5 citations · 35 across the 26 of their papers we have counts for
4 papers · 2 filters
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…
Residual Bootstrap Exploration for Stochastic Linear Bandit
Shuang Wu, Chi-Hua Wang, Yuantong Li +1
We propose a new bootstrap-based online algorithm for stochastic linear bandit problems. The key idea is to adopt residual bootstrap exploration, in which the agent estimates the n…