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  • title: Estimation and inference on high dimensional individualized treatment rule using split-and-pooled de-correlated score
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            Estimation and inference on high dimensional individualized treatment rule using split-and-pooled de-correlated score
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            Estimation and inference on high dimensional individualized treatment rule using split-and-pooled de-correlated score

            Dez 14, 2019

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            YZ

            Ying-Qi Zhao

            Sprecher:in · 0 Follower:innen

            Über

            Individualized treatment rules aim to identify if, when, which, and to whom treatment should be applied. One untackled question is the inference of the optimal individualized treatment rule. We propose a procedure for the simultaneous estimation and inference of such treatment rule with the existence of high dimensional covariates.The estimation procedure estimates the optimal individualized treatment rule as a weighted classification problem, while enjoying double robustness property. The infer…

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            NIPS 2019

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