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.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…
stat.ML2024
Inference with the Upper Confidence Bound Algorithm
Koulik Khamaru, Cun-Hui Zhang
In this paper, we discuss the asymptotic behavior of the Upper Confidence Bound (UCB) algorithm in the context of multiarmed bandit problems and discuss its implication in downstre…