High-dimensional $A$-learning for optimal dynamic treatment regimes
Open Access
- 3 May 2018
- journal article
- research article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 46 (3) , 925-957
Abstract
Precision medicine is a medical paradigm that focuses on finding the most effective treatment decision based on individual patient information. For many complex diseases, such as cancer, treatment decisions need to be tailored over time according to patients’ responses to previous treatments. Such an adaptive strategy is referred as a dynamic treatment regime. A major challenge in deriving an optimal dynamic treatment regime arises when an extraordinary large number of prognostic factors, such as patient’s genetic information, demographic characteristics, medical history and clinical measurements over time are available, but not all of them are necessary for making treatment decision. This makes variable selection an emerging need in precision medicine. In this paper, we propose a penalized multi-stage $A$-learning for deriving the optimal dynamic treatment regime when the number of covariates is of the nonpolynomial (NP) order of the sample size. To preserve the double robustness property of the $A$-learning method, we adopt the Dantzig selector, which directly penalizes the A-leaning estimating equations. Oracle inequalities of the proposed estimators for the parameters in the optimal dynamic treatment regime and error bounds on the difference between the value functions of the estimated optimal dynamic treatment regime and the true optimal dynamic treatment regime are established. Empirical performance of the proposed approach is evaluated by simulations and illustrated with an application to data from the STAR∗D study.Keywords
All Related Versions
This publication has 28 references indexed in Scilit:
- Estimating Individualized Treatment Rules Using Outcome Weighted LearningJournal of the American Statistical Association, 2012
- A Robust Method for Estimating Optimal Treatment RegimesBiometrics, 2012
- Variable selection for optimal treatment decisionStatistical Methods in Medical Research, 2011
- A unified approach to model selection and sparse recovery using regularized least squaresThe Annals of Statistics, 2009
- Simultaneous analysis of Lasso and Dantzig selectorThe Annals of Statistics, 2009
- Inference for non-regular parameters in optimal dynamic treatment regimesStatistical Methods in Medical Research, 2009
- Rejoinder: The Dantzig selector: Statistical estimation when p is much larger than nThe Annals of Statistics, 2007
- Isotropic position and inertia ellipsoids and zonoids of the unit ball of a normed n-dimensional space2006
- Optimal Dynamic Treatment RegimesJournal of the Royal Statistical Society Series B: Statistical Methodology, 2003
- Regularization of star bodies by random hyperplane cut offStudia Mathematica, 2003