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Estimating heterogeneous treatment effects with survival outcomes via a deep survival learner

Sun, Yuming, Kang, Jian, Li, Yi

arXiv.org Machine Learning

Estimating heterogeneous treatment effects in survival settings is complicated by right censoring as well as the time-varying nature of the estimand. While the conditional average treatment effect (CATE) provides a natural target, most existing approaches focus on a single prespecified time point and do not account for the temporal trajectory, leading to instability in estimation. We propose a deep survival learner (DSL) for estimating heterogeneous treatment effects with right-censored outcomes. The method is based on a doubly robust pseudo-outcome whose conditional expectation identifies time-specific CATEs under standard assumptions. This construction remains unbiased if either the outcome model or the treatment assignment model is correctly specified, when properly accounting for censoring. To estimate CATEs over a clinically relevant time spectrum, DSL employs a multi-output deep neural network with shared representations, enabling joint estimation of treatment effect trajectories. From a theoretical perspective, we derive error bounds for both pointwise and joint estimation over time. We show that joint estimation can leverage temporal structure to control estimation error without incurring much additional approximation cost under smoothness conditions, leading to improved stability relative to separate estimation. Cross-fitting is incorporated to reduce overfitting and mitigate bias arising from flexible nuisance estimation. Simulation studies demonstrate favorable finite-sample performance, particularly under nuisance model misspecification. Applied to the Boston Lung Cancer Study, DSL reveals heterogeneity in the effects of perioperative chemotherapy across patient characteristics and over time.


Nonparametric Regression Discontinuity Designs with Survival Outcomes

Schuessler, Maximilian, Sverdrup, Erik, Tibshirani, Robert, Wager, Stefan

arXiv.org Machine Learning

Quasi-experimental evaluations are central for generating real-world causal evidence and complementing insights from randomized trials. The regression discontinuity design (RDD) is a quasi-experimental design that can be used to estimate the causal effect of treatments that are assigned based on a running variable crossing a threshold. Such threshold-based rules are ubiquitous in healthcare, where predictive and prognostic biomarkers frequently guide treatment decisions. However, standard RD estimators rely on complete outcome data, an assumption often violated in time-to-event analyses where censoring arises from loss to follow-up. To address this issue, we propose a nonparametric approach that leverages doubly robust censoring corrections and can be paired with existing RD estimators. Our approach can handle multiple survival endpoints, long follow-up times, and covariate-dependent variation in survival and censoring. We discuss the relevance of our approach across multiple areas of applications and demonstrate its usefulness through simulations and the prostate component of the Prostate, Lung, Colorectal and Ovarian (PLCO) Cancer Screening Trial where our new approach offers several advantages, including higher efficiency and robustness to misspecification. We have also developed an open-source software package, $\texttt{rdsurvival}$, for the $\texttt{R}$ language.


Targeted learning of heterogeneous treatment effect curves for right censored or left truncated time-to-event data

Pryce, Matthew, Diaz-Ordaz, Karla, Keogh, Ruth H., Vansteelandt, Stijn

arXiv.org Machine Learning

In recent years, there has been growing interest in causal machine learning estimators for quantifying subject-specific effects of a binary treatment on time-to-event outcomes. Estimation approaches have been proposed which attenuate the inherent regularisation bias in machine learning predictions, with each of these estimators addressing measured confounding, right censoring, and in some cases, left truncation. However, the existing approaches are found to exhibit suboptimal finite-sample performance, with none of the existing estimators fully leveraging the temporal structure of the data, yielding non-smooth treatment effects over time. We address these limitations by introducing surv-iTMLE, a targeted learning procedure for estimating the difference in the conditional survival probabilities under two treatments. Unlike existing estimators, surv-iTMLE accommodates both left truncation and right censoring while enforcing smoothness and boundedness of the estimated treatment effect curve over time. Through extensive simulation studies under both right censoring and left truncation scenarios, we demonstrate that surv-iTMLE outperforms existing methods in terms of bias and smoothness of time-varying effect estimates in finite samples. We then illustrate surv-iTMLE's practical utility by exploring heterogeneity in the effects of immunotherapy on survival among non-small cell lung cancer (NSCLC) patients, revealing clinically meaningful temporal patterns that existing estimators may obscure.


Identification of physiological shock in intensive care units via Bayesian regime switching models

Kendall, Emmett B., Williams, Jonathan P., Storlie, Curtis B., Radosevich, Misty A., Wittwer, Erica D., Warner, Matthew A.

arXiv.org Machine Learning

Detection of occult hemorrhage (i.e., internal bleeding) in patients in intensive care units (ICUs) can pose significant challenges for critical care workers. Because blood loss may not always be clinically apparent, clinicians rely on monitoring vital signs for specific trends indicative of a hemorrhage event. The inherent difficulties of diagnosing such an event can lead to late intervention by clinicians which has catastrophic consequences. Therefore, a methodology for early detection of hemorrhage has wide utility. We develop a Bayesian regime switching model (RSM) that analyzes trends in patients' vitals and labs to provide a probabilistic assessment of the underlying physiological state that a patient is in at any given time. This article is motivated by a comprehensive dataset we curated from Mayo Clinic of 33,924 real ICU patient encounters. Longitudinal response measurements are modeled as a vector autoregressive process conditional on all latent states up to the current time point, and the latent states follow a Markov process. We present a novel Bayesian sampling routine to learn the posterior probability distribution of the latent physiological states, as well as develop an approach to account for pre-ICU-admission physiological changes. A simulation and real case study illustrate the effectiveness of our approach.


Integrative Learning of Dynamically Evolving Multiplex Graphs and Nodal Attributes Using Neural Network Gaussian Processes with an Application to Dynamic Terrorism Graphs

Rodriguez-Acosta, Jose, Guha, Sharmistha, Patel, Lekha, Shuler, Kurtis

arXiv.org Machine Learning

Exploring the dynamic co-evolution of multiplex graphs and nodal attributes is a compelling question in criminal and terrorism networks. This article is motivated by the study of dynamically evolving interactions among prominent terrorist organizations, considering various organizational attributes like size, ideology, leadership, and operational capacity. Statistically principled integration of multiplex graphs with nodal attributes is significantly challenging due to the need to leverage shared information within and across layers, account for uncertainty in predicting unobserved links, and capture temporal evolution of node attributes. These difficulties increase when layers are partially observed, as in terrorism networks where connections are deliberately hidden to obscure key relationships. To address these challenges, we present a principled methodological framework to integrate the multiplex graph layers and nodal attributes. The approach employs time-varying stochastic latent factor models, leveraging shared latent factors to capture graph structure and its co-evolution with node attributes. Latent factors are modeled using Gaussian processes with an infinitely wide deep neural network-based covariance function, termed neural network Gaussian processes (NN-GP). The NN-GP framework on latent factors exploits the predictive power of Bayesian deep neural network architecture while propagating uncertainty for reliability. Simulation studies highlight superior performance of the proposed approach in achieving inferential objectives. The approach, termed as dynamic joint learner, enables predictive inference (with uncertainty) of diverse unobserved dynamic relationships among prominent terrorist organizations and their organization-specific attributes, as well as clustering behavior in terms of friend-and-foe relationships, which could be informative in counter-terrorism research.





Latent SDEs on Homogeneous Spaces

Neural Information Processing Systems

We consider the problem of variational Bayesian inference in a latent variable model where a (possibly complex) observed stochastic process is governed by the solution of a latent stochastic differential equation (SDE).