Chengchun Shi

Works (11)

Updated: March 25th, 2024 08:09

2023 article

Deep spectral Q‐learning with application to mobile health

Gao, Y., Shi, C., & Song, R. (2023, January 1). Stat, Vol. 12.

By: Y. Gao  n, C. Shi* & R. Song n 

author keywords: dynamic treatment regimes; mixed frequency data; principal component analysis; reinforcement learning
topics (OpenAlex): Statistical Methods and Inference; Advanced Causal Inference Techniques; Machine Learning in Healthcare
TL;DR: A deep spectral Q‐learning algorithm is proposed, which integrates principal component analysis (PCA) with deep Q‐learning to handle the mixed frequency data and proves that the mean return under the estimated optimal policy converges to that under the optimal one and establishes its rate of convergence. (via Semantic Scholar)
UN Sustainable Development Goals Color Wheel
UN Sustainable Development Goal Categories
Sources: Web Of Science, NC State University Libraries
Added: May 15, 2023

2021 journal article

Concordance and Value Information Criteria for Optimal Treatment Decision

Annals of Statistics, 49(1), 49–75.

By: C. Shi*, R. Song n  & W. Lu n 

author keywords: Concordance and value information criteria; optimal treatment regime; tuning parameter selection; variable selection
topics (OpenAlex): Statistical Methods and Inference; Advanced Causal Inference Techniques; Statistical Methods in Clinical Trials
TL;DR: This paper studies two information criteria: the concordance and value information criteria, for variable selection in optimal treatment decision making, and considers both fixed-$p$ and high dimensional settings, and shows they are consistent in model/tuning parameter selection. (via Semantic Scholar)
UN Sustainable Development Goals Color Wheel
UN Sustainable Development Goal Categories
16. Peace, Justice and Strong Institutions (OpenAlex)
Sources: Web Of Science, NC State University Libraries
Added: March 22, 2021

2021 article

Statistical Inference of the Value Function for Reinforcement Learning in Infinite-Horizon Settings

Shi, C., Zhang, S., Lu, W., & Song, R. (2021, December 22). Journal of the Royal Statistical Society Series B (Statistical Methodology), Vol. 12.

By: C. Shi*, S. Zhang n, W. Lu n  & R. Song n 

author keywords: bidirectional asymptotics; confidence interval; infinite horizons; reinforcement learning; value function
topics (OpenAlex): Statistical Methods in Clinical Trials; Reinforcement Learning in Robotics; Advanced Causal Inference Techniques
TL;DR: The focus of this paper was to construct confidence intervals (CIs) for a policy’s value in infinite horizon settings where the number of decision points diverges to infinity and it is shown that the proposed CI achieves nominal coverage even in cases where the optimal policy is not unique. (via Semantic Scholar)
UN Sustainable Development Goals Color Wheel
UN Sustainable Development Goal Categories
16. Peace, Justice and Strong Institutions (OpenAlex)
Sources: Web Of Science, NC State University Libraries
Added: January 3, 2022

2020 article

Statistical Inference for High-Dimensional Models via Recursive Online-Score Estimation

Shi, C., Song, R., Lu, W., & Li, R. (2020, January 4). Journal of the American Statistical Association, Vol. 116, pp. 1307–1318.

By: C. Shi*, R. Song n , W. Lu n  & R. Li *

author keywords: Confidence interval; Generalized linear models; Online estimation; Ultrahigh dimensions
topics (OpenAlex): Statistical Methods and Inference; Statistical Methods and Bayesian Inference; Control Systems and Identification
TL;DR: A new estimation and valid inference method for single or low-dimensional regression coefficients in high-dimensional generalized linear models and it is proved the proposed CI is asymptotically narrower than the CIs constructed based on the desparsified Lasso estimator and the decorrelated score statistic. (via Semantic Scholar)
UN Sustainable Development Goals Color Wheel
UN Sustainable Development Goal Categories
Sources: Web Of Science, NC State University Libraries
Added: February 10, 2020

2019 article

A Sparse Random Projection-Based Test for Overall Qualitative Treatment Effects

Shi, C., Lu, W., & Song, R. (2019, April 19). Journal of the American Statistical Association, Vol. 115, pp. 1201–1213.

By: C. Shi n, W. Lu n  & R. Song n 

author keywords: High-dimensional testing; Optimal treatment regime; Precision medicine; Qualitative treatment effects; Sparse random projection
topics (OpenAlex): Statistical Methods and Inference; Advanced Causal Inference Techniques; Statistical Methods and Bayesian Inference
TL;DR: This article considers testing the overall qualitative treatment effects of patients’ prognostic covariates in a high-dimensional setting and proposes a sample splitting method to construct the test statistic, based on a nonparametric estimator of the contrast function. (via Semantic Scholar)
UN Sustainable Development Goals Color Wheel
UN Sustainable Development Goal Categories
Sources: Web Of Science, NC State University Libraries
Added: July 29, 2019

2019 article

Linear hypothesis testing for high dimensional generalized linear models

Shi, C., Song, R., Chen, Z., & Li, R. (2019, August 3). The Annals of Statistics, Vol. 47, pp. 2671–2703.

