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Optimal Decision Rules for Composite Binary Hypothesis Testing under Neyman-Pearson Framework
Yanglei Song, Berkan Dulek, Sinan Gezici
The composite binary hypothesis testing problem within the Neyman-Pearson framework is considered. The goal is to maximize the expectation of a nonlinear function of the detection…
math.ST2025
Minimax Rate-Optimal Algorithms for High-Dimensional Stochastic Linear Bandits
Jingyu Liu, Yanglei Song
We study the stochastic linear bandit problem with multiple arms over rounds, where the covariate dimension may exceed , but each arm-specific parameter vector is -sp…