provides additional insights into financial time series models.

Paper uses deep reinforcement learning for personalized medical treatment recommendations.

problem Personalized treatment recommendations for medical conditions.
method Deep reinforcement learning framework for dynamic treatment regimes.
result Demonstrated promising accuracy in predicting expert decisions and expected rewards.

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.

The paper develops methods to estimate optimal treatment sequences under policy constraints.

problem Estimating the best sequence of treatments over multiple stages for individuals.
method Empirical welfare maximization approach, solving treatment assignment sequentially or simultaneously.
result Established convergence rates and upper bounds for estimation methods.

New method for estimating treatment effects without complex propensity models.

problem Estimating treatment effects in dynamic treatment regimes.
method Recursive Riesz representer estimation for de-biasing corrections.
result Directly estimates de-biasing corrections without auxiliary models.

Develops methods for predicting and tolerating intervals for DTRs.

problem Constructing detailed prognostic information for patients following an estimated optimal treatment regime.
method Adapting existing interval estimation and prediction methods to the DTR setting.
result Extensive empirical evaluation of methods and discussion of practical aspects.

Proposes a new method for dynamic treatment regimes that improves sample efficiency and stability.

problem Challenges in estimating optimal treatments for individuals with dynamic decision-making stages.
method Focuses on prioritizing alignment between observed and optimal treatment trajectories across decision stages.
result Improves sample efficiency and stability of IPWE-based methods by relaxing the alignment requirement.

SAFER improves personalized treatment recommendations for dynamic clinical contexts.

problem Personalized treatment optimization in evolving clinical contexts with safety concerns.
method Integrates structured EHR and clinical notes, uses conformal prediction for safe recommendations.
result SAFER outperforms state-of-the-art baselines in recommendation metrics and mortality rates.

Proposes pT-Learning for optimal dynamic treatment regimes in mHealth.

problem Challenges in learning optimal dynamic treatment regimes with large intervention options and infinite time horizon.
method Proximal Temporal consistency Learning (pT-Learning) framework for adaptively adjusting between deterministic and stochastic policies.
result Minimax estimator avoids double sampling issue and can incorporate off-policy data.

Develops methods to learn optimal treatment regimes using causal tree methods.

problem Lack of methods for estimating treatment effects and handling complex patient data.
method Causal tree and causal forest methods for estimating heterogeneous treatment effects.
result Outperforms state-of-the-art baselines in cumulative regret and percentage of optimal decisions.

TV-SurvCaus improves causal inference for dynamic treatments in survival analysis.

problem Estimating causal effects of time-varying treatments on survival outcomes.
method Representation balancing techniques extended to time-varying treatment regimes with survival outcomes.
result TV-SurvCaus outperforms existing methods in estimating individualized treatment effects with time-varying covariates and treatments.

The application of existing methods for constructing optimal dynamic treatment regimes is limited to cases where investigators are interested in optimizing a utility function over a fixed period of time (finite horizon). In this manuscript, we develop an inferential procedure based on temporal difference residuals for …

2014-06-03abs ↗pdf ↗

New method combines CATE and CQTE to estimate treatment effects across different quantiles.

problem Challenges in estimating CQTE due to its dependence on smoothness of individual quantiles.
method Introduces a new estimand, the conditional quantile comparator (CQC), which retains information about the whole treatment distribution and leverages simplicity.
result Demonstrates improved accuracy in estimating treatment effects across different quantiles compared to existing methods.

Develops a novel approach for estimating optimal DTRs with multicategory treatments and censored data.

problem Estimating optimal treatment regimes for chronic diseases with censored data.
method Angle-based multicategory classification algorithm for maximizing conditional survival function.
result The proposed method outperforms existing approaches in maximizing conditional survival function.

This paper develops a new method to model treatment effects that are heterogeneous across different quantiles.

problem Modeling treatment effects that vary across different quantiles of the outcome distribution.
method The paper combines quantile classification with local polynomial estimation to build a decision tree and forest.
result The proposed QLPRT and QLPRF methods provide a new way to estimate and infer heterogeneous treatment effects.

New method for robustly estimating treatment effects across different risk levels.

problem Missing risks and tail events in CATE, especially in aggregate analyses.
method Constructing a pseudo-outcome and regressing it on covariates using any regression learner.
result Robust and model-agnostic learning of conditional distributional treatment effects (CDTE).

POLAR optimizes treatment strategies in dynamic settings with statistical guarantees.

problem Optimizing sequential decisions in dynamic treatment regimes with robustness and statistical guarantees.
method Pessimistic model-based approach estimating transition dynamics and incorporating uncertainty penalties.
result Offers statistical and computational guarantees, including finite-sample bounds on policy suboptimality.

The paper proposes a new policy for optimal treatment allocation based on quantile treatment effects.

problem Optimal treatment allocation policies that target distributional welfare, especially when individuals are heterogeneous.
method The approach involves allocating treatments based on the conditional quantile of individual treatment effects (QoTE), considering both prudent and negligent policymakers.
result The proposed minimax policies are robust to model uncertainty and can be generalized to various settings.

