2 papers
stat.CO2021
Bridge Simulation and Metric Estimation on Lie Groups and Homogeneous Spaces
Mathias Højgaard Jensen, Lennard Hilgendorf, Sarang Joshi +1
We present schemes for simulating Brownian bridges on complete and connected Lie groups and homogeneous spaces. We use this to construct an estimation scheme for recovering an unkn…
cs.LG2018
Duelling Bandits with Weak Regret in Adversarial Environments
Lennard Hilgendorf
Research on the multi-armed bandit problem has studied the trade-off of exploration and exploitation in depth. However, there are numerous applications where the cardinal absolute-…