Statistical Limits of Adaptive Linear Models: Low-Dimensional Estimation and Inference

1 code implementation • NeurIPS 2023 • Licong Lin, Mufang Ying, Suvrojit Ghosh, Koulik Khamaru, Cun-Hui Zhang

Even in linear models, the Ordinary Least Squares (OLS) estimator may fail to exhibit asymptotic normality for single coordinate estimation and have inflated error.

Adaptive Linear Estimating Equations

1 code implementation • NeurIPS 2023 • Mufang Ying, Koulik Khamaru, Cun-Hui Zhang

Sequential data collection has emerged as a widely adopted technique for enhancing the efficiency of data gathering processes.

Multi-Armed Bandits