4 papers · 1 filter
Vector-valued self-normalized concentration inequalities beyond sub-Gaussianity
Diego Martinez-Taboada, Tomas Gonzalez, Aaditya Ramdas
The study of self-normalized processes plays a crucial role in a wide range of applications, from sequential decision-making to econometrics. While the behavior of self-normalized…
Sequential Kernelized Stein Discrepancy
Diego Martinez-Taboada, Aaditya Ramdas
We present a sequential version of the kernelized Stein discrepancy goodness-of-fit test, which allows for conducting goodness-of-fit tests for unnormalized densities that are cont…
Bayesian Counterfactual Mean Embeddings and Off-Policy Evaluation
Diego Martinez-Taboada, Dino Sejdinovic
The counterfactual distribution models the effect of the treatment in the untreated group. While most of the work focuses on the expected values of the treatment effect, one may be…
Sequential Decision Making on Unmatched Data using Bayesian Kernel Embeddings
Diego Martinez-Taboada, Dino Sejdinovic
The problem of sequentially maximizing the expectation of a function seeks to maximize the expected value of a function of interest without having direct control on its features. I…