Based on the proposed test, we further develop a sequential change point detection method that can be naturally coupled with existing state-of-the-art RL methods for policy optimisation in nonstationary environments.
Theoretically, we show new existence results for both kernel exponential and deformed exponential families, and that the deformed case has similar approximation capabilities to kernel exponential families.
The micro-randomized trial (MRT) is a sequential randomized experimental design to empirically evaluate the effectiveness of mobile health (mHealth) intervention components that may be delivered at hundreds or thousands of decision points.
Panel count data describes aggregated counts of recurrent events observed at discrete time points.
A fundamental assumption is that the output/group membership labels for all observations are known.