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- Centre de Recherche en Économie et StatistiqueFR24 papers
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10 papers · 1 filter
Revisiting identification concepts in Bayesian analysis
Jean-Pierre Florens, Anna Simoni
This paper studies the role played by identification in the Bayesian analysis of statistical and econometric models. First, for unidentified models we demonstrate that there are si…
Pure Exploration and Regret Minimization in Matching Bandits
Flore Sentenac, Jialin Yi, Clément Calauzènes +2
Finding an optimal matching in a weighted graph is a standard combinatorial problem. We consider its semi-bandit version where either a pair or a full matching is sampled sequentia…
Fast compression of MCMC output
Nicolas Chopin, Gabriel Ducrocq
We propose cube thinning, a novel method for compressing the output of a MCMC (Markov chain Monte Carlo) algorithm when control variates are available. It amounts to resampling the…
Online Matching in Sparse Random Graphs: Non-Asymptotic Performances of Greedy Algorithm
Nathan Noiry, Flore Sentenac, Vianney Perchet
Motivated by sequential budgeted allocation problems, we investigate online matching problems where connections between vertices are not i.i.d., but they have fixed degree distribu…
Decentralized Learning in Online Queuing Systems
Flore Sentenac, Etienne Boursier, Vianney Perchet
Motivated by packet routing in computer networks, online queuing systems are composed of queues receiving packets at different rates. Repeatedly, they send packets to servers, each…
Kernel Stein Discrepancy Descent
Anna Korba, Pierre-Cyril Aubin-Frankowski, Szymon Majewski +1
Among dissimilarities between probability distributions, the Kernel Stein Discrepancy (KSD) has received much interest recently. We investigate the properties of its Wasserstein gr…