17 citations · 26 across the 9 of their papers we have counts for
9 papers
Episodic Bayesian Optimal Control with Unknown Randomness Distributions
Alexander Shapiro, Enlu Zhou, Yifan Lin +1
Stochastic optimal control with unknown randomness distributions has been studied for a long time, encompassing robust control, distributionally robust control, and adaptive contro…
Bayesian Risk-Averse Q-Learning with Streaming Observations
Yuhao Wang, Enlu Zhou
We consider a robust reinforcement learning problem, where a learning agent learns from a simulated training environment. To account for the model mis-specification between this tr…
Optimal Computing Budget Allocation for Data-driven Ranking and Selection
Yuhao Wang, Enlu Zhou
In a fixed budget ranking and Selection (R&S) problem, one aims to identify the best design among a finite number of candidates by efficiently allocating the given computing budget…
Risk-averse Contextual Multi-armed Bandit Problem with Linear Payoffs
Yifan Lin, Yuhao Wang, Enlu Zhou
In this paper we consider the contextual multi-armed bandit problem for linear payoffs under a risk-averse criterion. At each round, contexts are revealed for each arm, and the dec…
Learning Sparse Fixed-Structure Gaussian Bayesian Networks
Arnab Bhattacharyya, Davin Choo, Rishikesh Gajjala +2
Gaussian Bayesian networks (a.k.a. linear Gaussian structural equation models) are widely used to model causal interactions among continuous variables. In this work, we study the p…
Identifiability of AMP chain graph models
Yuhao Wang, Arnab Bhattacharyya
We study identifiability of Andersson-Madigan-Perlman (AMP) chain graph models, which are a common generalization of linear structural equation models and Gaussian graphical models…