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03/07/2022
E-detectors: a nonparametric framework for online changepoint detection
Sequential changepoint detection is a classical problem with a variety o...
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10/16/2020
Nonparametric iterated-logarithm extensions of the sequential generalized likelihood ratio test
We develop a nonparametric extension of the sequential generalized likel...
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02/19/2020
On conditional versus marginal bias in multi-armed bandits
The bias of the sample means of the arms in multi-armed bandits is an im...
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05/27/2019
The bias of the sample mean in multi-armed bandits can be positive or negative
It is well known that in stochastic multi-armed bandits (MAB), the sampl...
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03/19/2019
Predictive Clustering
We show how to convert any clustering into a prediction set. This has th...
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03/16/2019
Nerve Theorem on a Positive Reach set
We provide sufficient conditions under which any non-empty intersection ...
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02/02/2019
On the bias, risk and consistency of sample means in multi-armed bandits
In the classic stochastic multi-armed bandit problem, it is well known t...
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10/13/2018