By: C. Shi n, R. Song n , Z. Chen  n & R. Li  n

author keywords: High dimensional testing; linear hypothesis; likelihood ratio statistics; score test; Wald test
topics (OpenAlex): Statistical Methods and Inference; Statistical Distribution Estimation and Applications; Advanced Statistical Methods and Models
TL;DR: This paper proposes constrained partial regularization method and introduces an algorithm for solving regularization problems with folded-concave penalty functions and linear constraints, and shows that the limiting null distributions of these three test statistics are χ2 distribution with the same degrees of freedom, and under local alternatives, they asymptotically follow non-central χ1 distribution. (via Semantic Scholar)
UN Sustainable Development Goals Color Wheel
UN Sustainable Development Goal Categories
16. Peace, Justice and Strong Institutions (OpenAlex)
Sources: Web Of Science, NC State University Libraries
Added: August 19, 2019

2019 article

On testing conditional qualitative treatment effects

Shi, C., Song, R., & Lu, W. (2019, May 21). The Annals of Statistics, Vol. 47, pp. 2348–2377.

By: C. Shi n, R. Song n  & W. Lu n 

topics (OpenAlex): Advanced Causal Inference Techniques; Statistical Methods and Inference; Statistical Methods in Clinical Trials
TL;DR: The proposed definition of CQTE does not assume any parametric form for the optimal treatment rule and plays an important role for assessing the incremental value of a set of new variables in optimal treatment decision making conditional on an existing set of prescriptive variables. (via Semantic Scholar)
UN Sustainable Development Goals Color Wheel
UN Sustainable Development Goal Categories
3. Good Health and Well-being (Web of Science; OpenAlex)
Sources: Web Of Science, NC State University Libraries
Added: June 17, 2019

2018 article

Maximin Projection Learning for Optimal Treatment Decision with Heterogeneous Individualized Treatment Effects

Shi, C., Song, R., Lu, W., & Fu, B. (2018, May 10). Journal of the Royal Statistical Society Series B (Statistical Methodology), Vol. 80, pp. 681–702.

By: C. Shi n, R. Song* , W. Lu n  & B. Fu  n

author keywords: Heterogeneity; Maximin projection learning; Optimal treatment regime; Quadratically constrained linear programming
topics (OpenAlex): Advanced Causal Inference Techniques; Health Systems, Economic Evaluations, Quality of Life; Statistical Methods and Inference
TL;DR: A new maximin projection learning method is proposed for estimating a single treatment decision rule that works reliably for a group of future patients from a possibly new subpopulation by solving a quadratically constrained linear programming problem, which can be efficiently computed by interior point methods. (via Semantic Scholar)
UN Sustainable Development Goals Color Wheel
UN Sustainable Development Goal Categories
Sources: Web Of Science, NC State University Libraries
Added: October 19, 2018

2017 journal article

A Massive Data Framework for M-Estimators with Cubic-Rate

Journal of the American Statistical Association, 113(524), 1698–1709.

By: C. Shi n, W. Lu n  & R. Song n 

author keywords: Cubic rate asymptotics; Divide and conquer; M-estimators; Massive data
topics (OpenAlex): Statistical Methods and Inference; Statistical Methods and Bayesian Inference; Advanced Statistical Methods and Models; Bayesian Methods and Mixture Models; Survey Sampling and Estimation Techniques
TL;DR: Under certain condition on the growing rate of the number of subgroups, the resulting aggregated estimators are shown to have faster convergence rate and asymptotic normal distribution, which are more tractable in both computation and inference than the original M-estimators based on pooled data. (via Semantic Scholar)
UN Sustainable Development Goals Color Wheel
UN Sustainable Development Goal Categories
Sources: Web Of Science, NC State University Libraries, Crossref
Added: February 18, 2019

2016 article

Robust learning for optimal treatment decision with NP-dimensionality

Shi, C., Song, R., & Lu, W. (2016, January 1). Electronic Journal of Statistics, Vol. 10, pp. 2894–2921.

By: C. Shi n, R. Song n  & W. Lu n 

author keywords: Non-concave penalized likelihood; optimal treatment strategy; oracle property; variable selection
topics (OpenAlex): Statistical Methods and Inference; Advanced Causal Inference Techniques; Statistical Methods and Bayesian Inference
TL;DR: A robust procedure for estimating the optimal treatment regime under NP dimensionality is proposed and penalized regressions are employed with the non-concave penalty function, where the conditional mean model of the response given predictors may be misspecified. (via Semantic Scholar)
UN Sustainable Development Goals Color Wheel
UN Sustainable Development Goal Categories
16. Peace, Justice and Strong Institutions (OpenAlex)
Sources: Web Of Science, NC State University Libraries
Added: August 6, 2018

2016 journal article

simplexreg: An R package for regression analysis of proportional data using the simplex distribution

Journal of Statistical Software, 71(11), 1–21.

By: P. Zhang, Z. Qiu & C. Shi

Source: NC State University Libraries
Added: August 6, 2018

Citation Index includes data from a number of different sources. If you have questions about the sources of data in the Citation Index or need a set of data which is free to re-distribute, please contact us.

Certain data included herein are derived from the Web of Science© and InCites© (2026) of Clarivate Analytics. All rights reserved. You may not copy or re-distribute this material in whole or in part without the prior written consent of Clarivate Analytics.