80 citations · 177 across the 25 of their papers we have counts for
5 papers · 1 filter
UCB algorithms for multi-armed bandits: Precise regret and adaptive inference
Qiyang Han, Koulik Khamaru, Cun-Hui Zhang
Upper Confidence Bound (UCB) algorithms are a widely-used class of sequential algorithms for the -armed bandit problem. Despite extensive research over the past decades aimed at…
PICS: A sequential approach to obtain optimal designs for non-linear models leveraging closed-form solutions for faster convergence
Suvrojit Ghosh, Koulik Khamaru, Tirthankar Dasgupta
D-Optimal designs for estimating parameters of response models are derived by maximizing the determinant of the Fisher information matrix. For non-linear models, the Fisher informa…
Inference with the Upper Confidence Bound Algorithm
Koulik Khamaru, Cun-Hui Zhang
In this paper, we discuss the asymptotic behavior of the Upper Confidence Bound (UCB) algorithm in the context of multiarmed bandit problems and discuss its implication in downstre…
Uncertainty Quantification With Multiple Sources
Mufang Ying, Wenge Guo, Koulik Khamaru +1
Weighted conformal prediction (WCP) has been commonly used to quantify prediction uncertainty under covariate shift. However, the effectiveness of WCP relies heavily on the degree…
Stochastic Optimization with Constraints: A Non-asymptotic Instance-Dependent Analysis
Koulik Khamaru
We consider the problem of stochastic convex optimization under convex constraints. We analyze the behavior of a natural variance reduced proximal gradient (VRPG) algorithm for thi…