61 citations · 198 across the 16 of their papers we have counts for
3 papers · 1 filter
On Sequential Elimination Algorithms for Best-Arm Identification in Multi-Armed Bandits
Shahin Shahrampour, Mohammad Noshad, Vahid Tarokh
We consider the best-arm identification problem in multi-armed bandits, which focuses purely on exploration. A player is given a fixed budget to explore a finite set of arms, and t…
Learning the Number of Autoregressive Mixtures in Time Series Using the Gap Statistics
Jie Ding, Mohammad Noshad, Vahid Tarokh
Using a proper model to characterize a time series is crucial in making accurate predictions. In this work we use time-varying autoregressive process (TVAR) to describe non-station…
Data-Driven Learning of the Number of States in Multi-State Autoregressive Models
Jie Ding, Mohammad Noshad, Vahid Tarokh
In this work, we consider the class of multi-state autoregressive processes that can be used to model non-stationary time-series of interest. In order to capture different autoregr…