43 citations · 54 across the 6 of their papers we have counts for
6 papers
Quick Best Action Identification in Linear Bandit Problems
Jun Geng, Lifeng Lai
In this paper, we consider a best action identification problem in the stochastic linear bandit setup with a fixed confident constraint. In the considered best action identificatio…
Multi-Chart Detection Procedure for Bayesian Quickest Change-Point Detection with Unknown Post-Change Parameters
Jun Geng, Erhan Bayraktar, Lifeng Lai
In this paper, the problem of quickly detecting an abrupt change on a stochastic process under Bayesian framework is considered. Different from the classic Bayesian quickest change…
Quickest Search over Multiple Sequences with Mixed Observation
Jun Geng, Weiyu Xu, Lifeng Lai
The problem of sequentially finding an independent and identically distributed (i.i.d.) sequence that is drawn from a probability distribution by searching over multiple sequ…
Bayesian Quickest Change Point Detection with Sampling Right Constraints
Jun Geng, Erhan Bayraktar, Lifeng Lai
In this paper, Bayesian quickest change detection problems with sampling right constraints are considered. Specifically, there is a sequence of random variables whose probability d…
Non-Bayesian Quickest Detection with Stochastic Sample Right Constraints
Jun Geng, Lifeng Lai
In this paper, we study the design and analysis of optimal detection scheme for sensors that are deployed to monitor the change in the environment and are powered by the energy har…
Quickest Search Over Multiple Sequences with Mixed Observations
Jun Geng, Weiyu Xu, Lifeng Lai
The problem of sequentially finding an independent and identically distributed (i.i.d.) sequence that is drawn from a probability distribution by searching over multiple sequ…