7 citations · 54 across the 80 of their papers we have counts for
9 papers · 1 filter
Efficient Targeted Learning of Heterogeneous Treatment Effects for Multiple Subgroups
Waverly Wei, Maya Petersen, Mark J van der Laan +3
In biomedical science, analyzing treatment effect heterogeneity plays an essential role in assisting personalized medicine. The main goals of analyzing treatment effect heterogenei…
Gradient-Free Methods for Deterministic and Stochastic Nonsmooth Nonconvex Optimization
Tianyi Lin, Zeyu Zheng, Michael I. Jordan
Nonsmooth nonconvex optimization problems broadly emerge in machine learning and business decision making, whereas two core challenges impede the development of efficient solution…
Towards Multi-Agent Reinforcement Learning driven Over-The-Counter Market Simulations
Nelson Vadori, Leo Ardon, Sumitra Ganesh +7
We study a game between liquidity provider and liquidity taker agents interacting in an over-the-counter market, for which the typical example is foreign exchange. We show how a su…
Joint Optimization and Statistical Inference for Zero-th Order Simulation Optimization
Yuhang Wu, Zeyu Zheng, Yingfei Wang +3
We consider stochastic optimization problems with the dual tasks of (i) effectively finding the optimizer and (ii) reliably conducting statistical inference for the optimal objecti…
A Short Proof of a Convex Representation for Stationary Distributions of Markov Chains with an Application to State Space Truncation
Zeyu Zheng, Alex Infanger, Peter W. Glynn
In an influential paper, Courtois and Semal (1984) establish that when is an irreducible substochastic matrix for which , then the stationary di…
Inference on the Best Policies with Many Covariates
Waverly Wei, Yuqing Zhou, Zeyu Zheng +1
Understanding the impact of the most effective policies or treatments on a response variable of interest is desirable in many empirical works in economics, statistics and other dis…