activity
20202022
most citedDoes the Markov Decision Process Fit the Data: Testing for the Markov Property in Sequential Decision Making

9 citations · 20 across the 8 of their papers we have counts for

collaborators

11 papers

stat.ME2022

Sure Screening for Transelliptical Graphical Models

Yuxiang Xie, Chengchun Shi, Rui Song

We propose a sure screening approach for recovering the structure of a transelliptical graphical model in the high dimensional setting. We estimate the partial correlation graph by…

stat.ML20221 cited

On Learning and Testing of Counterfactual Fairness through Data Preprocessing

Haoyu Chen, Wenbin Lu, Rui Song +1

Machine learning has become more important in real-life decision-making but people are concerned about the ethical problems it may bring when used improperly. Recent work brings th…

stat.ML20216 cited

Deeply-Debiased Off-Policy Interval Estimation

Chengchun Shi, Runzhe Wan, Victor Chernozhukov +1

Off-policy evaluation learns a target policy's value with a historical dataset generated by a different behavior policy. In addition to a point estimate, many applications would be…

stat.ME2021

GEAR: On Optimal Decision Making with Auxiliary Data

Hengrui Cai, Rui Song, Wenbin Lu

Personalized optimal decision making, finding the optimal decision rule (ODR) based on individual characteristics, has attracted increasing attention recently in many fields, such…

stat.ML2020

Statistical Inference for Online Decision Making via Stochastic Gradient Descent

Haoyu Chen, Wenbin Lu, Rui Song

Online decision making aims to learn the optimal decision rule by making personalized decisions and updating the decision rule recursively. It has become easier than before with th…

stat.ML2020

Statistical Inference for Online Decision-Making: In a Contextual Bandit Setting

Haoyu Chen, Wenbin Lu, Rui Song

Online decision-making problem requires us to make a sequence of decisions based on incremental information. Common solutions often need to learn a reward model of different action…