activity
20192026
most citedOptimal Best Markovian Arm Identification with Fixed Confidence

12 citations · 17 across the 5 of their papers we have counts for

collaborators

6 papers

cs.AI2026

Vertical Standardisation for High-Risk AI Systems under the EU AI Act: A Domain-Specific Framework for Algorithmic Hiring

Anna Gatzioura, Vrettos Moulos, Nina Baranowska

According to the recent European legislation, high-risk AI systems will have to adapt in order to comply with requirements related to specific areas, like risk management, data qua…

math.PR2020

Bicausal Optimal Transport for Markov Chains via Dynamic Programming

Vrettos Moulos

In this paper we study the bicausal optimal transport problem for Markov chains, an optimal transport formulation suitable for stochastic processes which takes into consideration t…

math.ST2020★ 3 cited

Finite-Time Analysis of Round-Robin Kullback-Leibler Upper Confidence Bounds for Optimal Adaptive Allocation with Multiple Plays and Markovian Rewards

Vrettos Moulos

We study an extension of the classic stochastic multi-armed bandit problem which involves multiple plays and Markovian rewards in the rested bandits setting. In order to tackle thi…

math.ST2020

A Hoeffding Inequality for Finite State Markov Chains and its Applications to Markovian Bandits

Vrettos Moulos

This paper develops a Hoeffding inequality for the partial sums , where is an irreducible Markov chain on a finite state sp…

math.ST2019★ 12 cited

Optimal Best Markovian Arm Identification with Fixed Confidence

Vrettos Moulos

We give a complete characterization of the sampling complexity of best Markovian arm identification in one-parameter Markovian bandit models. We derive instance specific nonasympto…

math.PR2019★ 2 cited

Optimal Chernoff and Hoeffding Bounds for Finite State Markov Chains

Vrettos Moulos, Venkat Anantharam

This paper develops an optimal Chernoff type bound for the probabilities of large deviations of sums where is a real-valued function and $(X_k)_{k \in \m…