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stat.ML2023
Online Estimation and Inference for Robust Policy Evaluation in Reinforcement Learning
Weidong Liu, Jiyuan Tu, Xi Chen +1
Reinforcement learning has emerged as one of the prominent topics attracting attention in modern statistical learning, with policy evaluation being a key component. Unlike the trad…
stat.ML2023
Distributed Semi-Supervised Sparse Statistical Inference
Jiyuan Tu, Weidong Liu, Xiaojun Mao +1
The debiased estimator is a crucial tool in statistical inference for high-dimensional model parameters. However, constructing such an estimator involves estimating the high-dimens…