655 citations · 767 across the 28 of their papers we have counts for
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stat.ML2023★ 2 cited
A Reinforcement Learning Framework for Dynamic Mediation Analysis
Lin Ge, Jitao Wang, Chengchun Shi +2
Mediation analysis learns the causal effect transmitted via mediator variables between treatments and outcomes and receives increasing attention in various scientific domains to el…
stat.ML2022
Statistical Learning for Individualized Asset Allocation
Yi Ding, Yingying Li, Rui Song
We establish a high-dimensional statistical learning framework for individualized asset allocation. Our proposed methodology addresses continuous-action decision-making with a larg…
stat.ML2015
Robust Learning for Optimal Treatment Decision with NP-Dimensionality
Chengchun Shi, Rui Song, Wenbin Lu
In order to identify important variables that are involved in making optimal treatment decision, Lu et al. (2013) proposed a penalized least squared regression framework for a fixe…