Preprints
Optimizing Adaptive Experiments: A Unified Approach to Regret Minimization and Best-Arm Identification
Chao Qin, Daniel Russo
Major revision at Operations Research
- Second Prize, INFORMS Jeff McGill Student Paper Award, 2024
- Accepted for MSOM Service Management SIG 2024
- Accepted for MSOM Technology, Innovation, and Entrepreneurship SIG 2025
Admissibility of Completely Randomized Trials: A Large-Deviation Approach
Guido Imbens, Chao Qin, Stefan Wager
Journal version in preparation. Short versions accepted at
- ACM Conference on Economics and Computation (EC) 2025
- NeurIPS 2025 ML×OR Workshop
- 2025 Conference on Digital Experimentation @ MIT
Pure Exploration via Frank-Wolfe Self-Play
Xinyu Liu, Chao Qin, Wei You
Submitted. Short version accepted at NeurIPS 2025 ML×OR Workshop
Journal Papers
Adaptive Experimentation in the Presence of Exogenous Nonstationary Variation
Chao Qin, Daniel Russo
Management Science (accepted), 2025
Dual-Directed Algorithm Design for Efficient Pure Exploration
Chao Qin, Wei You
Operations Research (ahead of print), 2025
A Comment on “Adaptive Treatment Assignment in Experiments for Policy Choice”
Kaito Ariu, Masahiro Kato, Junpei Komiyama, Kenichiro McAlinn, Chao Qin
Econometrica (accepted), 2025
Rate-Optimal Bayesian Simple Regret in Best-Arm Identification
Junpei Komiyama, Kaito Ariu, Masahiro Kato, Chao Qin
Mathematics of Operations Research, 2024
Stochastic Regret Minimization for Revenue Management Problems with Non-Stationary Demands
Huanan Zhang, Cong Shi, Chao Qin, Cheng Hua
Naval Research Logistics, 2016
A Faster Algorithm for the Resource Allocation Problem with Convex Cost Functions
Cong Shi, Huanan Zhang, Chao Qin
Journal of Discrete Algorithms, 2015
Conference Papers
Information-Directed Selection for Top-Two Algorithms
Wei You, Chao Qin, Zihao Wang, Shuoguang Yang
Conference on Learning Theory (COLT) 2023
An Analysis of Ensemble Sampling
Chao Qin, Zheng Wen, Xiuyuan Lu, Benjamin Van Roy
Conference on Neural Information Processing Systems (NeurIPS) 2022
Contextual Information-Directed Sampling
Botao Hao, Tor Lattimore, Chao Qin
International Conference on Machine Learning (ICML) 2022
Open Problem: Optimal Best-Arm Identification with Fixed Budget
Chao Qin
Conference on Learning Theory (COLT) 2022
Improving the Expected Improvement Algorithm
Chao Qin, Diego Klabjan, Daniel Russo
Conference on Neural Information Processing Systems (NeurIPS) 2017
Selected Working Papers
Shortlist Experiments
Chao Qin, Xu Kuang
Satisficing Experiments
From Predictions to Decisions: The Importance of Joint Predictive Distributions
Zheng Wen, Ian Osband, Chao Qin, Xiuyuan Lu, Morteza Ibrahimi, Vikranth Dwaracherla, Mohammad Asghari, Benjamin Van Roy
Optimal Best Arm Identification in Two-Armed Bandits with a Fixed Budget under a Small Gap
Masahiro Kato, Kaito Ariu, Masaaki Imaizumi, Masahiro Nomura, Chao Qin