A T-estimation-based procedure for adaptive density estimation and optimal control in offline contextual MDPs without stationarity, providing oracle risk bounds under two loss functions and finite-sample cost guarantees.
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Proves oracle Bernstein-von Mises theorem for fractional posterior under supportwise likelihood assumptions in sparse GLMs with spike-and-slab priors.
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Bernstein-von Mises Theorem for Sparse Generalized Linear Model
Proves oracle Bernstein-von Mises theorem for fractional posterior under supportwise likelihood assumptions in sparse GLMs with spike-and-slab priors.