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math.ST2017★ 6 cited
Ivanov-Regularised Least-Squares Estimators over Large RKHSs and Their Interpolation Spaces
Stephen Page, Steffen Grünewälder
We study kernel least-squares estimation under a norm constraint. This form of regularisation is known as Ivanov regularisation and it provides better control of the norm of the es…
math.ST2017★ 8 cited
Approximations of the Restless Bandit Problem
Steffen Grunewalder, Azadeh Khaleghi
The multi-armed restless bandit problem is studied in the case where the pay-off distributions are stationary -mixing. This version of the problem provides a more realistic mode…