1 code implementation • 7 Mar 2022 • Jaehyeok Shin, Aaditya Ramdas, Alessandro Rinaldo
Sequential change detection is a classical problem with a variety of applications.
no code implementations • ICML 2020 • Jaehyeok Shin, Aaditya Ramdas, Alessandro Rinaldo
The bias of the sample means of the arms in multi-armed bandits is an important issue in adaptive data analysis that has recently received considerable attention in the literature.
no code implementations • NeurIPS 2019 • Jaehyeok Shin, Aaditya Ramdas, Alessandro Rinaldo
It is well known that in stochastic multi-armed bandits (MAB), the sample mean of an arm is typically not an unbiased estimator of its true mean.
no code implementations • 2 Feb 2019 • Jaehyeok Shin, Aaditya Ramdas, Alessandro Rinaldo
For example, when is it consistent, how large is its bias, and can we bound its mean squared error?