Haoyu Chen

College of Sciences

Works (1)

Updated: July 5th, 2023 14:41

2020 journal article

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

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 116(533), 240–255.

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
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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Added: July 27, 2020

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