Items where Author is "Shi, Chengchun"

Bian, Zeyu, Shi, Chengchun ORCID: 0000-0001-7773-2099, Qi, Zhengling and Wang, Lan (2024) Off-policy evaluation in doubly inhomogeneous environments. Journal of the American Statistical Association. ISSN 0162-1459

Yu, Shuguang, Fang, Shuxing, Peng, Ruixin, Qi, Zhengling, Zhou, Fan and Shi, Chengchun ORCID: 0000-0001-7773-2099 (2024) Two-way deconfounder for off-policy evaluation in causal reinforcement learning. In: 38th Annual Conference on Neural Information Processing Systems, 2024-12-10 - 2024-12-15, Vancouver Convention Center, Vancouver, Canada, CAN. (In Press)

Li, Ting, Shi, Chengchun ORCID: 0000-0001-7773-2099, Lu, Zhaohua, Li, Yi and Zhu, Hongtu (2024) Evaluating dynamic conditional quantile treatment effects with applications in ridesharing. Journal of the American Statistical Association, 119 (547). 1736 - 1750. ISSN 0162-1459

Li, Ting, Shi, Chengchun ORCID: 0000-0001-7773-2099, Wen, Qianglin, Sui, Yang, Qin, Yongli, Lai, Chunbo and Zhu, Hongtu (2024) Combining experimental and historical data for policy evaluation. Proceedings of Machine Learning Research, 235. pp. 28630-28656. ISSN 2640-3498

Luo, Shikai, Yang, Ying, Shi, Chengchun ORCID: 0000-0001-7773-2099, Yao, Fang, Ye, Jieping and Zhu, Hongtu (2024) Policy evaluation for temporal and/or spatial dependent experiments. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 86 (3). 623 - 649. ISSN 1369-7412

Hao, Meiling, Su, Pingfan, Hu, Liyuan, Szabo, Zoltan ORCID: 0000-0001-6183-7603, Zhao, Qianyu and Shi, Chengchun ORCID: 0000-0001-7773-2099 (2024) Forward and backward state abstractions for off-policy evaluation. . arXiv. (Submitted)

Zhu, Jin ORCID: 0000-0001-8550-5822, Wan, Runzhe, Qi, Zhengling, Luo, Shikai and Shi, Chengchun ORCID: 0000-0001-7773-2099 (2024) Robust offline reinforcement learning with heavy-tailed rewards. In: Dasgupta, Sanjoy, Mandt, Stephan and Li, Yingzhen, (eds.) Proceedings of the 27th International Conference on Artificial Intelligence and Statistics (AISTATS) 2024. International Conference on Machine Learning, Valencia, Spain, 541 - 549.

Li, Jing Jing, Shi, Chengchun ORCID: 0000-0001-7773-2099, Li, Lexin and Collins, Anne G.E. (2024) Dynamic noise estimation: a generalized method for modeling noise fluctuations in decision-making. Journal of Mathematical Psychology, 119. ISSN 0022-2496

Uehara, Masatoshi, Kiyohara, Haruka, Bennett, Andrew, Chernozhukov, Victor, Jiang, Nan, Kallus, Nathan, Shi, Chengchun and Sun, Wenguang (2023) Future-dependent value-based off-policy evaluation in POMDPs. In: Oh, A., Naumann, T., Globerson, A., Saenko, K., Hardt, M. and Levine, S., (eds.) Advances in Neural Information Processing Systems 36 (NeurIPS 2023). Neural Information Processing Systems Foundation.

Li, Ting, Shi, Chengchun, Wang, Jianing, Zhou, Fan and Zhu, Hongtu (2023) Optimal treatment allocation for efficient policy evaluation in sequential decision making. In: Oh, A., Naumann, T., Globerson, A., Saenko, K., Hardt, M. and Levine, S., (eds.) Advances in Neural Information Processing Systems 36 (NeurIPS 2023). Neural Information Processing Systems Foundation.

Gao, Yuhe, Shi, Chengchun ORCID: 0000-0001-7773-2099 and Song, Rui (2023) Deep spectral Q-learning with application to mobile health. Stat, 12 (1). ISSN 2049-1573

Shi, Chengchun ORCID: 0000-0001-7773-2099, Wan, Runzhe, Song, Ge, Luo, Shikai, Zhu, Hongtu and Song, Rui (2023) A multiagent reinforcement learning framework for off-policy evaluation in two-sided markets. Annals of Applied Statistics, 17 (4). 2701 - 2722. ISSN 1932-6157

Zhou, Yunzhe, Shi, Chengchun ORCID: 0000-0001-7773-2099, Li, Lexin and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2023) Testing for the Markov property in time series via deep conditional generative learning. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 85 (4). 1204 - 1222. ISSN 1369-7412

Wu, Guojun, Song, Ge, Lv, Xiaoxiang, Luo, Shikai, Shi, Chengchun ORCID: 0000-0001-7773-2099 and Zhu, Hongtu (2023) DNet: distributional network for distributional individualized treatment effects. Proceedings of the ACM SIGKDD Conference on Knowledge Discovery and Data Mining. 5215 - 5224. ISSN 2154-817X

Xu, Yang, Zhu, Jin, Shi, Chengchun ORCID: 0000-0001-7773-2099, Luo, Shikai and Song, Rui (2023) An instrumental variable approach to confounded off-policy evaluation. Proceedings of Machine Learning Research, 202. 38848 - 38880. ISSN 1938-7228

