Ioannis Kontoyiannis

activity

19992026

most citedEstimating the entropy of binary time series: Methodology, some theory and a simulation study

96 citations · 531 across the 50 of their papers we have counts for

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2 papers · 1 filter

math.ST2021★ 9 cited

The ODE Method for Asymptotic Statistics in Stochastic Approximation and Reinforcement Learning

Vivek Borkar, Shuhang Chen, Adithya Devraj +2

The paper concerns the $d$ -dimensional stochastic approximation recursion, $θ_{n + 1} = θ_{n} + α_{n + 1} f (θ_{n}, Φ_{n + 1})$ where ${Φ_{n}}$ is a stochastic process on a general st…

math.ST2020★ 2 cited

Optimal rates for independence testing via $U$ -statistic permutation tests

Thomas B. Berrett, Ioannis Kontoyiannis, Richard J. Samworth

We study the problem of independence testing given independent and identically distributed pairs taking values in a $σ$ -finite, separable measure space. Defining a natural measure…

The ODE Method for Asymptotic Statistics in Stochastic Approximation and Reinforcement Learning

Optimal rates for independence testing via U-statistic permutation tests

Optimal rates for independence testing via $U$ -statistic permutation tests