Items where Author is "Shi, Chengchun"

Article

Lan Luo, By, Shi, Chengchun ORCID: 0000-0001-7773-2099, Wang, Jitao, Wu, Zhenke and Li, Lexin (2025) Multivariate dynamic mediation analysis under a reinforcement learning framework. Annals of Statistics, 53 (1). 352 - 373. ISSN 0090-5364

Li, Mengbing, Shi, Chengchun ORCID: 0000-0001-7773-2099, Wu, Zhenke and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2025) Testing stationarity and change point detection in reinforcement learning. Annals of Statistics. ISSN 0090-5364 (In Press)

Shi, Chengchun ORCID: 0000-0001-7773-2099, Zhou, Yunzhe and Li, Lexin (2024) Testing directed acyclic graph via structural, supervised and generative adversarial learning. Journal of the American Statistical Association, 119 (547). 1833 - 1846. ISSN 0162-1459

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

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

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. Proceedings of Machine Learning Research, 238. 541 - 549. ISSN 2640-3498

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

Zhou, Yunzhe, Qi, Zhengling, Shi, Chengchun ORCID: 0000-0001-7773-2099 and Li, Lexin (2023) Optimizing pessimism in dynamic treatment regimes: a Bayesian learning approach. Proceedings of Machine Learning Research, 206. ISSN 1938-7228

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, 2023. 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

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 ORCID: 0000-0001-7773-2099 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

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

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

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 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

Book Section

Uehara, Masatoshi, Kiyohara, Haruka, Bennett, Andrew, Chernozhukov, Victor, Jiang, Nan, Kallus, Nathan, Shi, Chengchun ORCID: 0000-0001-7773-2099 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 ORCID: 0000-0001-7773-2099, 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.

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.

Monograph

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)

Conference or Workshop Item

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, Jing-Jing, Shi, Chengchun ORCID: 0000-0001-7773-2099, Li, Lexin and Collins, Anne G.E. (2023) A generalized method for dynamic noise inference in modeling sequential decision-making. In: Cognition in context, 2023-07-26 - 2023-07-29, International Convention Centre Sydney, Sydney, Australia, AUS. (In Press)

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)