Items where Author is "Song, Rui"

Article

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

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

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

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, 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, 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, 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

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

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

Book Section

Cai, Hengrui, Shi, Chengchun ORCID: 0000-0001-7773-2099, 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

Wan, Runzhe, Zhang, Sheng, Shi, Chengchun ORCID: 0000-0001-7773-2099, 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 ORCID: 0000-0001-7773-2099, 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, 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)