BEGIN:VCALENDAR VERSION:2.0 PRODID:-//132.216.98.100//NONSGML kigkonsult.se iCalcreator 2.20.4// BEGIN:VEVENT UID:20251225T115634EST-71727to7uE@132.216.98.100 DTSTAMP:20251225T165634Z DESCRIPTION:Title: Off-Policy Confidence Interval Estimation with Confounde d Markov Decision Process.\n\nAbstract: In this talk\, we consider constru cting a confidence interval for a target policy’s value offline based on p re-collected observational data in infinite horizon settings. Most of the existing works assume no unmeasured variables exist that confound the obse rved actions. This assumption\, however\, is likely to be violated in real applications such as healthcare and technological industries. We show tha t with some auxiliary variables that mediate the effect of actions on the system dynamics\, the target policy’s value is identifiable in a confounde d Markov decision process. Based on this result\, we develop an efficient off-policy value estimator that is robust to potential model misspecificat ion and provides rigorous uncertainty quantification.\n\n \n\n \n\nZoom: h ttps://mcgill.zoom.us/j/83436686293?pwd=b0RmWmlXRXE3OWR6NlNIcWF5d0dJQT09\n \nMeeting ID: 834 3668 6293\n\nPasscode: 12345\n\nSite web : https://mcgil lstat.github.io\n DTSTART:20220204T203000Z DTEND:20220204T213000Z SUMMARY:Rui Song (North Carolina State University) URL:/mathstat/channels/event/rui-song-north-carolina-s tate-university-337387 END:VEVENT END:VCALENDAR