54 citations · 67 across the 14 of their papers we have counts for
5 papers · 1 filter
On Penalization in Stochastic Multi-armed Bandits
Guanhua Fang, Ping Li, Gennady Samorodnitsky
We study an important variant of the stochastic multi-armed bandit (MAB) problem, which takes penalization into consideration. Instead of directly maximizing cumulative expected re…
Catoni-style Confidence Sequences under Infinite Variance
Sujay Bhatt, Guanhua Fang, Ping Li +1
In this paper, we provide an extension of confidence sequences for settings where the variance of the data-generating distribution does not exist or is infinite. Confidence sequenc…
Best Subset Selection with Efficient Primal-Dual Algorithm
Shaogang Ren, Guanhua Fang, Ping Li
Best subset selection is considered the `gold standard' for many sparse learning problems. A variety of optimization techniques have been proposed to attack this non-convex and NP-…
Regression with Label Permutation in Generalized Linear Model
Guanhua Fang, Ping Li
The assumption that response and predictor belong to the same statistical unit may be violated in practice. Unbiased estimation and recovery of true label ordering based on unlabel…
Offline Change Detection under Contamination
Sujay Bhatt, Guanhua Fang, Ping Li
In this work, we propose a non-parametric and robust change detection algorithm to detect multiple change points in time series data under contamination. The contamination model is…