4 papers
Tractable Instances of Bilinear Maximization: Implementing LinUCB on Ellipsoids
Raymond Zhang, Hédi Hadiji, Richard Combes
We consider the maximization of over , with convex and an ellipsoid. This prob…
From Bayesian Asymptotics to General Large-Scale MIMO Capacity
Sheng Yang, Richard Combes
We present a unifying framework that bridges Bayesian asymptotics and information theory to analyze the asymptotic Shannon capacity of general large-scale MIMO channels including o…
Linear Bandits on Ellipsoids: Minimax Optimal Algorithms
Raymond Zhang, Hedi Hadiji, Richard Combes
We consider linear stochastic bandits where the set of actions is an ellipsoid. We provide the first known minimax optimal algorithm for this problem. We first derive a novel infor…
Thompson Sampling For Combinatorial Bandits: Polynomial Regret and Mismatched Sampling Paradox
Raymond Zhang, Richard Combes
We consider Thompson Sampling (TS) for linear combinatorial semi-bandits and subgaussian rewards. We propose the first known TS whose finite-time regret does not scale exponentiall…