3 papers
stat.ME2026
Structural Change Detection in High-Dimensional Transformed Factor Models via Canonical Correlation Analysis
Lei Jia, Shouri Hu, Zhaoxing Gao
This paper develops a canonical-correlation-based method for detecting structural changes in high-dimensional transformed factor models. The proposed approach exploits the low-rank…
math.ST2019
Optimal UCB Adjustments for Large Arm Sizes
Hock Peng Chan, Shouri Hu
The regret lower bound of Lai and Robbins (1985), the gold standard for checking optimality of bandit algorithms, considers arm size fixed as sample size goes to infinity. We show…
stat.ML2018
Infinite Arms Bandit: Optimality via Confidence Bounds
Hock Peng Chan, Shouri Hu
Berry et al. (1997) initiated the development of the infinite arms bandit problem. They derived a regret lower bound of all allocation strategies for Bernoulli rewards with uniform…