Date: 2022-03-11

Time: 15:30-16:30 (Montreal time)

https://mcgill.zoom.us/j/83436686293?pwd=b0RmWmlXRXE3OWR6NlNIcWF5d0dJQT09

Meeting ID: 834 3668 6293

Passcode: 12345

Abstract:

Finding the optimal treatment regime (or a series of sequential treatment regimes) based on individual characteristics has important applications in precision medicine. We propose two new approaches to quantify uncertainty in optimal treatment regime estimation. First, we consider inference in the model-free setting, which does not require specifying an outcome regression model. Existing model-free estimators for optimal treatment regimes are usually not suitable for the purpose of inference, because they either have nonstandard asymptotic distributions or do not necessarily guarantee consistent estimation of the parameter indexing the Bayes rule due to the use of surrogate loss. We study a smoothed robust estimator that directly targets the parameter corresponding to the Bayes decision rule for optimal treatment regimes estimation. We verify that a resampling procedure provides asymptotically accurate inference for both the parameter indexing the optimal treatment regime and the optimal value function. Next, we consider the high-dimensional setting and propose a semiparametric model-assisted approach for simultaneous inference. Simulation results and real data examples are used for illustration.

Speaker

Dr. Lan Wang is a Professor from the Department of Management Science at the Miami Herbert Business School of the University of Miami, with a secondary appointment as Professor of Public Health Sciences at the Miller School of Medicine, University of Miami. She currently serves as the Co-Editor for Annals of Statistics (2022-2024), jointly with Professor Enno Mammen.

Dr. Wang’s research covers several interrelated areas: high-dimensional statistical learning, quantile regression, optimal personalized decision recommendation, and survival analysis. She is also interested in interdisciplinary collaboration, driven by applications in healthcare, business, economics, and other domains.

Before joining University of Miami, she was a Professor of Statistics at School of Statistics, University of Minnesota. She got her Ph.D. in Statistics from the Pennsylvania State University. She got her Bachelor’s degree in Applied Mathematics from Tsinghua University, China.

Dr. Wang is an elected Fellow of the American Statistical Association, an elected Fellow of the Institute of Mathematical Statistics, and an elected member of the International Statistical Institute. She was the associate editor for several leading statistical journals: Journal of the American Statistical Associations, Annals of Statistics, Journal of the Royal Statistics Society, and Biometrics.

McGill Statistics Seminar schedule: https://mcgillstat.github.io/