Haoyu Chen

College of Sciences

Works (1)

Updated: July 5th, 2023 14:41

2020 article

Statistical Inference for Online Decision Making: In a Contextual Bandit Setting

Chen, H., Lu, W., & Song, R. (2020, May 28). Journal of the American Statistical Association, Vol. 7, pp. 1–16.

By: H. Chen n, W. Lu n  & R. Song n 

author keywords: Epsilon-greedy; Inverse propensity weighted estimator; Model misspecification; Online decision making; Statistical inference
topics (OpenAlex): Advanced Bandit Algorithms Research; Optimization and Search Problems; Reinforcement Learning in Robotics
TL;DR: Using the martingale central limit theorem, it is shown that the online ordinary least squares estimator of model parameters is asymptotically normal and the in-sample inverse propensity weighted value estimator is asylptotic normal. (via Semantic Scholar)
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Sources: Web Of Science, NC State University Libraries, ORCID
Added: July 27, 2020

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