Shi, Chengchun ORCID: 0000-0001-7773-2099, Qi, Zhengling, Wang, Jianing and Zhou, Fan (2023) Value enhancement of reinforcement learning via efficient and robust trust region optimization. Journal of the American Statistical Association. pp. 1-15. ISSN 0162-1459

Shi, Chengchun ORCID: 0000-0001-7773-2099, Zhou, Yunzhe and Li, Lexin (2023) Testing directed acyclic graph via structural, supervised and generative adversarial learning. Journal of the American Statistical Association. ISSN 0162-1459

Ge, Lin, Wang, Jitao, Shi, Chengchun ORCID: 0000-0001-7773-2099, Wu, Zhenke and Song, Rui (2023) A reinforcement learning framework for dynamic mediation analysis. Proceedings of Machine Learning Research, 202. 11050 - 11097. ISSN 1938-7228

Wang, Jitao, Shi, Chengchun and Wu, Zhenke (2023) A robust test for the stationarity assumption in sequential decision making. Proceedings of Machine Learning Research. pp. 36355-36379. ISSN 1938-7228

Zhang, Yingying, Shi, Chengchun ORCID: 0000-0001-7773-2099 and Luo, Shikai (2023) Conformal off-policy prediction. Proceedings of Machine Learning Research, 206. pp. 2751-2768. ISSN 2640-3498

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

Zhou, Yunzhe, Qi, Zhengling, Shi, Chengchun and Li, Lexin (2023) Optimizing pessimism in dynamic treatment regimes: a Bayesian learning approach. Proceedings of Machine Learning Research, 206. ISSN 1938-7228 (In Press)

Li, Lexin, Shi, Chengchun ORCID: 0000-0001-7773-2099, Guo, Tengfei and Jagust, William J. (2022) Sequential pathway inference for multimodal neuroimaging analysis. Stat, 11 (1). ISSN 2049-1573

Shi, Chengchun ORCID: 0000-0001-7773-2099, Zhu, Jin, Shen, Ye, Luo, Shikai, Zhu, Hongtu and Song, Rui (2022) Off-policy confidence interval estimation with confounded Markov decision process. Journal of the American Statistical Association. ISSN 0162-1459

Shi, Chengchun ORCID: 0000-0001-7773-2099 and Li, Lexin (2022) Testing mediation effects using logic of Boolean matrices. Journal of the American Statistical Association, 117 (540). 2014 - 2027. ISSN 0162-1459

Shi, Chengchun ORCID: 0000-0001-7773-2099, Luo, Shikai, Le, Yuan, Zhu, Hongtu and Song, Rui (2022) Statistically efficient advantage learning for offline reinforcement learning in infinite horizons. Journal of the American Statistical Association. ISSN 0162-1459

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, Uehara, Masatoshi, Uehara, Masatoshi, Huang, Jiawei and Jiang, Nan (2022) A minimax learning approach to off-policy evaluation in confounded Partially Observable Markov Decision Processes. Proceedings of Machine Learning Research. ISSN 2640-3498

Shi, Chengchun ORCID: 0000-0001-7773-2099, Wang, Xiaoyu, Luo, Shikai, Zhu, Hongtu, Ye, Jieping and Song, Rui (2022) Dynamic causal effects evaluation in A/B testing with a reinforcement learning framework. Journal of the American Statistical Association. 1 - 13. ISSN 0162-1459

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.

Shi, Chengchun ORCID: 0000-0001-7773-2099, Xu, Tianlin, Bergsma, Wicher ORCID: 0000-0002-2422-2359 and Li, Lexin (2021) Double generative adversarial networks for conditional independence testing. Journal of Machine Learning Research. ISSN 1532-4435

Shi, Chengchun ORCID: 0000-0001-7773-2099, Luo, Shikai, Zhu, Hongtu and Song, Rui (2021) An online sequential test for qualitative treatment effects. Journal of Machine Learning Research, 22. ISSN 1532-4435

Wan, Runzhe, Zhang, Sheng, Shi, Chengchun, Luo, Shikai and Song, Rui (2021) Pattern transfer learning for reinforcement learning in order dispatching. In: International Joint Conference on Artificial Intelligence, 2021-08-19 - 2021-08-26. (In Press)

Shi, Chengchun, Wan, Runzhe, Chernozhukov, Victor and Song, Rui (2021) Deeply-debiased off-policy interval estimation. In: International Conference on Machine Learning, 2021-07-18 - 2021-07-24, Online. (In Press)

Shi, Chengchun ORCID: 0000-0001-7773-2099, Song, R and Lu, W (2021) Concordance and value information criteria for optimal treatment decision. Annals of Statistics, 49 (1). 49 - 75. ISSN 0090-5364

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)

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, Chen, Zhao and Li, Runze (2019) Linear hypothesis testing for high dimensional generalized linear models. Annals of Statistics, 47 (5). 2671 - 2703. ISSN 0090-5364

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

Zhang, Peng, Qiu, Zhenguo and Shi, Chengchun ORCID: 0000-0001-7773-2099 (2016) simplexreg: an R package for regression analysis of proportional data using the simplex distribution. Journal of Statistical Software, 71 (11). ISSN 1548-7660