4 papers
Distribution-valued Causal Machine Learning: Implications of Credit on Spending Patterns
Cheuk Hang Leung, Yijun Li, Qi Wu
Fintech lending has become a central mechanism through which digital platforms stimulate consumption, offering dynamic, personalized credit limits that directly shape the purchasin…
Probabilistic Learning of Multivariate Time Series with Temporal Irregularity
Yijun Li, Cheuk Hang Leung, Qi Wu
Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned a…
Distributionally Robust Policy Evaluation and Learning for Continuous Treatment with Observational Data
Cheuk Hang Leung, Yiyan Huang, Yijun Li +1
Using offline observational data for policy evaluation and learning allows decision-makers to evaluate and learn a policy that connects characteristics and interventions. Most exis…
Unveiling the Potential of Robustness in Selecting Conditional Average Treatment Effect Estimators
Yiyan Huang, Cheuk Hang Leung, Siyi Wang +2
The growing demand for personalized decision-making has led to a surge of interest in estimating the Conditional Average Treatment Effect (CATE). Various types of CATE estimators h…