Open Access. Powered by Scholars. Published by Universities.®

Physical Sciences and Mathematics Commons

Open Access. Powered by Scholars. Published by Universities.®

Series

2014

COBRA

Targeted minimum loss-based estimation

Articles 1 - 3 of 3

Full-Text Articles in Physical Sciences and Mathematics

Entering The Era Of Data Science: Targeted Learning And The Integration Of Statistics And Computational Data Analysis, Mark J. Van Der Laan, Richard J.C.M. Starmans Jul 2014

Entering The Era Of Data Science: Targeted Learning And The Integration Of Statistics And Computational Data Analysis, Mark J. Van Der Laan, Richard J.C.M. Starmans

U.C. Berkeley Division of Biostatistics Working Paper Series

This outlook article will appear in Advances in Statistics and it reviews the research of Dr. van der Laan's group on Targeted Learning, a subfield of statistics that is concerned with the construction of data adaptive estimators of user-supplied target parameters of the probability distribution of the data and corresponding confidence intervals, aiming to only rely on realistic statistical assumptions. Targeted Learning fully utilizes the state of the art in machine learning tools, while still preserving the important identity of statistics as a field that is concerned with both accurate estimation of the true target parameter value and assessment of …


Super-Learning Of An Optimal Dynamic Treatment Rule, Alexander R. Luedtke, Mark J. Van Der Laan Jul 2014

Super-Learning Of An Optimal Dynamic Treatment Rule, Alexander R. Luedtke, Mark J. Van Der Laan

U.C. Berkeley Division of Biostatistics Working Paper Series

We consider the estimation of an optimal dynamic two time-point treatment rule defined as the rule that maximizes the mean outcome under the dynamic treatment, where the candidate rules are restricted to depend only on a user-supplied subset of the baseline and intermediate covariates. This estimation problem is addressed in a statistical model for the data distribution that is nonparametric, beyond possible knowledge about the treatment and censoring mechanisms. We propose data adaptive estimators of this optimal dynamic regime which are defined by sequential loss-based learning under both the blip function and weighted classification frameworks. Rather than \textit{a priori} selecting …


Targeted Learning Of The Mean Outcome Under An Optimal Dynamic Treatment Rule, Mark J. Van Der Laan, Alexander R. Luedtke Jul 2014

Targeted Learning Of The Mean Outcome Under An Optimal Dynamic Treatment Rule, Mark J. Van Der Laan, Alexander R. Luedtke

U.C. Berkeley Division of Biostatistics Working Paper Series

We consider estimation of and inference for the mean outcome under the optimal dynamic two time-point treatment rule defined as the rule that maximizes the mean outcome under the dynamic treatment, where the candidate rules are restricted to depend only on a user-supplied subset of the baseline and intermediate covariates. This estimation problem is addressed in a statistical model for the data distribution that is nonparametric beyond possible knowledge about the treatment and censoring mechanism. This contrasts from the current literature that relies on parametric assumptions. We establish that the mean of the counterfactual outcome under the optimal dynamic treatment …