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cs.LG2024
Regret Minimization and Statistical Inference in Online Decision Making with High-dimensional Covariates
Congyuan Duan, Wanteng Ma, Jiashuo Jiang +1
This paper investigates regret minimization, statistical inference, and their interplay in high-dimensional online decision-making based on the sparse linear context bandit model.…
math.ST2024
Statistical Inference in Tensor Completion: Optimal Uncertainty Quantification and Statistical-to-Computational Gaps
Wanteng Ma, Dong Xia
This paper presents a simple yet efficient method for statistical inference of tensor linear forms using incomplete and noisy observations. Under the Tucker low-rank tensor model a…
math.ST2024
Tensor Methods in High Dimensional Data Analysis: Opportunities and Challenges
Arnab Auddy, Dong Xia, Ming Yuan
Large amount of multidimensional data represented by multiway arrays or tensors are prevalent in modern applications across various fields such as chemometrics, genomics, physics,…