27 citations · 80 across the 17 of their papers we have counts for
5 papers · 1 filter
Stochastic Treatment Choice with Empirical Welfare Updating
Toru Kitagawa, Hugo Lopez, Jeff Rowley
This paper proposes a novel method to estimate individualised treatment assignment rules. The method is designed to find rules that are stochastic, reflecting uncertainty in estima…
Best Arm Identification with Contextual Information under a Small Gap
Masahiro Kato, Masaaki Imaizumi, Takuya Ishihara +1
We study the best-arm identification (BAI) problem with a fixed budget and contextual (covariate) information. In each round of an adaptive experiment, after observing contextual i…
Treatment Choice with Nonlinear Regret
Toru Kitagawa, Sokbae Lee, Chen Qiu
The literature focuses on the mean of welfare regret, which can lead to undesirable treatment choice due to sensitivity to sampling uncertainty. We propose to minimize the mean of…
Policy Choice in Time Series by Empirical Welfare Maximization
Toru Kitagawa, Weining Wang, Mengshan Xu
This paper develops a novel method for policy choice in a dynamic setting where the available data is a multivariate time series. Overcoming challenges unique to time-series settin…
von Mises-Fisher distributions and their statistical divergence
Toru Kitagawa, Jeff Rowley
The von Mises-Fisher family is a parametric family of distributions on the surface of the unit ball, summarised by a concentration parameter and a mean direction. As a quasi-Bayesi…