Off-Policy Evaluation Under Nonignorable Missing Data
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Abstract (arXiv)
Off-Policy Evaluation (OPE) aims to estimate the value of a target policy using offline data collected from potentially different policies. In real-world applications, however, logged data often suffers from missingness. While OPE has been extensively studied in the literature, a theoretical understanding of how missing data affects OPE results remains unclear. In this paper, we investigate OPE in the presence of monotone missingness and theoretically demonstrate that the value estimates remain unbiased under ignorable missingness but can be biased under nonignorable (informative) missingness. To retain the consistency of value estimation, we propose an inverse probability weighted value estimator and conduct statistical inference to quantify the uncertainty of the estimates. Through a series of numerical experiments, we empirically demonstrate that our proposed estimator yields a more reliable value inference under missing data.
Key facts. Cited by 2 papers in the map (data through 14 Oct 2026). Builds on 30 of its 78 references that are in the map. First posted on arXiv 9 Jul 2025.
Builds on
30 of 78 references.
References · 30
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18 more
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Citing papers per year: 2026: 2.
2 papers.