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

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7 papers · 1 filter

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…

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.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.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.ME2021★ 1 cited

An Online Sequential Test for Qualitative Treatment Effects

Chengchun Shi, Shikai Luo, Hongtu Zhu +1

Tech companies (e.g., Google or Facebook) often use randomized online experiments and/or A/B testing primarily based on the average treatment effects to compare their new product w…

stat.ME2021★ 1 cited

Jump Interval-Learning for Individualized Decision Making

Hengrui Cai, Chengchun Shi, Rui Song +1

An individualized decision rule (IDR) is a decision function that assigns each individual a given treatment based on his/her observed characteristics. Most of the existing works in…

stat.ME2020

Testing Mediation Effects Using Logic of Boolean Matrices

Chengchun Shi, Lexin Li

Mediation analysis is becoming an increasingly important tool in scientific studies. A central question in high-dimensional mediation analysis is to infer the significance of indiv…