no code implementations • 5 Oct 2023 • Sukrita Singh, Neeraj Sarna, Yuanyuan Li, Yang Li, Agni Orfanoudaki, Michael Berger
We solve the risk-assessment problem using the conformal prediction approach, which provides prediction intervals that are guaranteed to contain the true label with a given probability.
no code implementations • 1 Jun 2021 • Dimitris Bertsimas, Agni Orfanoudaki
Specifically, we present an optimization formulation to estimate the risk exposure of a binary classification model given a pre-defined range of premiums.
no code implementations • 8 Dec 2020 • Dimitris Bertsimas, Jack Dunn, Emma Gibson, Agni Orfanoudaki
Tree-based models are increasingly popular due to their ability to identify complex relationships that are beyond the scope of parametric models.
no code implementations • 30 Jun 2020 • Dimitris Bertsimas, Léonard Boussioux, Ryan Cory Wright, Arthur Delarue, Vassilis Digalakis Jr., Alexandre Jacquillat, Driss Lahlou Kitane, Galit Lukin, Michael Lingzhi Li, Luca Mingardi, Omid Nohadani, Agni Orfanoudaki, Theodore Papalexopoulos, Ivan Paskov, Jean Pauphilet, Omar Skali Lami, Bartolomeo Stellato, Hamza Tazi Bouardi, Kimberly Villalobos Carballo, Holly Wiberg, Cynthia Zeng
Specifically, we propose a comprehensive data-driven approach to understand the clinical characteristics of COVID-19, predict its mortality, forecast its evolution, and ultimately alleviate its impact.
no code implementations • 18 Oct 2019 • Dimitris Bertsimas, Agni Orfanoudaki, Rory B. Weiner
We are able to estimate with average R squared = 0. 801 the time from diagnosis to a potential adverse event (TAE) and gain accurate approximations of the counterfactual treatment effects.
no code implementations • 3 Dec 2018 • Dimitris Bertsimas, Agni Orfanoudaki, Holly Wiberg
State-of-the-art clustering algorithms use heuristics to partition the feature space and provide little insight into the rationale for cluster membership, limiting their interpretability.
no code implementations • 2 Dec 2018 • Dimitris Bertsimas, Agni Orfanoudaki, Colin Pawlowski
Missing data is a common problem in real-world settings and particularly relevant in healthcare applications where researchers use Electronic Health Records (EHR) and results of observational studies to apply analytics methods.