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 Statistical Learning



Deep Recurrent Optimal Stopping

Neural Information Processing Systems

Deep neural networks (DNNs) have recently emerged as a powerful paradigm for solving Markovian optimal stopping problems. However, a ready extension of DNN-based methods to non-Markovian settings requires significant state and parameter space expansion, manifesting the curse of dimensionality.









IdentifyingCausal-EffectInferenceFailurewith Uncertainty-AwareModels

Neural Information Processing Systems

This application is often needed in safety-critical domains suchashealthcare, whereestimating andcommunicating uncertainty to decision-makers iscrucial. Weintroduce apractical approach for integrating uncertainty estimation into a class of state-of-the-art neural network methods used for individual-level causal estimates. We show that our methods enable us to deal gracefully with situations of "no-overlap", common in highdimensional data, where standard applications of causal effect approaches fail.