25 citations · 44 across the 23 of their papers we have counts for
9 papers · 1 filter
Policy Optimization and Statistical Inference for Online Contextual Matrix Games
Liner Xiang, Yixin Wang, Hengrui Cai
Online decision making often requires navigating a landscape shaped by both dynamic contexts and strategic interactions. In competitive pricing, for example, hotels must account fo…
Foresighted Online Policy Optimization with Interference
Liner Xiang, Jiayi Wang, Hengrui Cai
Contextual bandits, which leverage the baseline features of sequentially arriving individuals to optimize cumulative rewards while balancing exploration and exploitation, are criti…
A Review of Causal Decision Making
Lin Ge, Hengrui Cai, Runzhe Wan +2
To make effective decisions, it is important to have a thorough understanding of the causal relationships among actions, environments, and outcomes. This review aims to surface thr…
Conformal Diffusion Models for Individual Treatment Effect Estimation and Inference
Hengrui Cai, Huaqing Jin, Lexin Li
Estimating treatment effects from observational data is of central interest across numerous application domains. Individual treatment effect offers the most granular measure of tre…
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…
Heterogeneous Synthetic Learner for Panel Data
Ye Shen, Runzhe Wan, Hengrui Cai +1
In the new era of personalization, learning the heterogeneous treatment effect (HTE) becomes an inevitable trend with numerous applications. Yet, most existing HTE estimation metho…
Doubly Robust Interval Estimation for Optimal Policy Evaluation in Online Learning
Ye Shen, Hengrui Cai, Rui Song
Evaluating the performance of an ongoing policy plays a vital role in many areas such as medicine and economics, to provide crucial instructions on the early-stop of the online exp…
CAPITAL: Optimal Subgroup Identification via Constrained Policy Tree Search
Hengrui Cai, Wenbin Lu, Rachel Marceau West +2
Personalized medicine, a paradigm of medicine tailored to a patient's characteristics, is an increasingly attractive field in health care. An important goal of personalized medicin…
Deep Jump Learning for Off-Policy Evaluation in Continuous Treatment Settings
Hengrui Cai, Chengchun Shi, Rui Song +1
We consider off-policy evaluation (OPE) in continuous treatment settings, such as personalized dose-finding. In OPE, one aims to estimate the mean outcome under a new treatment dec…