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06/28/2023
Moment inequalities for sums of weakly dependent random fields
We derive both Azuma-Hoeffding and Burkholder-type inequalities for part...
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06/05/2023
Online Learning with Feedback Graphs: The True Shape of Regret
Sequential learning with feedback graphs is a natural extension of the m...
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06/05/2023
Active Ranking of Experts Based on their Performances in Many Tasks
We consider the problem of ranking n experts based on their performances...
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11/08/2022
Optimal Permutation Estimation in Crowd-Sourcing problems
Motivated by crowd-sourcing applications, we consider a model where we h...
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03/18/2022
The price of unfairness in linear bandits with biased feedback
Artificial intelligence is increasingly used in a wide range of decision...
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09/09/2021
Goodness-of-Fit Testing for Hölder-Continuous Densities: Sharp Local Minimax Rates
We consider the goodness-of fit testing problem for Hölder smooth densit...
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06/18/2021
Problem Dependent View on Structured Thresholding Bandit Problems
We investigate the problem dependent regime in the stochastic Thresholdi...
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03/23/2021
Bandits with many optimal arms
We consider a stochastic bandit problem with a possibly infinite number ...
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02/01/2021
Generalized non-stationary bandits
In this paper, we study a non-stationary stochastic bandit problem, whic...
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11/16/2020
Optimal multiple change-point detection for high-dimensional data
This manuscript makes two contributions to the field of change-point det...
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10/26/2020
Estimation of the l_2-norm and testing in sparse linear regression with unknown variance
We consider the related problems of estimating the l_2-norm and the squa...
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10/20/2020
The Elliptical Potential Lemma Revisited
This note proposes a new proof and new perspectives on the so-called Ell...
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06/18/2020
Stochastic bandits with arm-dependent delays
Significant work has been recently dedicated to the stochastic delayed b...
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06/17/2020
The Influence of Shape Constraints on the Thresholding Bandit Problem
We investigate the stochastic Thresholding Bandit problem (TBP) under se...
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06/25/2019
Restless dependent bandits with fading memory
We study the stochastic multi-armed bandit problem in the case when the ...
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02/01/2019
Local minimax rates for closeness testing of discrete distributions
We consider the closeness testing (or two-sample testing) problem in the...
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01/25/2019
Optimal Sparsity Testing in Linear regression Model
We consider the problem of sparsity testing in the high-dimensional line...
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11/27/2018
Rotting bandits are no harder than stochastic ones
In bandits, arms' distributions are stationary. This is often violated i...
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10/22/2018
A minimax near-optimal algorithm for adaptive rejection sampling
Rejection Sampling is a fundamental Monte-Carlo method. It is used to sa...
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10/06/2018
Total variation distance for discretely observed Lévy processes: a Gaussian approximation of the small jumps
It is common practice to treat small jumps of Lévy processes as Wiener n...
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09/21/2018
Estimating minimum effect with outlier selection
We introduce one-sided versions of Huber's contamination model, in which...
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07/05/2018
Contextual Bandits under Delayed Feedback
Delayed feedback is an ubiquitous problem in many industrial systems emp...
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04/17/2018
Minimax rate of testing in sparse linear regression
We consider the problem of testing the hypothesis that the parameter of ...
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11/25/2017
An Adaptive Strategy for Active Learning with Smooth Decision Boundary
We present the first adaptive strategy for active learning in the settin...
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07/04/2017
Two-sample Hypothesis Testing for Inhomogeneous Random Graphs
The study of networks leads to a wide range of high dimensional inferenc...
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05/17/2017
Two-Sample Tests for Large Random Graphs Using Network Statistics
We consider a two-sample hypothesis testing problem, where the distribut...
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03/16/2017
Adaptivity to Noise Parameters in Nonparametric Active Learning
This work addresses various open questions in the theory of active learn...
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05/29/2016
Tight (Lower) Bounds for the Fixed Budget Best Arm Identification Bandit Problem
We consider the problem of best arm identification with a fixed budget T...
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05/27/2016
An optimal algorithm for the Thresholding Bandit Problem
We study a specific combinatorial pure exploration stochastic bandit pro...
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01/04/2016
Learning relationships between data obtained independently
The aim of this paper is to provide a new method for learning the relati...
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05/18/2015
Simple regret for infinitely many armed bandits
We consider a stochastic bandit problem with infinitely many arms. In th...
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01/19/2015
Implementable confidence sets in high dimensional regression
We consider the setting of linear regression in high dimension. We focus...
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03/12/2013
Toward Optimal Stratification for Stratified Monte-Carlo Integration
We consider the problem of adaptive stratified sampling for Monte Carlo ...
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10/19/2012