# Distributional Off-policy Evaluation with Bellman Residual Minimization

arXiv: https://arxiv.org/abs/2402.01900 · HTML: https://mlsanity.com/paper/2402.01900/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 2 Feb 2024.

## Built on by (most cited first, 3 of 3)

- [Uncovering Hidden Correctness in LLM Causal Reasoning via Symbolic Verification](https://mlsanity.com/paper/2601.21210/) (2026)
- [Conformal Prediction Beyond the Horizon: Distribution-Free Inference for Policy Evaluation](https://mlsanity.com/paper/2510.26026/) (2025)
- [Tail-Influence Sampling for CVaR Policy Evaluation](https://mlsanity.com/paper/2609.38096/) (2026)

## Abstract (arXiv)

We study distributional off-policy evaluation (OPE), of which the goal is to learn the distribution of the return for a target policy using offline data generated by a different policy. The theoretical foundation of many existing work relies on the supremum-extended statistical distances such as supremum-Wasserstein distance, which are hard to estimate. In contrast, we study the more manageable expectation-extended statistical distances and provide a novel theoretical justification on their validity for learning the return distribution. Based on this attractive property, we propose a new method called Energy Bellman Residual Minimizer (EBRM) for distributional OPE. We provide corresponding in-depth theoretical analyses. We establish a finite-sample error bound for the EBRM estimator under the realizability assumption. Furthermore, we introduce a variant of our method based on a multi-step extension which improves the error bound for non-realizable settings. Notably, unlike prior distributional OPE methods, the theoretical guarantees of our method do not require the completeness assumption.
