73 citations · 439 across the 61 of their papers we have counts for
Showing 2022 · stat.MLShow all
2 papers · 2 filters
stat.ML2022★ 1 cited
Kernel PCA for multivariate extremes
Marco Avella-Medina, Richard A. Davis, Gennady Samorodnitsky
We propose kernel PCA as a method for analyzing the dependence structure of multivariate extremes and demonstrate that it can be a powerful tool for clustering and dimension reduct…
stat.ML2022
On Penalization in Stochastic Multi-armed Bandits
Guanhua Fang, Ping Li, Gennady Samorodnitsky
We study an important variant of the stochastic multi-armed bandit (MAB) problem, which takes penalization into consideration. Instead of directly maximizing cumulative expected re…