Statistical inference with m-estimators on adaptively collected data

K Zhang, L Janson, S Murphy - Advances in neural …, 2021 - proceedings.neurips.cc
Bandit algorithms are increasingly used in real-world sequential decision-making problems.
Associated with this is an increased desire to be able to use the resulting datasets to answer …

[PDF][PDF] Statistical inference after adaptive sampling in non-markovian environments

KW Zhang, L Janson… - arXiv preprint arXiv …, 2022 - lucasjanson.fas.harvard.edu
There is a great desire to use adaptive sampling methods, such as reinforcement learning
(RL) and bandit algorithms, for the real-time personalization of interventions in digital …

[PDF][PDF] Statistical inference with m-estimators on bandit data

KW Zhang, L Janson… - arXiv preprint arXiv …, 2021 - kellywzhang.github.io
Bandit algorithms are increasingly used in real world sequential decision making problems,
from online advertising to mobile health. As a result, there are more datasets collected using …

[HTML][HTML] Sufficient dimension reduction and prediction in regression: Asymptotic results

L Forzani, D Rodriguez, E Smucler, M Sued - Journal of Multivariate …, 2019 - Elsevier
We consider model-based sufficient dimension reduction for generalized linear models and
prove the consistency and asymptotic normality of the prediction estimator studied …

Group SLOPE penalized low-rank tensor regression

Y Chen, Z Luo - Journal of Machine Learning Research, 2023 - jmlr.org
This article aims to seek a selection and estimation procedure for a class of tensor
regression problems with multivariate covariates and matrix responses, which can provide …

Taylor's power law and reduced-rank vector generalized linear models

TW Yee - Japanese Journal of Statistics and Data Science, 2023 - Springer
Taylor's power law (TPL) from empirical ecological theory has had many explanations
proposed for its widespread observation in data. We show that the class of reduced-rank …

Sufficient Dimension Reduction for Structured and Big Data

DB Kapla - 2024 - repositum.tuwien.at
Regression models the conditional distribution of a random variable (s)(response (s)) given
a set of predictors. When the predictors are high-dimensional, the regression task becomes …

Statistical Inference for Adaptive Experimentation

KW Zhang - 2023 - search.proquest.com
Online reinforcement learning (RL) algorithms are a very promising tool for personalizing
decision-making for digital interventions, eg, in mobile health, online education, and public …

[PDF][PDF] Complements to Vector Generalized Linear and Additive Models

TW Yee - R package version, 2021 - stat.auckland.ac.nz
Complements to Vector Generalized Linear and Additive Models Page 1 Thomas W. Yee
Complements to Vector Generalized Linear and Additive Models September 28, 2022 Springer …

Probability inequalities for sums of NSD random variables and applications

T Cai, HC Hu - Communications in Statistics-Theory and Methods, 2020 - Taylor & Francis
In this paper, we obtain the exponential-type inequalities for maximal partial sums of
negatively superadditive dependent (NSD) random variables, which extends the …