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math.ST2024
Estimation of subsidiary performance metrics under optimal policies
Zhaoqi Li, Houssam Nassif, Alex Luedtke
In policy learning, the goal is typically to optimize a primary performance metric, but other subsidiary metrics often also warrant attention. This paper presents two strategies fo…
math.ST2023
Experimental Designs for Heteroskedastic Variance
Justin Weltz, Tanner Fiez, Alexander Volfovsky +4
Most linear experimental design problems assume homogeneous variance although heteroskedastic noise is present in many realistic settings. Let a learner have access to a finite set…