16 citations · 37 across the 6 of their papers we have counts for
6 papers
Variance-Dependent Regret Bounds for Non-stationary Linear Bandits
Zhiyong Wang, Jize Xie, Yi Chen +2
We investigate the non-stationary stochastic linear bandit problem where the reward distribution evolves each round. Existing algorithms characterize the non-stationarity by the to…
Can We Do Better Than Random Start? The Power of Data Outsourcing
Yi Chen, Jing Dong, Xin T. Tong
Many organizations have access to abundant data but lack the computational power to process the data. While they can outsource the computational task to other facilities, there are…
A Primal-Dual Approach to Constrained Markov Decision Processes
Yi Chen, Jing Dong, Zhaoran Wang
In many operations management problems, we need to make decisions sequentially to minimize the cost while satisfying certain constraints. One modeling approach to study such proble…
Nearly Dimension-Independent Sparse Linear Bandit over Small Action Spaces via Best Subset Selection
Yining Wang, Yi Chen, Ethan X. Fang +2
We consider the stochastic contextual bandit problem under the high dimensional linear model. We focus on the case where the action space is finite and random, with each action ass…
Accelerating Nonconvex Learning via Replica Exchange Langevin Diffusion
Yi Chen, Jinglin Chen, Jing Dong +2
Langevin diffusion is a powerful method for nonconvex optimization, which enables the escape from local minima by injecting noise into the gradient. In particular, the temperature…
-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations
Yi Chen, Jing Dong, Hao Ni
Consider the fractional Brownian Motion (fBM) with Hurst index . We construct a probability space supporting both and a fully simul…