Publications (10)
Testing exchangeability: fork-convexity, supermartingales, and e-processes
Aaditya Ramdas, Johannes Ruf, Martin Larsson +1
Suppose we observe an infinite series of coin flips , and wish to sequentially test the null that these binary random variables are exchangeable. Nonnegative superm…
A/B/n Testing with Control in the Presence of Subpopulations
Yoan Russac, Christina Katsimerou, Dennis Bohle +3
Motivated by A/B/n testing applications, we consider a finite set of distributions (called \emph{arms}), one of which is treated as a \emph{control}. We assume that the population…
Sequential Test for the Lowest Mean: From Thompson to Murphy Sampling
Emilie Kaufmann, Wouter Koolen, Aurelien Garivier
Learning the minimum/maximum mean among a finite set of distributions is a fundamental sub-task in planning, game tree search and reinforcement learning. We formalize this learning…
Monte-Carlo Tree Search by Best Arm Identification
Emilie Kaufmann, Wouter Koolen
Recent advances in bandit tools and techniques for sequential learning are steadily enabling new applications and are promising the resolution of a range of challenging related pro…
Mixture Martingales Revisited with Applications to Sequential Tests and Confidence Intervals
Emilie Kaufmann, Wouter Koolen
This paper presents new deviation inequalities that are valid uniformly in time under adaptive sampling in a multi-armed bandit model. The deviations are measured using the Kullbac…
On the Robustness of Kernel Ridge Regression Using the Cauchy Loss Function
Hongwei Wen, Annika Betken, Wouter Koolen
Robust regression aims to develop methods for estimating an unknown regression function in the presence of outliers, heavy-tailed distributions, or contaminated data, which can sev…