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We consider off-policy evaluation and optimization with continuous action spaces.
Semiparametric estimates of the relation between weather and electricity sales
Robert F Engle, Clive WJ Granger, John Rice, and Andrew Weiss · 1986
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Root-n-consistent semiparametric regression
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Semiparametric efficiency bounds
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Efficient and adaptive estimation for semiparametric models
Peter J Bickel, Chris AJ Klaassen, Peter J Bickel, Y Ritov, J Klaassen, Jon A Wellner, and YA’Acov Ritov · 1993
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Weak Convergence and Empirical Processes: With Applications to Statistics
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Covering number bounds of certain regularized linear function classes
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Empirical bernstein bounds and sample variance penalization
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Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen, Whitney Newey, and James Robins · 2018
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Policy evaluation and optimization with continuous treatments
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Who should be treated? empirical welfare maximization methods for treatment choice
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Residual weighted learning for estimating individualized treatment rules
Xin Zhou, Nicole Mayer-Hamblett, Umer Khan, and Michael R Kosorok · 2017
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