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econ.EM2021
Dynamic Selection in Algorithmic Decision-making
Jin Li, Ye Luo, Xiaowei Zhang
This paper identifies and addresses dynamic selection problems in online learning algorithms with endogenous data. In a contextual multi-armed bandit model, a novel bias (self-fulf…
stat.ML2021★ 1 cited
Asymptotic Theory for IV-Based Reinforcement Learning with Potential Endogeneity
Jin Li, Ye Luo, Zigan Wang +1
In the standard data analysis framework, data is collected (once and for all), and then data analysis is carried out. However, with the advancement of digital technology, decision-…