3 papers
math.ST2026
Empirical Bayes for correlated Gaussian sequence model
Qiyang Han, Cun-Hui Zhang
Empirical Bayes methods are among the most widely used statistical methods for large-scale inference. A central paradigm is the NPMLE, whose theoretical guarantees are by now well…
math.ST2026
Thompson sampling: Precise arm-pull dynamics and adaptive inference
Qiyang Han
Adaptive sampling schemes are well known to create complex dependence that may invalidate conventional inference methods. A recent line of work shows that this need not be the case…
math.ST2024
UCB algorithms for multi-armed bandits: Precise regret and adaptive inference
Qiyang Han, Koulik Khamaru, Cun-Hui Zhang
Upper Confidence Bound (UCB) algorithms are a widely-used class of sequential algorithms for the -armed bandit problem. Despite extensive research over the past decades aimed at…