3 citations · 6 across the 6 of their papers we have counts for
6 papers
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…
An Adaptive Dimension Reduction Estimation Method for High-dimensional Bayesian Optimization
Shouri Hu, Jiawei Li, Zhibo Cai
Bayesian optimization (BO) has shown impressive results in a variety of applications within low-to-moderate dimensional Euclidean spaces. However, extending BO to high-dimensional…
Adjusted Expected Improvement for Cumulative Regret Minimization in Noisy Bayesian Optimization
Shouri Hu, Haowei Wang, Zhongxiang Dai +2
The expected improvement (EI) is one of the most popular acquisition functions for Bayesian optimization (BO) and has demonstrated good empirical performances in many applications…
Likelihood Scores for Sparse Signal and Change-Point Detection
Shouri Hu, Jingyan Huang, Hao Chen +1
We consider here the identification of change-points on large-scale data streams. The objective is to find the most efficient way of combining information across data stream so tha…
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…
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…