6 papers
Maximal Ancillarity, Semiparametric Efficiency, and the Elimination of Nuisances
Marc Hallin, Bas J. M. Werker, Bo Zhou
Restricting statistical experiments via nuisance-ancillary -fields yields nuisance-free experiments. However, a moot point with ancillarity is that maximal ancillary -field…
Testing for Conditional Independence in Binary Single-Index Models
John H. J. Einmahl, Denis Kojevnikov, Bas J. M. Werker
We wish to test whether a real-valued variable has explanatory power, in addition to a multivariate variable , for a binary variable . Thus, we are interested in testing…
Local Asymptotic Normality for Multi-Armed Bandits
Ramon van den Akker, Bas J. M. Werker, Bo Zhou
Van den Akker, Werker, and Zhou (2025) showed that the limit experiment, in the sense of H\a'{a}jek-Le Cam, for (contextual) bandits whose arms' expected payoffs differ by $O(T^{-1…
Consistency of Selection Strategies for Fraud Detection
Christos Revelas, Otilia Boldea, Bas J. M. Werker
This paper studies how insurers can chose which claims to investigate for fraud. Given a prediction model, typically only claims with the highest predicted propability of being fra…
Valid Post-Contextual Bandit Inference
Ramon van den Akker, Bas J. M. Werker, Bo Zhou
We establish an asymptotic framework for the statistical analysis of the stochastic contextual multi-armed bandit problem (CMAB), which is widely employed in adaptively randomized…
When do Random Forests work?
C. Revelas, O. Boldea, B. J. M. Werker
We study the effectiveness of randomizing split-directions in random forests. Prior literature has shown that, on the one hand, randomization can reduce variance through decorrelat…