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math.PR2024★ 2 cited
Harmonic analysis of Mandelbrot cascades -- in the context of vector-valued martingales
Xinxin Chen, Yong Han, Yanqi Qiu +1
We solve a long-standing open problem of determining the Fourier dimension of the Mandelbrot canonical cascade measure (MCCM). This problem of significant interest was raised by Ma…
cs.LG2024
UCB Exploration for Fixed-Budget Bayesian Best Arm Identification
Rong J. B. Zhu, Yanqi Qiu
We study best-arm identification (BAI) in the fixed-budget setting. Adaptive allocations based on upper confidence bounds (UCBs), such as UCBE, are known to work well in BAI. Howev…
math.FA2024
Self-absorption of Hankel systems on monoids --a seemingly universal property
Yong Han, Yanqi Qiu, Zipeng Wang
Given any cancellative monoid , we study the Hankel system determined by its multiplication table. We prove that the Hankel system admits self-absorption property prov…