2 citations · 3 across the 4 of their papers we have counts for
4 papers
Causal Inference on Stopped Random Walks in Online Advertising
Jia Yuan Yu
We consider a causal inference problem frequently encountered in online advertising systems, where a publisher (e.g., Instagram, TikTok) interacts repeatedly with human users and a…
Variance-Based Risk Estimations in Markov Processes via Transformation with State Lumping
Shuai Ma, Jia Yuan Yu
Variance plays a crucial role in risk-sensitive reinforcement learning, and most risk measures can be analyzed via variance. In this paper, we consider two law-invariant risks as e…
Central-limit approach to risk-aware Markov decision processes
Pengqian Yu, Jia Yuan Yu, Huan Xu
Whereas classical Markov decision processes maximize the expected reward, we consider minimizing the risk. We propose to evaluate the risk associated to a given policy over a long-…
Adaptive and optimal online linear regression on -balls
Sébastien Gerchinovitz, Jia Yuan Yu
We consider the problem of online linear regression on individual sequences. The goal in this paper is for the forecaster to output sequential predictions which are, after time…