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math.ST2024
On Sparsity and Sub-Gaussianity in the Johnson-Lindenstrauss Lemma
Aurélien Garivier, Emmanuel Pilliat
We provide a simple proof of the Johnson-Lindenstrauss lemma for sub-Gaussian variables. We extend the analysis to identify how sparse projections can be, and what the cost of spar…
math.ST2019★ 2 cited
Non-Asymptotic Sequential Tests for Overlapping Hypotheses and application to near optimal arm identification in bandit models
Aurélien Garivier, Emilie Kaufmann
In this paper, we study sequential testing problems with \emph{overlapping} hypotheses. We first focus on the simple problem of assessing if the mean of a Gaussian distribution…