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math.ST2017
Lasso Guarantees for -Mixing Heavy Tailed Time Series
Kam Chung Wong, Zifan Li, Ambuj Tewari
Many theoretical results for the lasso require the samples to be iid. Recent work has provided guarantees for the lasso assuming that the time series is generated by a sparse Vecto…
cs.LG2017
Beyond the Hazard Rate: More Perturbation Algorithms for Adversarial Multi-armed Bandits
Zifan Li, Ambuj Tewari
Recent work on follow the perturbed leader (FTPL) algorithms for the adversarial multi-armed bandit problem has highlighted the role of the hazard rate of the distribution generati…