1 citations · 1 across the 1 of their papers we have counts for
3 papers
stat.ML2026★ 1 cited
Statistical Inference for Policy Evaluation with Temporal Difference Learning
Weichen Wu, Gen Li, Yuting Wei +1
We investigate the statistical properties of Temporal Difference (TD) learning with Polyak-Ruppert averaging, arguably one of the most widely used algorithms in reinforcement learn…
stat.ML2026
Uncertainty quantification for Markov chain induced martingales with application to temporal difference learning
Weichen Wu, Yuting Wei, Alessandro Rinaldo
We establish novel and general high-dimensional concentration inequalities and Berry-Esseen bounds for vector-valued martingales induced by Markov chains. We apply these results to…
math.PR2026
Berry-Esseen bounds for multivariate martingale difference sequences in the Kolmogorov distance
Weichen Wu, Dung Le, Arun Kumar Kuchibhotla +1
We derive new Gaussian approximation for finite martingale difference sequences in with respect to the Kolmogorov distance. Under appropriate conditions, our bounds…