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stat.ML2024
Off-policy estimation with adaptively collected data: the power of online learning
Jeonghwan Lee, Cong Ma
We consider estimation of a linear functional of the treatment effect using adaptively collected data. This task finds a variety of applications including the off-policy evaluation…
stat.ML2024
Trans-Glasso: A Transfer Learning Approach to Precision Matrix Estimation
Boxin Zhao, Cong Ma, Mladen Kolar
Precision matrix estimation is essential in various fields; yet it is challenging when samples for the target study are limited. Transfer learning can enhance estimation accuracy b…