610 citations · 2k across the 74 of their papers we have counts for
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Exponential Bellman Equation and Improved Regret Bounds for Risk-Sensitive Reinforcement Learning
Yingjie Fei, Zhuoran Yang, Yudong Chen +1
We study risk-sensitive reinforcement learning (RL) based on the entropic risk measure. Although existing works have established non-asymptotic regret guarantees for this problem,…
Inference in high-dimensional online changepoint detection
Yudong Chen, Tengyao Wang, Richard J. Samworth
We introduce and study two new inferential challenges associated with the sequential detection of change in a high-dimensional mean vector. First, we seek a confidence interval for…
Rank Overspecified Robust Matrix Recovery: Subgradient Method and Exact Recovery
Lijun Ding, Liwei Jiang, Yudong Chen +2
We study the robust recovery of a low-rank matrix from sparsely and grossly corrupted Gaussian measurements, with no prior knowledge on the intrinsic rank. We consider the robust m…