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04/14/2023
Minimax-Optimal Reward-Agnostic Exploration in Reinforcement Learning
This paper studies reward-agnostic exploration in reinforcement learning...
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09/25/2022
Simultaneous Estimation and Group Identification for Network Vector Autoregressive Model with Heterogeneous Nodes
We study the dynamic behaviors of heterogeneous individuals observed in ...
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06/08/2022
Model-Based Reinforcement Learning Is Minimax-Optimal for Offline Zero-Sum Markov Games
This paper makes progress towards learning Nash equilibria in two-player...
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09/11/2021
Factor and Idiosyncratic VAR-Ito Volatility Models for Heavy-Tailed High-Frequency Financial Data
Various parametric models have been developed to predict large volatilit...
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07/05/2020
Semiparametric Tensor Factor Analysis by Iteratively Projected SVD
This paper introduces a general framework of Semiparametric TEnsor FActo...
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01/15/2020
Bridging Convex and Nonconvex Optimization in Robust PCA: Noise, Outliers, and Missing Data
This paper delivers improved theoretical guarantees for the convex progr...
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02/01/2018
