2 papers
stat.ML2023
Price of Safety in Linear Best Arm Identification
Xuedong Shang, Igor Colin, Merwan Barlier +1
We introduce the safe best-arm identification framework with linear feedback, where the agent is subject to some stage-wise safety constraint that linearly depends on an unknown pa…
nlin.CD2012
Estimating the predictability of economic and financial time series
Quentin Giai Gianetto, Jean-Marc Le Caillec, Erwan Marrec
The predictability of a time series is determined by the sensitivity to initial conditions of its data generating process. In this paper our goal is to characterize this sensitivit…