56 citations · 64 across the 11 of their papers we have counts for
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cs.LG2019★ 1 cited
Correlated bandits or: How to minimize mean-squared error online
Vinay Praneeth Boda, Prashanth L. A
While the objective in traditional multi-armed bandit problems is to find the arm with the highest mean, in many settings, finding an arm that best captures information about other…
cs.LG2019
Concentration bounds for CVaR estimation: The cases of light-tailed and heavy-tailed distributions
Prashanth L. A., Krishna Jagannathan, Ravi Kumar Kolla
Conditional Value-at-Risk (CVaR) is a widely used risk metric in applications such as finance. We derive concentration bounds for CVaR estimates, considering separately the cases o…