Related references
Note: Only part of the references are listed.Online Decision Making with High-Dimensional Covariates
Hamsa Bastani et al.
OPERATIONS RESEARCH (2020)
THE MULTI-ARMED BANDIT PROBLEM: AN EFFICIENT NONPARAMETRIC SOLUTION
Hock Peng Chan
ANNALS OF STATISTICS (2020)
Randomized allocation with nonparametric estimation for contextual multi-armed bandits with delayed rewards
Sakshi Arya et al.
STATISTICS & PROBABILITY LETTERS (2020)
Sparse Minimum Discrepancy Approach to Sufficient Dimension Reduction with Simultaneous Variable Selection in Ultrahigh Dimension
Wei Qian et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2019)
An Interactive Greedy Approach to Group Sparsity in High Dimensions
Wei Qian et al.
TECHNOMETRICS (2019)
HIGH-DIMENSIONAL A-LEARNING FOR OPTIMAL DYNAMIC TREATMENT REGIMES
Chengchun Shi et al.
ANNALS OF STATISTICS (2018)
Optimal treatment allocations in space and time for on-line control of an emerging infectious disease
Eric B. Laber et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS (2018)
Randomized allocation with arm elimination in a bandit problem with covariates
Wei Qian et al.
ELECTRONIC JOURNAL OF STATISTICS (2016)
ESTIMATION OF TREATMENT POLICIES BASED ON FUNCTIONAL PREDICTORS
Ian W. McKeague et al.
STATISTICA SINICA (2014)
Dynamic treatment regimes: Technical challenges and applications
Eric B. Laber et al.
ELECTRONIC JOURNAL OF STATISTICS (2014)
THE MULTI-ARMED BANDIT PROBLEM WITH COVARIATES
Vianney Perchet et al.
ANNALS OF STATISTICS (2013)
Q-LEARNING WITH CENSORED DATA
Yair Goldberg et al.
ANNALS OF STATISTICS (2012)
Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems
Sebastien Bubeck et al.
FOUNDATIONS AND TRENDS IN MACHINE LEARNING (2012)
PERFORMANCE GUARANTEES FOR INDIVIDUALIZED TREATMENT RULES
Min Qian et al.
ANNALS OF STATISTICS (2011)
Sparse Recovery With Orthogonal Matching Pursuit Under RIP
Tong Zhang
IEEE TRANSACTIONS ON INFORMATION THEORY (2011)
Adaptive Forward-Backward Greedy Algorithm for Learning Sparse Representations
Tong Zhang
IEEE TRANSACTIONS ON INFORMATION THEORY (2011)
A STEPWISE REGRESSION METHOD AND CONSISTENT MODEL SELECTION FOR HIGH-DIMENSIONAL SPARSE LINEAR MODELS
Ching-Kang Ing et al.
STATISTICA SINICA (2011)
Pure exploration in finitely-armed and continuous-armed bandits
Sebastien Bubeck et al.
THEORETICAL COMPUTER SCIENCE (2011)
NEARLY UNBIASED VARIABLE SELECTION UNDER MINIMAX CONCAVE PENALTY
Cun-Hui Zhang
ANNALS OF STATISTICS (2010)
WOODROOFE'S ONE-ARMED BANDIT PROBLEM REVISITED
Alexander Goldenshluger et al.
ANNALS OF APPLIED PROBABILITY (2009)
LASSO-TYPE RECOVERY OF SPARSE REPRESENTATIONS FOR HIGH-DIMENSIONAL DATA
Nicolai Meinshausen et al.
ANNALS OF STATISTICS (2009)
Estimation of the Warfarin Dose with Clinical and Pharmacogenetic Data
NEW ENGLAND JOURNAL OF MEDICINE (2009)
Fast learning rates for plug-in classifiers
Jean-Yves Audibert et al.
ANNALS OF STATISTICS (2007)
The adaptive lasso and its oracle properties
Hui Zou
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2006)
Decoding by linear programming
EJ Candes et al.
IEEE TRANSACTIONS ON INFORMATION THEORY (2005)
Optimal dynamic treatment regimes
SA Murphy
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2003)
Finite-time analysis of the multiarmed bandit problem
P Auer et al.
MACHINE LEARNING (2002)
Variable selection via nonconcave penalized likelihood and its oracle properties
JQ Fan et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2001)