12 citations · 33 across the 9 of their papers we have counts for
6 papers · 1 filter
Thresholding Bandit Problem with Both Duels and Pulls
Yichong Xu, Xi Chen, Aarti Singh +1
The Thresholding Bandit Problem (TBP) aims to find the set of arms with mean rewards greater than a given threshold. We consider a new setting of TBP, where in addition to pulling…
Distributed High-dimensional Regression Under a Quantile Loss Function
Xi Chen, Weidong Liu, Xiaojun Mao +1
This paper studies distributed estimation and support recovery for high-dimensional linear regression model with heavy-tailed noise. To deal with heavy-tailed noise whose variance…
On Stationary-Point Hitting Time and Ergodicity of Stochastic Gradient Langevin Dynamics
Xi Chen, Simon S. Du, Xin T. Tong
Stochastic gradient Langevin dynamics (SGLD) is a fundamental algorithm in stochastic optimization. Recent work by Zhang et al. [2017] presents an analysis for the hitting time of…
Robust Inference via Multiplier Bootstrap
Xi Chen, Wen-Xin Zhou
This paper investigates the theoretical underpinnings of two fundamental statistical inference problems, the construction of confidence sets and large-scale simultaneous hypothesis…
Distributionally Robust Optimization with Confidence Bands for Probability Density Functions
Xi Chen, Qihang Lin, Guanglin Xu
Distributionally robust optimization (DRO) has been introduced for solving stochastic programs where the distribution of the random parameters is unknown and must be estimated by s…
Large-Scale Markov Decision Problems via the Linear Programming Dual
Yasin Abbasi-Yadkori, Peter L. Bartlett, Xi Chen +1
We consider the problem of controlling a fully specified Markov decision process (MDP), also known as the planning problem, when the state space is very large and calculating the o…