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Statistical Miscellany: Causality, Networks, and Bandits

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자료유형학위논문
서명/저자사항Statistical Miscellany: Causality, Networks, and Bandits.
개인저자Sondhi, Arjun.
단체저자명University of Washington. Biostatistics - Public Health.
발행사항[S.l.]: University of Washington., 2019.
발행사항Ann Arbor: ProQuest Dissertations & Theses, 2019.
형태사항144 p.
기본자료 저록Dissertations Abstracts International 81-04B.
Dissertation Abstract International
ISBN9781687955852
학위논문주기Thesis (Ph.D.)--University of Washington, 2019.
일반주기 Source: Dissertations Abstracts International, Volume: 81-04, Section: B.
Advisor: Shojaie, Ali.
이용제한사항This item must not be sold to any third party vendors.This item must not be added to any third party search indexes.
요약In this dissertation, we make methodological contributions in three separate areas. In Chapter 2, we introduce a new algorithm for learning high-dimensional causal networks from observational data. Our algorithm, which is a simple modification to the well-known PC-Algorithm, provides reductions in both computational and sample complexity, by leveraging properties of common random graph families. In Chapter 3, we develop a penalized regression framework to integrate known network structure into high-dimensional generalized linear models. Our framework is unique in that it considers two-way structured data, where networks connect both the features and the observation units. We also introduce a statistical inference procedure to provide valid confidence intervals and hypothesis tests. Finally, in Chapter 4, we present an improved estimator for counterfactual policy evaluation in contextual bandit problems. This method is based on classifier-based density ratio estimation, and displays state-of-the-art performance for continuous action spaces. We conclude with a discussion in Chapter 5, describing the limitations of the work, and avenues for future research.
일반주제명Biostatistics.
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