4 papers
Global Average Treatment Effects for Individualized Randomization Experiments with Aggregate Data
Shuguang Yu, Ting Li, Yuchen Lu +5
Individualized randomized experiments are central to online platforms for optimizing personalized decisions in complex environments. In two-sided markets, however, standard treatme…
StatEval: A Comprehensive Benchmark for Large Language Models in Statistics
Yuchen Lu, Run Yang, Yichen Zhang +6
Despite rapid advances in large language models (LLMs), statistical reasoning remains underrepresented in existing LLM benchmarks, which often do not reflect the layered, proof-dri…
High-Dimensional Dynamic Covariance Models with Random Forests
Shuguang Yu, Fan Zhou, Yingjie Zhang +2
This paper introduces a novel nonparametric method for estimating high-dimensional dynamic covariance matrices with multiple conditioning covariates, leveraging random forests and…
Two-way Deconfounder for Off-policy Evaluation in Causal Reinforcement Learning
Shuguang Yu, Shuxing Fang, Ruixin Peng +3
This paper studies off-policy evaluation (OPE) in the presence of unmeasured confounders. Inspired by the two-way fixed effects regression model widely used in the panel data liter…