1 citations · 2 across the 4 of their papers we have counts for
4 papers
Empirical Bayes for correlated Gaussian sequence model
Qiyang Han, Cun-Hui Zhang
Empirical Bayes methods are among the most widely used statistical methods for large-scale inference. A central paradigm is the NPMLE, whose theoretical guarantees are by now well…
UCB algorithms for multi-armed bandits: Precise regret and adaptive inference
Qiyang Han, Koulik Khamaru, Cun-Hui Zhang
Upper Confidence Bound (UCB) algorithms are a widely-used class of sequential algorithms for the -armed bandit problem. Despite extensive research over the past decades aimed at…
Inference with the Upper Confidence Bound Algorithm
Koulik Khamaru, Cun-Hui Zhang
In this paper, we discuss the asymptotic behavior of the Upper Confidence Bound (UCB) algorithm in the context of multiarmed bandit problems and discuss its implication in downstre…
Statistical Limits of Adaptive Linear Models: Low-Dimensional Estimation and Inference
Licong Lin, Mufang Ying, Suvrojit Ghosh +2
Estimation and inference in statistics pose significant challenges when data are collected adaptively. Even in linear models, the Ordinary Least Squares (OLS) estimator may fail to…