Statistical Inference for Online Decision Making: In a Contextual Bandit Setting

DOI10.1080/01621459.2020.1770098zbMath1457.62041arXiv2010.07283OpenAlexW3030165768MaRDI QIDQ5857145

Haoyu Chen, Rui Song, Wen-Bin Lu

Publication date: 30 March 2021

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

Full work available at URL: https://arxiv.org/abs/2010.07283

zbMATH Keywords

statistical inferencemodel misspecificationonline decision makingepsilon-greedyinverse propensity weighted estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Sequential statistical analysis (62L10) Compound decision problems in statistical decision theory (62C25)

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