Targeted sequential design for targeted learning inference of the optimal treatment rule and its mean reward
DOI10.1214/16-AOS1534zbMATH Open1386.62010WikidataQ49338880 ScholiaQ49338880MaRDI QIDQ682295FDOQ682295
Authors: Antoine Chambaz, Wenjing Zheng, Mark J. Van der Laan 
Publication date: 14 February 2018
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1513328582
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Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric tolerance and confidence regions (62G15) Sequential statistical design (62L05) Central limit and other weak theorems (60F05)
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- Relaxing the i.i.d. assumption: adaptively minimax optimal regret via root-entropic regularization
- Doubly Robust Interval Estimation for Optimal Policy Evaluation in Online Learning
- Statistical inference for online decision making via stochastic gradient descent
- Statistical inference for the mean outcome under a possibly non-unique optimal treatment strategy
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