10 citations · 13 across the 5 of their papers we have counts for
5 papers
Model-Free Change Point Detection for Mixing Processes
Hao Chen, Abhishek Gupta, Yin Sun +1
This paper considers the change point detection problem under dependent samples. In particular, we provide performance guarantees for the MMD-CUSUM test under exponentially , $β…
Hoeffding's Inequality for Markov Chains under Generalized Concentrability Condition
Hao Chen, Abhishek Gupta, Yin Sun +1
This paper studies Hoeffding's inequality for Markov chains under the generalized concentrability condition defined via integral probability metric (IPM). The generalized concentra…
Change Detection of Markov Kernels with Unknown Pre and Post Change Kernel
Hao Chen, Jiacheng Tang, Abhishek Gupta
In this paper, we develop a new change detection algorithm for detecting a change in the Markov kernel over a metric space in which the post-change kernel is unknown. Under the ass…
Multi-Objective Vehicle Rebalancing for Ridehailing System using a Reinforcement Learning Approach
Yuntian Deng, Hao Chen, Shiping Shao +3
The problem of designing a rebalancing algorithm for a large-scale ridehailing system with asymmetric demand is considered here. We pose the rebalancing problem within a semi Marko…
Some Limit Properties of Markov Chains Induced by Stochastic Recursive Algorithms
Abhishek Gupta, Hao Chen, Jianzong Pi +1
Recursive stochastic algorithms have gained significant attention in the recent past due to data driven applications. Examples include stochastic gradient descent for solving large…