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02/09/2022
Transferred Q-learning
We consider Q-learning with knowledge transfer, using samples from a tar...
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01/31/2022
Reinforcement Learning with Heterogeneous Data: Estimation and Inference
Reinforcement Learning (RL) has the promise of providing data-driven sup...
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07/10/2020
Community Network Auto-Regression for High-Dimensional Time Series
Modeling responses on the nodes of a large-scale network is an important...
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07/05/2020
Semiparametric Tensor Factor Analysis by Iteratively Projected SVD
This paper introduces a general framework of Semiparametric TEnsor FActo...
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06/22/2020
On Projection Robust Optimal Transport: Sample Complexity and Model Misspecification
Optimal transport (OT) distances are increasingly used as loss functions...
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02/02/2020
Modeling Multivariate Spatial-Temporal Data with Latent Low-Dimensional Dynamics
High-dimensional multivariate spatial-temporal data arise frequently in ...
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01/07/2020
Statistical Inference for High-Dimensional Matrix-Variate Factor Model
This paper considers the estimation and inference of factor loadings, la...
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04/28/2019
Low-Rank Principal Eigenmatrix Analysis
Sparse PCA is a widely used technique for high-dimensional data analysis...
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01/02/2019