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math.ST2025
Sigmoid-FTRL: Design-Based Adaptive Neyman Allocation for AIPW Estimators
Fangyi Chen, Shu Ge, Jian Qian +1
We consider the problem of Adaptive Neyman Allocation for the class of AIPW estimators in a design-based setting, where potential outcomes and covariates are deterministic. As each…
stat.ML2025
Evolution of Information in Interactive Decision Making: A Case Study for Multi-Armed Bandits
Yuzhou Gu, Yanjun Han, Jian Qian
We study the evolution of information in interactive decision making through the lens of a stochastic multi-armed bandit problem. Focusing on a fundamental example where a unique o…