Robust learning for optimal treatment decision with NP-dimensionality

DOI10.1214/16-EJS1178zbMath1419.62445arXiv1510.04378WikidataQ38637969 ScholiaQ38637969MaRDI QIDQ330449

Chengchun Shi, Rui Song, Wen-Bin Lu

Publication date: 26 October 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.04378

zbMATH Keywords

variable selectionoracle propertynonconcave penalized likelihoodoptimal treatment strategy

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric robustness (62G35) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (9)

Deep advantage learning for optimal dynamic treatment regime ⋮ High-dimensional \(A\)-learning for optimal dynamic treatment regimes ⋮ Augmented direct learning for conditional average treatment effect estimation with double robustness ⋮ High-dimensional inference for personalized treatment decision ⋮ Functional additive models for optimizing individualized treatment rules ⋮ Statistical Learning for Individualized Asset Allocation ⋮ A constrained single‐index regression for estimating interactions between a treatment and covariates ⋮ A single-index model with multiple-links ⋮ Generalization error bounds of dynamic treatment regimes in penalized regression-based learning

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