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math.ST2025
Adaptive Algorithms for Infinitely Many-Armed Bandits: A Unified Framework
Emmanuel Pilliat
We consider a bandit problem where the buget is smaller than the number of arms, which may be infinite. In this regime, the usual objective in the literature is to minimize simple…
math.ST2024
On Sparsity and Sub-Gaussianity in the Johnson-Lindenstrauss Lemma
Aurélien Garivier, Emmanuel Pilliat
We provide a simple proof of the Johnson-Lindenstrauss lemma for sub-Gaussian variables. We extend the analysis to identify how sparse projections can be, and what the cost of spar…