
Efficient Algorithms for Stochastic Repeated Secondprice Auctions
Developing efficient sequential bidding strategies for repeated auctions...
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SelfConcordant Analysis of Generalized Linear Bandits with Forgetting
Contextual sequential decision problems with categorical or numerical ob...
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Hierarchical and Unsupervised Graph Representation Learning with Loukas's Coarsening
We propose a novel algorithm for unsupervised graph representation learn...
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Best Arm Identification in Spectral Bandits
We study bestarm identification with fixed confidence in bandit models ...
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Algorithms for NonStationary Generalized Linear Bandits
The statistical framework of Generalized Linear Models (GLM) can be appl...
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NonAsymptotic Sequential Tests for Overlapping Hypotheses and application to near optimal arm identification in bandit models
In this paper, we study sequential testing problems with overlapping hyp...
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XArmed Bandits: Optimizing Quantiles and Other Risks
We propose and analyze StoROO, an algorithm for risk optimization on sto...
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A Review on Quantile Regression for Stochastic Computer Experiments
We report on an empirical study of the main strategies for conditional q...
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Can everyday AI be ethical. Fairness of Machine Learning Algorithms
Combining big data and machine learning algorithms, the power of automat...
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Optimization of a SSP's Header Bidding Strategy using Thompson Sampling
Over the last decade, digital media (web or app publishers) generalized ...
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Sequential Test for the Lowest Mean: From Thompson to Murphy Sampling
Learning the minimum/maximum mean among a finite set of distributions is...
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KLUCBswitch: optimal regret bounds for stochastic bandits from both a distributiondependent and a distributionfree viewpoints
In the context of Karmed stochastic bandits with distribution only assu...
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Profitable Bandits
Originally motivated by default risk management applications, this paper...
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Thresholding Bandit for Doseranging: The Impact of Monotonicity
We analyze the sample complexity of the thresholding bandit problem, wit...
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A note on perfect simulation for exponential random graph models
In this paper we propose a perfect simulation algorithm for the Exponent...
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Max Karmed bandit: On the ExtremeHunter algorithm and beyond
This paper is devoted to the study of the max Karmed bandit problem, wh...
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A minimax and asymptotically optimal algorithm for stochastic bandits
We propose the klUCB ++ algorithm for regret minimization in stochastic...
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Learning the distribution with largest mean: two bandit frameworks
Over the past few years, the multiarmed bandit model has become increas...
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Maximin Action Identification: A New Bandit Framework for Games
We study an original problem of pure exploration in a strategic bandit m...
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Optimal Best Arm Identification with Fixed Confidence
We give a complete characterization of the complexity of bestarm identi...
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On the Complexity of Best Arm Identification in MultiArmed Bandit Models
The stochastic multiarmed bandit model is a simple abstraction that has...
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On the Complexity of A/B Testing
A/B testing refers to the task of determining the best option among two ...
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Optimal discovery with probabilistic expert advice: finite time analysis and macroscopic optimality
We consider an original problem that arises from the issue of security a...
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Regret Bounds for Opportunistic Channel Access
We consider the task of opportunistic channel access in a primary system...
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Aurélien Garivier
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Professor at Paul Sabatier University Institute of Mathematics of Toulouse (IMT), Director of the Department of Mathematics of the Faculty of Science and Engineering, Deputy Director of the Research Group Massages of Data, Information and Knowledge in Science GdR CNRS 3708, Head of the projectteam Learning, Optimization, Complexity of the labex CIMI, President of the Scientific Committee of the Journées de Statistique 2019 in Nancy