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math.ST2026
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…
math.ST2025
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…