20 papers
Optimal Power Allocation and AI Receiver Design for Superimposed DMRS and Data Transmission
Sha Hu, Zhongwang Fu
In this paper, we consider transmissions with superimposed (SI) demodulation-reference-symbol (DMRS) and data in orthogonal frequency-division multiplexing (OFDM) based multiple-in…
Regret, equilibrium, and learning in games: A guided tour
Panayotis Mertikopoulos
This note aims to serve as an entry point to the literature on learning in games, a topic with significant theoretical appeal and a wide range of applications -- from machine learn…
Leveraging Similarities in Multi-Armed Bandits
Khaled Eldowa, Thibaud Rahier, Augustin Cablant +2
In many online learning and bandit problems, the actions we consider possess inherent similarities--for instance because they share latent traits, tags, or hierarchical structure.…
An empirical study of Fictitious Play for estimating Nash equilibria in first-price auctions with correlated values
Benjamin Heymann, Panayotis Mertikopoulos
This study concerns the computation of the Nash equilibria of first-price auctions with correlated values. Although some equilibrium computation methods exist for auctions with ind…
Bregman meets Lévy: Stochastic mirror descent with heavy-tailed noise in continuous and discrete time
Pierre-Louis Cauvin, Panayotis Mertikopoulos
We study the robustness of stochastic mirror descent (SMD) under heavy-tailed noise, focusing on whether the method retains its convergence guarantees when run with infinite-varian…
Explicit Second-Order Min-Max Optimization: Practical Algorithms and Complexity Analysis
Tianyi Lin, Panayotis Mertikopoulos, Michael I. Jordan
We propose and analyze several inexact regularized Newton-type methods for finding a global saddle point of convex-concave unconstrained min-max optimization problems. Compared to…