activity
20142025
most citedSure Screening for Gaussian Graphical Models

17 citations · 24 across the 16 of their papers we have counts for

collaborators

16 papers

stat.ML2025

Deep Distributional Learning with Non-crossing Quantile Network

Guohao Shen, Runpeng Dai, Guojun Wu +3

In this paper, we introduce a non-crossing quantile (NQ) network for conditional distribution learning. By leveraging non-negative activation functions, the NQ network ensures that…

stat.ML2024

Causal Deepsets for Off-policy Evaluation under Spatial or Spatio-temporal Interferences

Runpeng Dai, Jianing Wang, Fan Zhou +4

Off-policy evaluation (OPE) is widely applied in sectors such as pharmaceuticals and e-commerce to evaluate the efficacy of novel products or policies from offline datasets. This p…

stat.ML2024

Pessimistic Causal Reinforcement Learning with Mediators for Confounded Offline Data

Danyang Wang, Chengchun Shi, Shikai Luo +1

In real-world scenarios, datasets collected from randomized experiments are often constrained by size, due to limitations in time and budget. As a result, leveraging large observat…

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.ML2022

Quantile Off-Policy Evaluation via Deep Conditional Generative Learning

Yang Xu, Chengchun Shi, Shikai Luo +2

Off-Policy evaluation (OPE) is concerned with evaluating a new target policy using offline data generated by a potentially different behavior policy. It is critical in a number of…

stat.ML2022

An Instrumental Variable Approach to Confounded Off-Policy Evaluation

Yang Xu, Jin Zhu, Chengchun Shi +2

Off-policy evaluation (OPE) is a method for estimating the return of a target policy using some pre-collected observational data generated by a potentially different behavior polic…

stat.ML2022

Conformal Off-policy Prediction

Yingying Zhang, Chengchun Shi, Shikai Luo

Off-policy evaluation is critical in a number of applications where new policies need to be evaluated offline before online deployment. Most existing methods focus on the expected…

stat.ML2022★ 2 cited

Statistically Efficient Advantage Learning for Offline Reinforcement Learning in Infinite Horizons

Chengchun Shi, Shikai Luo, Yuan Le +2

We consider reinforcement learning (RL) methods in offline domains without additional online data collection, such as mobile health applications. Most of existing policy optimizati…

stat.ME2022

Policy Evaluation for Temporal and/or Spatial Dependent Experiments

Shikai Luo, Ying Yang, Chengchun Shi +3

The aim of this paper is to establish a causal link between the policies implemented by technology companies and the outcomes they yield within intricate temporal and/or spatial de…

stat.ML2022

Off-Policy Confidence Interval Estimation with Confounded Markov Decision Process

Chengchun Shi, Jin Zhu, Ye Shen +3

This paper is concerned with constructing a confidence interval for a target policy's value offline based on a pre-collected observational data in infinite horizon settings. Most o…

stat.ML2022★ 1 cited

A Multi-Agent Reinforcement Learning Framework for Off-Policy Evaluation in Two-sided Markets

Chengchun Shi, Runzhe Wan, Ge Song +3

The two-sided markets such as ride-sharing companies often involve a group of subjects who are making sequential decisions across time and/or location. With the rapid development o…

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…

cs.LG2021★ 1 cited

Pattern Transfer Learning for Reinforcement Learning in Order Dispatching

Runzhe Wan, Sheng Zhang, Chengchun Shi +2

Order dispatch is one of the central problems to ride-sharing platforms. Recently, value-based reinforcement learning algorithms have shown promising performance on this problem. H…

math.OC2021★ 2 cited

Graph-Based Equilibrium Metrics for Dynamic Supply-Demand Systems with Applications to Ride-sourcing Platforms

Fan Zhou, Shikai Luo, Xiaohu Qie +2

How to dynamically measure the local-to-global spatio-temporal coherence between demand and supply networks is a fundamental task for ride-sourcing platforms, such as DiDi. Such co…

cs.LG2020

Dynamic Causal Effects Evaluation in A/B Testing with a Reinforcement Learning Framework

Chengchun Shi, Xiaoyu Wang, Shikai Luo +3

A/B testing, or online experiment is a standard business strategy to compare a new product with an old one in pharmaceutical, technological, and traditional industries. Major chall…

stat.ML2014★ 17 cited

Sure Screening for Gaussian Graphical Models

Shikai Luo, Rui Song, Daniela Witten

We propose {graphical sure screening}, or GRASS, a very simple and computationally-efficient screening procedure for recovering the structure of a Gaussian graphical model in the h…