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cs.GT2016
Sampled Fictitious Play is Hannan Consistent
Zifan Li, Ambuj Tewari
Fictitious play is a simple and widely studied adaptive heuristic for playing repeated games. It is well known that fictitious play fails to be Hannan consistent. Several variants…
stat.ML2016
Lasso Guarantees for Time Series Estimation Under Subgaussian Tails and -Mixing
Kam Chung Wong, Zifan Li, Ambuj Tewari
Many theoretical results on estimation of high dimensional time series require specifying an underlying data generating model (DGM). Instead, along the footsteps of~\cite{wong2017l…