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Understanding treatment effect heterogeneity has become an increasingly popular task in various fields, as it helps design personalized advertisements in e-commerce or targeted treatment in biomedical studies. However, most of the existing…
To increase statistical efficiency in a randomized experiment, researchers often use stratification (i.e., blocking) in the design stage. However, conventional practices of stratification fail to exploit valuable information about the…
We consider estimation and control in linear time-varying dynamical systems from the perspective of regret minimization. Unlike most prior work in this area, we focus on the problem of designing causal estimators and controllers which…
We propose a novel change point detection approach for online learning control with full information feedback (state, disturbance, and cost feedback) for unknown time-varying dynamical systems. We show that our algorithm can achieve a…
We study online learning in repeated first-price auctions where a bidder, only observing the winning bid at the end of each auction, learns to adaptively bid in order to maximize her cumulative payoff. To achieve this goal, the bidder faces…
We consider online learning in multi-player smooth monotone games. Existing algorithms have limitations such as (1) being only applicable to strongly monotone games; (2) lacking the no-regret guarantee; (3) having only asymptotic or slow…
We propose a linear contextual bandit algorithm with $O(\sqrt{dT\log T})$ regret bound, where $d$ is the dimension of contexts and $T$ isthe time horizon. Our proposed algorithm is equipped with a novel estimator in which exploration is…
Self-adaptive systems are capable of adjusting their behavior to cope with the changes in environment and itself. These changes may cause runtime uncertainty, which refers to the system state of failing to achieve appropriate…
It is generally appreciated that a frequentist analysis of a group sequential trial must in order to avoid inflating type I error account for the fact that one or more interim analyses were performed. It is also to a lesser extent realised…
In developing products for rare diseases, statistical challenges arise due to the limited number of patients available for participation in drug trials and other clinical research. Bayesian adaptive clinical trial designs offer the…
We consider the problem setting of prediction with expert advice with possibly heavy-tailed losses, i.e. the only assumption on the losses is an upper bound on their second moments, denoted by $\theta$. We develop adaptive algorithms that…
We consider the framework of non-stationary stochastic optimization [Besbes et al, 2015] with squared error losses and noisy gradient feedback where the dynamic regret of an online learner against a time varying comparator sequence is…
We study safe online reinforcement learning in Constrained Markov Decision Processes (CMDPs) under strong regret and violation metrics, which forbid error cancellation over time. Existing primal-dual methods that achieve sublinear strong…
A recent line of work has established uncoupled learning dynamics such that, when employed by all players in a game, each player's \emph{regret} after $T$ repetitions grows polylogarithmically in $T$, an exponential improvement over the…
Designing efficient general-purpose contextual bandit algorithms that work with large -- or even continuous -- action spaces would facilitate application to important scenarios such as information retrieval, recommendation systems, and…
This paper establishes that optimistic algorithms attain gap-dependent and non-asymptotic logarithmic regret for episodic MDPs. In contrast to prior work, our bounds do not suffer a dependence on diameter-like quantities or ergodicity, and…
Background: Phase I dose-finding trials increasingly encounter delayed-onset toxicities, especially with immunotherapies and targeted agents. The time-to-event continual reassessment method (TITE-CRM) handles incomplete follow-up using…
Adaptive enrichment trials aim to identify and recruit participants most likely to benefit from treatment based on evolving biomarker evidence, with the goal of informing individualized treatment recommendations. Bayesian methods are well…
We study the problem of online learning and online regret minimization when samples are drawn from a general unknown non-stationary process. We introduce the concept of a dynamic changing process with cost $K$, where the conditional…
The experimental design problem concerns the selection of k points from a potentially large design pool of p-dimensional vectors, so as to maximize the statistical efficiency regressed on the selected k design points. Statistical efficiency…