arXiv Machine Learning By Zijie Cheng, Yang Peng, Zhihua Zhang

Statistical Efficiency and Inference of Quantile Distributional Reinforcement Learning

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arXiv:2607. 08444v1 Announce Type: cross Abstract: In this paper, we study quantile-based distributional reinforcement learning from the perspective of statistical efficiency.

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arXiv Machine Learning
Jul 7

Reliability and Identifiability in Persona-Trained Monte Carlo: Variance Decomposition, Stability Bounds, and the Identifiability of Heterogeneous News Reaction

arXiv:2607. 04627v1 Announce Type: new Abstract: Persona-Trained Monte Carlo (PTMC) estimates distributions of market-outcome functionals by repeatedly simulating limit-order-book interaction among $K$ neural policy bots whose behavioral personas are drawn from a learned heterogeneity distribution $\mathcal{P}$.

By Salavat Ishbulatov