Proper Inference for Value Function in High-Dimensional Q-Learning for Dynamic Treatment Regimes

DOI10.1080/01621459.2018.1506341zbMath1428.62246OpenAlexW2885521542WikidataQ92590693 ScholiaQ92590693MaRDI QIDQ5242485

Wensheng Zhu, Rui Song, Donglin Zeng

Publication date: 12 November 2019

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc6953729

zbMATH Keywords

variable selectionQ-learninghard thresholdvalue function inference

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) General considerations in statistical decision theory (62C05)

Related Items (5)

Estimation of Optimal Individualized Treatment Rules Using a Covariate-Specific Treatment Effect Curve With High-Dimensional Covariates ⋮ Model-Assisted Uniformly Honest Inference for Optimal Treatment Regimes in High Dimension ⋮ Optimal Treatment Regimes: A Review and Empirical Comparison ⋮ Statistical Learning for Individualized Asset Allocation ⋮ Generalization error bounds of dynamic treatment regimes in penalized regression-based learning

Uses Software

• qLearn

Cites Work

• Nearly unbiased variable selection under minimax concave penalty
• A unified approach to model selection and sparse recovery using regularized least squares
• Statistical inference for the mean outcome under a possibly non-unique optimal treatment strategy
• Statistical methods for dynamic treatment regimes. Reinforcement learning, causal inference, and personalized medicine
• Dynamic treatment regimes: technical challenges and applications
• Performance guarantees for individualized treatment rules
• Inference for Optimal Dynamic Treatment Regimes Using an Adaptive m ‐Out‐of‐ n Bootstrap Scheme
• Penalized Q-learning for dynamic treatment regimens
• Estimating Optimal Dynamic Regimes: Correcting Bias under the Null
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Inference for non-regular parameters in optimal dynamic treatment regimes
• Nonconcave Penalized Likelihood With NP-Dimensionality
• Optimal Structural Nested Models for Optimal Sequential Decisions

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