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06/14/2023
Off-policy Evaluation in Doubly Inhomogeneous Environments
This work aims to study off-policy evaluation (OPE) under scenarios wher...
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05/30/2023
Testing for the Markov Property in Time Series via Deep Conditional Generative Learning
The Markov property is widely imposed in analysis of time series data. C...
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05/17/2023
Evaluating Dynamic Conditional Quantile Treatment Effects with Applications in Ridesharing
Many modern tech companies, such as Google, Uber, and Didi, utilize onli...
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03/24/2023
Sequential Knockoffs for Variable Selection in Reinforcement Learning
In real-world applications of reinforcement learning, it is often challe...
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01/31/2023
A Reinforcement Learning Framework for Dynamic Mediation Analysis
Mediation analysis learns the causal effect transmitted via mediator var...
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01/03/2023
Deep Spectral Q-learning with Application to Mobile Health
Dynamic treatment regimes assign personalized treatments to patients seq...
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12/29/2022
An Instrumental Variable Approach to Confounded Off-Policy Evaluation
Off-policy evaluation (OPE) is a method for estimating the return of a t...
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12/29/2022
Quantile Off-Policy Evaluation via Deep Conditional Generative Learning
Off-Policy evaluation (OPE) is concerned with evaluating a new target po...
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12/13/2022
A Review of Off-Policy Evaluation in Reinforcement Learning
Reinforcement learning (RL) is one of the most vibrant research frontier...
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11/08/2022
Doubly Inhomogeneous Reinforcement Learning
This paper studies reinforcement learning (RL) in doubly inhomogeneous e...
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10/26/2022
Optimizing Pessimism in Dynamic Treatment Regimes: A Bayesian Learning Approach
In this article, we propose a novel pessimism-based Bayesian learning me...
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09/29/2022
Blessing from Experts: Super Reinforcement Learning in Confounded Environments
We introduce super reinforcement learning in the batch setting, which ta...
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09/23/2022
Sure Screening for Transelliptical Graphical Models
We propose a sure screening approach for recovering the structure of a t...
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07/26/2022
Future-Dependent Value-Based Off-Policy Evaluation in POMDPs
We study off-policy evaluation (OPE) for partially observable MDPs (POMD...
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06/14/2022
Conformal Off-Policy Prediction
Off-policy evaluation is critical in a number of applications where new ...
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03/03/2022
Reinforcement Learning in Possibly Nonstationary Environments
We consider reinforcement learning (RL) methods in offline nonstationary...
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02/26/2022
Statistically Efficient Advantage Learning for Offline Reinforcement Learning in Infinite Horizons
We consider reinforcement learning (RL) methods in offline domains witho...
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02/22/2022
Policy Evaluation for Temporal and/or Spatial Dependent Experiments in Ride-sourcing Platforms
Policy evaluation based on A/B testing has attracted considerable intere...
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02/22/2022
Off-Policy Confidence Interval Estimation with Confounded Markov Decision Process
This paper is concerned with constructing a confidence interval for a ta...
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02/21/2022
A Multi-Agent Reinforcement Learning Framework for Off-Policy Evaluation in Two-sided Markets
The two-sided markets such as ride-sharing companies often involve a gro...
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11/17/2021
Jump Interval-Learning for Individualized Decision Making
An individualized decision rule (IDR) is a decision function that assign...
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11/12/2021
A Minimax Learning Approach to Off-Policy Evaluation in Partially Observable Markov Decision Processes
We consider off-policy evaluation (OPE) in Partially Observable Markov D...
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11/06/2021
An Online Sequential Test for Qualitative Treatment Effects
Tech companies (e.g., Google or Facebook) often use randomized online ex...
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06/02/2021
Testing Directed Acyclic Graph via Structural, Supervised and Generative Adversarial Learning
In this article, we propose a new hypothesis testing method for directed...
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05/27/2021
Pattern Transfer Learning for Reinforcement Learning in Order Dispatching
Order dispatch is one of the central problems to ride-sharing platforms....
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05/10/2021
Deeply-Debiased Off-Policy Interval Estimation
Off-policy evaluation learns a target policy's value with a historical d...
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10/29/2020
Deep Jump Q-Evaluation for Offline Policy Evaluation in Continuous Action Space
We consider off-policy evaluation (OPE) in continuous action domains, su...
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06/03/2020
Double Generative Adversarial Networks for Conditional Independence Testing
In this article, we consider the problem of high-dimensional conditional...
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05/10/2020
Testing Mediation Effects Using Logic of Boolean Matrices
Mediation analysis is becoming an increasingly important tool in scienti...
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02/05/2020
Does the Markov Decision Process Fit the Data: Testing for the Markov Property in Sequential Decision Making
The Markov assumption (MA) is fundamental to the empirical validity of r...
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02/05/2020
A Reinforcement Learning Framework for Time-Dependent Causal Effects Evaluation in A/B Testing
A/B testing, or online experiment is a standard business strategy to com...
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10/15/2015