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, 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, 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, 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)