2 papers
stat.ME2026
Learning Sequential Decisions from Multiple Sources via Group-Robust Markov Decision Processes
Mingyuan Xu, Zongqi Xia, Tianxi Cai +2
We often collect data from multiple sites (e.g., hospitals) that share common structure but also exhibit heterogeneity. This paper aims to learn robust sequential decision-making p…
cs.LG2025
Knowledge-Guided Wasserstein Distributionally Robust Optimization
Zitao Wang, Ziyuan Wang, Molei Liu +1
Transfer learning is a popular strategy to leverage external knowledge and improve statistical efficiency, particularly with a limited target sample. We propose a novel knowledge-g…