activity
20152024
most citedStatistical Inference of the Value Function for Reinforcement Learning in Infinite Horizon Settings

17 citations · 71 across the 33 of their papers we have counts for

collaborators

36 papers

stat.ME2024

On Efficient Inference of Causal Effects with Multiple Mediators

Haoyu Wei, Hengrui Cai, Chengchun Shi +1

This paper provides robust estimators and efficient inference of causal effects involving multiple interacting mediators. Most existing works either impose a linear model assumptio…

cs.LG2023

Robust Offline Reinforcement learning with Heavy-Tailed Rewards

Jin Zhu, Runzhe Wan, Zhengling Qi +2

This paper endeavors to augment the robustness of offline reinforcement learning (RL) in scenarios laden with heavy-tailed rewards, a prevalent circumstance in real-world applicati…

stat.ME2023★ 1 cited

Off-policy Evaluation in Doubly Inhomogeneous Environments

Zeyu Bian, Chengchun Shi, Zhengling Qi +1

This work aims to study off-policy evaluation (OPE) under scenarios where two key reinforcement learning (RL) assumptions -- temporal stationarity and individual homogeneity are bo…

stat.ML2023

Testing for the Markov Property in Time Series via Deep Conditional Generative Learning

Yunzhe Zhou, Chengchun Shi, Lexin Li +1

The Markov property is widely imposed in analysis of time series data. Correspondingly, testing the Markov property, and relatedly, inferring the order of a Markov model, are of pa…

stat.ME2023

Evaluating Dynamic Conditional Quantile Treatment Effects with Applications in Ridesharing

Ting Li, Chengchun Shi, Zhaohua Lu +2

Many modern tech companies, such as Google, Uber, and Didi, utilize online experiments (also known as A/B testing) to evaluate new policies against existing ones. While most studie…

stat.ML2023

Sequential Knockoffs for Variable Selection in Reinforcement Learning

Tao Ma, Jin Zhu, Hengrui Cai +4

In real-world applications of reinforcement learning, it is often challenging to obtain a state representation that is parsimonious and satisfies the Markov property without prior…