3 papers
stat.ML2024
On Lai's Upper Confidence Bound in Multi-Armed Bandits
Huachen Ren, Cun-Hui Zhang
In this memorial paper, we honor Tze Leung Lai's seminal contributions to the topic of multi-armed bandits, with a specific focus on his pioneering work on the upper confidence bou…
stat.ME2024
Tensor Factor Model Estimation by Iterative Projection
Yuefeng Han, Rong Chen, Dan Yang +1
Tensor time series, which is a time series consisting of tensorial observations, has become ubiquitous. It typically exhibits high dimensionality. One approach for dimension reduct…
stat.ME2024
CP Factor Model for Dynamic Tensors
Yuefeng Han, Dan Yang, Cun-Hui Zhang +1
Observations in various applications are frequently represented as a time series of multidimensional arrays, called tensor time series, preserving the inherent multidimensional str…