5 citations · 14 across the 6 of their papers we have counts for
5 papers · 1 filter
Always Valid Risk Monitoring for Online Matrix Completion
Chi-Hua Wang, Wenjie Li
Always-valid concentration inequalities are increasingly used as performance measures for online statistical learning, notably in the learning of generative models and supervised l…
Non-Stationary Dynamic Pricing Via Actor-Critic Information-Directed Pricing
Po-Yi Liu, Chi-Hua Wang, Henghsiu Tsai
This paper presents a novel non-stationary dynamic pricing algorithm design, where pricing agents face incomplete demand information and market environment shifts. The agents run p…
Federated Online Sparse Decision Making
Chi-Hua Wang, Wenjie Li, Guang Cheng +1
This paper presents a novel federated linear contextual bandits model, where individual clients face different K-armed stochastic bandits with high-dimensional decision context and…
Online Batch Decision-Making with High-Dimensional Covariates
Chi-Hua Wang, Guang Cheng
We propose and investigate a class of new algorithms for sequential decision making that interacts with \textit{a batch of users} simultaneously instead of \textit{a user} at each…
Residual Bootstrap Exploration for Bandit Algorithms
Chi-Hua Wang, Yang Yu, Botao Hao +1
In this paper, we propose a novel perturbation-based exploration method in bandit algorithms with bounded or unbounded rewards, called residual bootstrap exploration (\texttt{ReBoo…