253 citations · 669 across the 14 of their papers we have counts for
14 papers
Quantile Off-Policy Evaluation via Deep Conditional Generative Learning
Yang Xu, Chengchun Shi, Shikai Luo +2
Off-Policy evaluation (OPE) is concerned with evaluating a new target policy using offline data generated by a potentially different behavior policy. It is critical in a number of…
Robust and Tuning-Free Sparse Linear Regression via Square-Root Slope
Stanislav Minsker, Mohamed Ndaoud, Lang Wang
We consider the high-dimensional linear regression model and assume that a fraction of the measurements are altered by an adversary with complete knowledge of the data and the unde…
Transformation-Invariant Learning of Optimal Individualized Decision Rules with Time-to-Event Outcomes
Yu Zhou, Lan Wang, Rui Song +1
In many important applications of precision medicine, the outcome of interest is time to an event (e.g., death, relapse of disease) and the primary goal is to identify the optimal…
Robust Estimation of Covariance Matrices: Adversarial Contamination and Beyond
Stanislav Minsker, Lang Wang
We consider the problem of estimating the covariance structure of a random vector from a sample . We are interested in the situation when is…
A nonparametric doubly robust test for a continuous treatment effect
Charles R. Doss, Guangwei Weng, Lan Wang +2
The vast majority of literature on evaluating the significance of a treatment effect based on observational data has been confined to discrete treatments. These methods are not app…
High-Dimensional Quantile Regression: Convolution Smoothing and Concave Regularization
Kean Ming Tan, Lan Wang, Wen-Xin Zhou
-penalized quantile regression is widely used for analyzing high-dimensional data with heterogeneity. It is now recognized that the -penalty introduces non-negligib…