Search Results for author: William R. Zame

Found 9 papers, 3 papers with code

Asset Trading in Continuous Time: A Cautionary Tale

no code implementations7 Jul 2022 William R. Zame

This paper demonstrates that, if we take terminal wealth constraints and self-financing constraints as seriously in the discrete model as in the continuous model, then the continuous trading model need not be the limit of discrete trading models.

Inferring Lexicographically-Ordered Rewards from Preferences

no code implementations21 Feb 2022 Alihan Hüyük, William R. Zame, Mihaela van der Schaar

Modeling the preferences of agents over a set of alternatives is a principal concern in many areas.

Integrating Expert ODEs into Neural ODEs: Pharmacology and Disease Progression

1 code implementation NeurIPS 2021 Zhaozhi Qian, William R. Zame, Lucas M. Fleuren, Paul Elbers, Mihaela van der Schaar

To close this gap, we propose the latent hybridisation model (LHM) that integrates a system of expert-designed ODEs with machine-learned Neural ODEs to fully describe the dynamics of the system and to link the expert and latent variables to observable quantities.

Adaptive Clinical Trials: Exploiting Sequential Patient Recruitment and Allocation

no code implementations5 Oct 2018 Onur Atan, William R. Zame, Mihaela van der Schaar

Randomized Controlled Trials (RCTs) are the gold standard for comparing the effectiveness of a new treatment to the current one (the control).

Learning Optimal Policies from Observational Data

no code implementations23 Feb 2018 Onur Atan, William R. Zame, M. van der Schaar

Choosing optimal (or at least better) policies is an important problem in domains from medicine to education to finance and many others.

Domain Adaptation Selection bias

Deep Sensing: Active Sensing using Multi-directional Recurrent Neural Networks

1 code implementation ICLR 2018 Jinsung Yoon, William R. Zame, Mihaela van der Schaar

At runtime, the operator prescribes a performance level or a cost constraint, and Deep Sensing determines what measurements to take and what to infer from those measurements, and then issues predictions.

Estimating Missing Data in Temporal Data Streams Using Multi-directional Recurrent Neural Networks

2 code implementations23 Nov 2017 Jinsung Yoon, William R. Zame, Mihaela van der Schaar

Existing methods address this estimation problem by interpolating within data streams or imputing across data streams (both of which ignore important information) or ignoring the temporal aspect of the data and imposing strong assumptions about the nature of the data-generating process and/or the pattern of missing data (both of which are especially problematic for medical data).

Matrix Completion Multivariate Time Series Imputation

ToPs: Ensemble Learning with Trees of Predictors

no code implementations5 Jun 2017 Jinsung Yoon, William R. Zame, Mihaela van der Schaar

Our approach constructs a tree of subsets of the feature space and associates a predictor (predictive model) - determined by training one of a given family of base learners on an endogenously determined training set - to each node of the tree; we call the resulting object a tree of predictors.

Ensemble Learning

Constructing Effective Personalized Policies Using Counterfactual Inference from Biased Data Sets with Many Features

no code implementations23 Dec 2016 Onur Atan, William R. Zame, Qiaojun Feng, Mihaela van der Schaar

This paper proposes a novel approach for constructing effective personalized policies when the observed data lacks counter-factual information, is biased and possesses many features.

counterfactual Counterfactual Inference

Cannot find the paper you are looking for? You can Submit a new open access paper.