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06/26/2023
About the Cost of Global Privacy in Density Estimation
We study non-parametric density estimation for densities in Lipschitz an...
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03/02/2023
Quantum Channel Certification with Incoherent Strategies
In the problem of quantum channel certification, we have black box acces...
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02/14/2023
Private Statistical Estimation of Many Quantiles
This work studies the estimation of many statistical quantiles under dif...
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10/11/2022
Regret Analysis of the Stochastic Direct Search Method for Blind Resource Allocation
Motivated by programmatic advertising optimization, we consider the task...
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10/05/2022
On the Statistical Complexity of Estimation and Testing under Privacy Constraints
Producing statistics that respect the privacy of the samples while still...
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09/30/2022
On Best-Arm Identification with a Fixed Budget in Non-Parametric Multi-Armed Bandits
We lay the foundations of a non-parametric theory of best-arm identifica...
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05/12/2022
Sequential algorithms for testing identity and closeness of distributions
What advantage do sequential procedures provide over batch algorithms fo...
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02/15/2022
Private Quantiles Estimation in the Presence of Atoms
We address the differentially private estimation of multiple quantiles (...
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02/13/2022
On the complexity of All ε-Best Arms Identification
We consider the problem introduced by <cit.> of identifying all the ε-op...
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10/29/2021
A/B/n Testing with Control in the Presence of Subpopulations
Motivated by A/B/n testing applications, we consider a finite set of dis...
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07/05/2021
Fast Rate Learning in Stochastic First Price Bidding
First-price auctions have largely replaced traditional bidding approache...
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06/05/2021
Navigating to the Best Policy in Markov Decision Processes
We investigate the classical active pure exploration problem in Markov D...
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05/27/2021
A Non-asymptotic Approach to Best-Arm Identification for Gaussian Bandits
We propose a new strategy for best-arm identification with fixed confide...
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11/10/2020
Efficient Algorithms for Stochastic Repeated Second-price Auctions
Developing efficient sequential bidding strategies for repeated auctions...
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11/02/2020
Self-Concordant Analysis of Generalized Linear Bandits with Forgetting
Contextual sequential decision problems with categorical or numerical ob...
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07/07/2020
Hierarchical and Unsupervised Graph Representation Learning with Loukas's Coarsening
We propose a novel algorithm for unsupervised graph representation learn...
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05/20/2020
Best Arm Identification in Spectral Bandits
We study best-arm identification with fixed confidence in bandit models ...
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03/23/2020
Algorithms for Non-Stationary Generalized Linear Bandits
The statistical framework of Generalized Linear Models (GLM) can be appl...
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05/09/2019
Non-Asymptotic 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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04/17/2019
X-Armed Bandits: Optimizing Quantiles and Other Risks
We propose and analyze StoROO, an algorithm for risk optimization on sto...
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01/23/2019
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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10/03/2018
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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07/09/2018
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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06/04/2018
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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05/14/2018
KL-UCB-switch: optimal regret bounds for stochastic bandits from both a distribution-dependent and a distribution-free viewpoints
In the context of K-armed stochastic bandits with distribution only assu...
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05/08/2018
Profitable Bandits
Originally motivated by default risk management applications, this paper...
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11/13/2017
Thresholding Bandit for Dose-ranging: The Impact of Monotonicity
We analyze the sample complexity of the thresholding bandit problem, wit...
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10/02/2017
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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07/27/2017
Max K-armed bandit: On the ExtremeHunter algorithm and beyond
This paper is devoted to the study of the max K-armed bandit problem, wh...
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02/23/2017
A minimax and asymptotically optimal algorithm for stochastic bandits
We propose the kl-UCB ++ algorithm for regret minimization in stochastic...
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01/31/2017
Learning the distribution with largest mean: two bandit frameworks
Over the past few years, the multi-armed bandit model has become increas...
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02/15/2016
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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02/15/2016
Optimal Best Arm Identification with Fixed Confidence
We give a complete characterization of the complexity of best-arm identi...
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07/16/2014
On the Complexity of Best Arm Identification in Multi-Armed Bandit Models
The stochastic multi-armed bandit model is a simple abstraction that has...
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05/13/2014
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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07/22/2012
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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08/03/2009