3 citations · 3 across the 1 of their papers we have counts for
5 papers
Scaling Properties of Deep Residual Networks
Alain-Sam Cohen, Rama Cont, Alain Rossier +1
Residual networks (ResNets) have displayed impressive results in pattern recognition and, recently, have garnered considerable theoretical interest due to a perceived link with neu…
Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon
Ben Hambly, Renyuan Xu, Huining Yang
We explore reinforcement learning methods for finding the optimal policy in the linear quadratic regulator (LQR) problem. In particular, we consider the convergence of policy gradi…
Delay-Adaptive Learning in Generalized Linear Contextual Bandits
Jose Blanchet, Renyuan Xu, Zhengyuan Zhou
In this paper, we consider online learning in generalized linear contextual bandits where rewards are not immediately observed. Instead, rewards are available to the decision-maker…
Consistency and Computation of Regularized MLEs for Multivariate Hawkes Processes
Xin Guo, Anran Hu, Renyuan Xu +1
This paper proves the consistency property for the regularized maximum likelihood estimators (MLEs) of multivariate Hawkes processes (MHPs). It also develops an alternating minimiz…
Stochastic Games for Fuel Followers Problem: N vs MFG
Xin Guo, Renyuan Xu
In this paper we formulate and analyze an -player stochastic game of the classical fuel follower problem and its Mean Field Game (MFG) counterpart. For the -player game, we o…