2 papers
stat.ME2026
The Spurious Factor Dilemma: Robust Inference in Heavy-Tailed Elliptical Factor Models
Jiang Hu, Jiahui Xie, Yangchun Zhang +1
Standard methods for determining the number of factors often overestimate the true number when data exhibit heavy-tailed randomness, misinterpreting noise-induced outliers as genui…
stat.ML2024
On Reward Transferability in Adversarial Inverse Reinforcement Learning: Insights from Random Matrix Theory
Yangchun Zhang, Wang Zhou, Yirui Zhou
In the context of inverse reinforcement learning (IRL) with a single expert, adversarial inverse reinforcement learning (AIRL) serves as a foundational approach to providing compre…