Personalised treatment assignment maximising expected benefit with smooth hinge loss

DOI10.1080/24754269.2017.1326080MaRDI QIDQ5880163zbMATH OpenOpenAlexFDO

Authors Shixue Liu, Jun Shao, Menggang Yu

Publication date 7 March 2023

Published in Statistical Theory and Related Fields (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/24754269.2017.1326080

zbMATH Keywords

oracle propertyconvex losssubgroup identificationlinear rulesweighted outcome learning

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Estimating individualized treatment rules using outcome weighted learning
• Estimating treatment effect heterogeneity in randomized program evaluation
• Pathwise coordinate optimization
• Performance guarantees for individualized treatment rules
• Regularized outcome weighted subgroup identification for differential treatment effects
• Sliced Inverse Regression for Dimension Reduction

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