25 citations · 62 across the 7 of their papers we have counts for
5 papers · 1 filter
Nonparametric iterated-logarithm extensions of the sequential generalized likelihood ratio test
Jaehyeok Shin, Aaditya Ramdas, Alessandro Rinaldo
We develop a nonparametric extension of the sequential generalized likelihood ratio (GLR) test and corresponding time-uniform confidence sequences for the mean of a univariate dist…
On conditional versus marginal bias in multi-armed bandits
Jaehyeok Shin, Aaditya Ramdas, Alessandro Rinaldo
The bias of the sample means of the arms in multi-armed bandits is an important issue in adaptive data analysis that has recently received considerable attention in the literature.…
Are sample means in multi-armed bandits positively or negatively biased?
Jaehyeok Shin, Aaditya Ramdas, Alessandro Rinaldo
It is well known that in stochastic multi-armed bandits (MAB), the sample mean of an arm is typically not an unbiased estimator of its true mean. In this paper, we decouple three d…
On the bias, risk and consistency of sample means in multi-armed bandits
Jaehyeok Shin, Aaditya Ramdas, Alessandro Rinaldo
The sample mean is among the most well studied estimators in statistics, having many desirable properties such as unbiasedness and consistency. However, when analyzing data collect…
Uniform Convergence Rate of the Kernel Density Estimator Adaptive to Intrinsic Volume Dimension
Jisu Kim, Jaehyeok Shin, Alessandro Rinaldo +1
We derive concentration inequalities for the supremum norm of the difference between a kernel density estimator (KDE) and its point-wise expectation that hold uniformly over the se…