Coverage Cliffs in Off-Policy Quantile Certification
We study when logged contextual-bandit data can certify an upper tail quantile for a policy selected from the same sample. We construct a PAC-Bayes Bernstein lower-confidence envelope for the target cumulative distribution function (CDF), simultaneous over a predeclared threshold grid and all data-dependent posteriors. The resulting procedure, TailCert, uses the envelope's first crossing of level p to return an atom-safe upper confidence bound on the selected posterior's pooled p-quantile (or inconclusive). It can also be used to select a policy under a certified tail constraint. The concentration ingredients are standard; the main theoretical contribution is a matched finite-class certif...
| Authors | Pauline Bourigault, Emmanuelle Bourigault |
|---|---|
| Primary category | cs.LG |
| Published | 15 October 2026 |
| Last updated at source | 15 October 2026 |
Popularity, last 6 days
0 now. Counts as reported by the source, snapshotted daily by Silytics.
Silytics shows public metadata from arXiv and links to the original. Information may be incomplete or out of date. Last refreshed 24 October 2026. Licenses and terms of the original apply to the work itself. Not financial, legal or professional advice.