Items where Author is "Lu, Wenbin"

Article

Cai, Hengrui, Shi, Chengchun ORCID: 0000-0001-7773-2099, Song, Rui and Lu, Wenbin (2023) Jump interval-learning for individualized decision making with continuous treatments. Journal of Machine Learning Research. ISSN 1532-4435

Shi, Chengchun ORCID: 0000-0001-7773-2099, Zhang, Shengxing ORCID: 0000-0002-1475-2188, Lu, Wenbin and Song, Rui (2022) Statistical inference of the value function for reinforcement learning in infinite-horizon settings. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 84 (3). 765 - 793. ISSN 1369-7412

Shi, Chengchun ORCID: 0000-0001-7773-2099, Song, Rui, Lu, Wenbin and Li, Runzi (2020) Statistical inference for high-dimensional models via recursive online-score estimation. Journal of the American Statistical Association. ISSN 0162-1459

Shi, Chengchun ORCID: 0000-0001-7773-2099, Lu, Wenbin and Song, Rui (2020) Breaking the curse of nonregularity with subagging: inference of the mean outcome under optimal treatment regimes. Journal of Machine Learning Research, 21. ISSN 1532-4435

Shi, Chengchun ORCID: 0000-0001-7773-2099, Song, Rui and Lu, Wenbin (2019) On testing conditional qualitative treatment effects. Annals of Statistics, 47 (4). 2348 - 2377. ISSN 0090-5364

Shi, Chengchun ORCID: 0000-0001-7773-2099, Lu, Wenbin and Song, Rui (2019) A sparse random projection-based test for overall qualitative treatment effects. Journal of the American Statistical Association. ISSN 0162-1459

Shi, Chengchun ORCID: 0000-0001-7773-2099, Lu, Wenbin and Song, Rui (2019) Determining the number of latent factors in statistical multi-relational learning. Journal of Machine Learning Research, 20. 1 - 38. ISSN 1532-4435

Shi, Chengchun ORCID: 0000-0001-7773-2099, Lu, Wenbin and Song, Rui (2018) A massive data framework for M-estimators with cubic-rate. Journal of the American Statistical Association, 113 (524). 1698 - 1709. ISSN 0162-1459

Shi, Chengchun ORCID: 0000-0001-7773-2099, Song, Rui, Lu, Wenbin and Fu, Bo (2018) Maximin projection learning for optimal treatment decision with heterogeneous individualized treatment effects. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 80 (4). 681 - 702. ISSN 1369-7412

Shi, Chengchun ORCID: 0000-0001-7773-2099, Fan, Ailin, Song, Rui and Lu, Wenbin (2018) High-dimensional A-learning for optimal dynamic treatment regimes. Annals of Statistics, 46 (3). 925 - 957. ISSN 0090-5364

Shi, Chengchun ORCID: 0000-0001-7773-2099, Song, Rui and Lu, Wenbin (2016) Robust learning for optimal treatment decision with NP-dimensionality. Electronic Journal of Statistics, 10 (2). 2894 - 2921. ISSN 1935-7524

Book Section

Cai, Hengrui, Shi, Chengchun, Song, Rui and Lu, Wenbin (2021) Deep jump learning for off-policy evaluation in continuous treatment settings. In: Proceedings of the 35th Conference on Neural Information Processing Systems. UNSPECIFIED.

Conference or Workshop Item

Shi, Chengchun, Wan, Runzhe, Song, Rui, Lu, Wenbin and Leng, Ling (2020) Does the Markov decision process fit the data: testing for the Markov property in sequential decision making. In: International Conference on Machine Learning, 2020-07-12 - 2020-07-18, Online. (In Press)