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math.ST2025
Statistical Inference under Adaptive Sampling with LinUCB
Wei Fan, Kevin Tan, Yuting Wei
Adaptively collected data has become ubiquitous within modern practice. However, even seemingly benign adaptive sampling schemes can introduce severe biases, rendering traditional…
stat.ML2025
Actor-Critics Can Achieve Optimal Sample Efficiency
Kevin Tan, Wei Fan, Yuting Wei
Actor-critic algorithms have become a cornerstone in reinforcement learning (RL), leveraging the strengths of both policy-based and value-based methods. Despite recent progress in…
stat.ML2025
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…