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06/19/2023
High-dimensional Contextual Bandit Problem without Sparsity
In this research, we investigate the high-dimensional linear contextual ...
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07/10/2022
Strategic Choices of Migrants and Smugglers in the Central Mediterranean Sea
The sea crossing from Libya to Italy is one of the world's most dangerou...
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06/09/2022
Globally Optimal Algorithms for Fixed-Budget Best Arm Identification
We consider the fixed-budget best arm identification problem where the g...
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02/14/2022
Anytime Capacity Expansion in Medical Residency Match by Monte Carlo Tree Search
This paper considers the capacity expansion problem in two-sided matchin...
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02/10/2022
Bayes Optimal Algorithm is Suboptimal in Frequentist Best Arm Identification
We consider the fixed-budget best arm identification problem with Normal...
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11/18/2021
Optimal Simple Regret in Bayesian Best Arm Identification
We consider Bayesian best arm identification in the multi-armed bandit p...
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09/20/2021
Deviation-Based Learning
We propose deviation-based learning, a new approach to training recommen...
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09/16/2021
Policy Choice and Best Arm Identification: Comments on "Adaptive Treatment Assignment in Experiments for Policy Choice"
Adaptive experimental design for efficient decision-making is an importa...
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07/23/2021
Finite-time Analysis of Globally Nonstationary Multi-Armed Bandits
We consider nonstationary multi-armed bandit problems where the model pa...
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02/15/2021
Controlling False Discovery Rates Using Null Bootstrapping
We consider controlling the false discovery rate for many tests with unk...
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10/02/2020
On Statistical Discrimination as a Failure of Social Learning: A Multi-Armed Bandit Approach
We analyze statistical discrimination using a multi-armed bandit model w...
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10/02/2019
A Robust Transferable Deep Learning Framework for Cross-sectional Investment Strategy
Stock return predictability is an important research theme as it reflect...
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10/11/2018
A Simple Way to Deal with Cherry-picking
Statistical hypothesis testing serves as statistical evidence for scient...
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07/18/2018
Cross Validation Based Model Selection via Generalized Method of Moments
Structural estimation is an important methodology in empirical economics...
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06/13/2018
Comparing Fairness Criteria Based on Social Outcome
Fairness in algorithmic decision-making processes is attracting increasi...
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10/13/2017
Two-stage Algorithm for Fairness-aware Machine Learning
Algorithmic decision making process now affects many aspects of our live...
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05/05/2016
Copeland Dueling Bandit Problem: Regret Lower Bound, Optimal Algorithm, and Computationally Efficient Algorithm
We study the K-armed dueling bandit problem, a variation of the standard...
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09/30/2015
Regret Lower Bound and Optimal Algorithm in Finite Stochastic Partial Monitoring
Partial monitoring is a general model for sequential learning with limit...
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06/08/2015
Regret Lower Bound and Optimal Algorithm in Dueling Bandit Problem
We study the K-armed dueling bandit problem, a variation of the standard...
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06/02/2015