53 citations · 177 across the 34 of their papers we have counts for
Showing 2024Show all
3 papers · 1 filter
cs.LG2024
To bootstrap or to rollout? An optimal and adaptive interpolation
Wenlong Mou, Jian Qian
Bootstrapping and rollout are two fundamental principles for value function estimation in reinforcement learning (RL). We introduce a novel class of Bellman operators, called subgr…
math.ST2024
When is it worthwhile to jackknife? Breaking the quadratic barrier for Z-estimators
Licong Lin, Fangzhou Su, Wenlong Mou +2
Resampling methods are especially well-suited to inference with estimators that provide only "black-box'' access. Jackknife is a form of resampling, widely used for bias correction…
cs.LG2024
On Bellman equations for continuous-time policy evaluation I: discretization and approximation
Wenlong Mou, Yuhua Zhu
We study the problem of computing the value function from a discretely-observed trajectory of a continuous-time diffusion process. We develop a new class of algorithms based on eas…