The paper introduces a new method for estimating optimal policies in dynamic treatment regimes using information geometry.

problem Estimating optimal policies in dynamic treatment regimes.
method Minimum information divergence method based on γγ-power divergence.
result The γγ-power divergence method effectively seeks the optimal policy by vanishing the divergence between policy-equivalent Q-functions.

Develops HCQRF for estimating heterogeneous treatment effects with censored data.

problem Estimating heterogeneous treatment effects on censored responses with high-dimensional variables.
method Hybrid Censored Quantile Regression Forest (HCQRF) combining random forests and censored quantile regression.
result Demonstrates the effectiveness and stability of HCQRF through simulation studies and real-world application.

Estimates causal effects using machine learning for binary treatment and mediator.

problem Estimating direct and indirect quantile treatment effects under selection-on-observables.
method Double/debiased machine learning estimators based on efficient score functions.
result Uniform consistency and asymptotic normality of effect estimators.

Develops methods to identify and estimate causal effects with instrumental variables.

problem Causal inference with confounded treatment assignment and unobserved variables.
method General nonparametric causal framework, debiased machine learning, semiparametric theory.
result Consistent and asymptotically normal estimators for average treatment effect.

Proposes a new Bayesian learning method for optimal treatment regimes.

problem Sub-optimal policies in offline data due to lack of exploration.
method Integrates pessimism principle with Thompson sampling and Bayesian machine learning.
result Derives a credible set that uniformly lower bounds the optimal Q-function.

A new algorithm learns optimal personalized treatment plans online with low regret.

problem Learning optimal dynamic treatment regimes in an online setting.
method Developed a novel algorithm balancing exploration and exploitation for rate-optimal regret.
result Guaranteed rate-optimal regret for linear transition and reward models.

Develops framework for estimating and improving DTRs with time-varying IV in the presence of unmeasured confounding.

problem Estimating DTRs from observational data with unmeasured confounding.
method Time-varying instrumental variable (IV) framework for estimating and improving DTRs.
result IV-optimal and IV-improved DTRs perform better than DTRs assuming no unmeasured confounding.

Localized debiased machine learning simplifies estimating quantile treatment effects.

problem Estimating quantile treatment effects in causal inference with many covariates and flexible relationships.
method Localized debiased machine learning (LDML) avoids learning the full nuisance function by estimating only at a single initial guess.
result LDML enables practically-feasible and theoretically-grounded efficient estimation of quantile treatment effects.

TESS detects most affected subpopulations in randomized experiments.

problem Identifying subpopulations most affected by a treatment in randomized experiments.
method Anomalous pattern detection via nonparametric scan statistic maximization over subpopulations.
result TESS identifies the subpopulation with the largest distributional change due to the intervention.

LUQ-Learning adapts Q-learning for healthcare decisions considering patient preferences.

problem Optimizing treatment decisions for multivariate outcomes based on individual preferences.
method Latent Utility Q-Learning (LUQ-Learning) framework that adapts Q-learning for composite outcomes.
result LUQ-Learning achieves highly competitive performance compared to alternative methods in simulations.

G-Net uses deep learning for complex counterfactual outcome prediction.

problem Estimating counterfactual outcomes under dynamic treatment strategies.
method G-Net is a sequential deep learning framework for G-computation.
result G-Net can handle complex temporal data and provide accurate treatment effects.

The paper develops methods to optimize personalized policies in complex causal pathways.

problem Optimizing policies in healthcare settings with entangled causal effects.
method Combining mediation analysis and dynamic treatment regime ideas for longitudinal data.
result Derived methods for learning high-quality policies from observational data.

The paper uses neural networks to estimate treatment effects even with many confounders.

problem Estimating treatment effects with a growing number of confounders.
method General optimization framework using neural networks to approximate nuisance functions.
result Neural networks can handle a diverging number of confounders and alleviate the curse of dimensionality.

A new method estimates optimal treatment regimes using causal nearest neighbors.

problem Estimating optimal treatment regimes in precision medicine.
method Causal k-nearest neighbor method, with adaptive metric and variable selection.
result The causal k-nearest neighbor regime is universally consistent and converges as sample size increases.

Proposes a new method to estimate optimal treatment regimes in the presence of endogeneity.

problem Estimating optimal treatment regimes under endogeneity in observational studies or randomized trials.
method Semiparametric instrumental variable approach with binary instrumental variable.
result Identification and estimation of optimal treatment regimes under endogeneity without direct compliance information.

Method estimates dynamic treatment effects using machine learning and g-estimation.

problem Estimating treatment effects over time with multiple treatments and potential future outcomes.
method Double/debiased machine learning framework for dynamic treatment effects, extending Neyman orthogonal cross-fitted gg-estimation.
result Provides finite sample guarantees and allows for non-linear effect heterogeneity and high-dimensional parameterizations.