10 citations · 32 across the 25 of their papers we have counts for
Showing 2020Show all
3 papers · 1 filter
cs.LG2020★ 3 cited
Robust Bayesian Classification Using an Optimistic Score Ratio
Viet Anh Nguyen, Nian Si, Jose Blanchet
We build a Bayesian contextual classification model using an optimistic score ratio for robust binary classification when there is limited information on the class-conditional, or…
cs.LG2020★ 1 cited
Distributionally Robust Batch Contextual Bandits
Nian Si, Fan Zhang, Zhengyuan Zhou +1
Policy learning using historical observational data is an important problem that has found widespread applications. Examples include selecting offers, prices, advertisements to sen…
math.PR2020★ 2 cited
Efficient Steady-state Simulation of High-dimensional Stochastic Networks
Jose Blanchet, Xinyun Chen, Peter Glynn +1
We propose and study an asymptotically optimal Monte Carlo estimator for steady-state expectations of a d-dimensional reflected Brownian motion. Our estimator is asymptotically opt…