no code implementations • 17 Feb 2024 • Kyoungseok Jang, Chicheng Zhang, Kwang-Sung Jun
Assuming access to the distribution of the covariates, we propose a novel low-rank matrix estimation method called LowPopArt and provide its recovery guarantee that depends on a novel quantity denoted by B(Q) that characterizes the hardness of the problem, where Q is the covariance matrix of the measurement distribution.
no code implementations • 16 Feb 2024 • Kyoungseok Jang, Junpei Komiyama, Kazutoshi Yamazaki
This problem aims to find the arm of the largest mean with a fixed confidence level when the bandit model has been sampled from the known prior.
no code implementations • 14 Feb 2024 • Ilja Kuzborskij, Kwang-Sung Jun, Yulian Wu, Kyoungseok Jang, Francesco Orabona
In this paper, we consider the problem of proving concentration inequalities to estimate the mean of the sequence.
no code implementations • 12 Feb 2023 • Kyoungseok Jang, Kwang-Sung Jun, Ilja Kuzborskij, Francesco Orabona
We consider the problem of estimating the mean of a sequence of random elements $f(X_1, \theta)$ $, \ldots, $ $f(X_n, \theta)$ where $f$ is a fixed scalar function, $S=(X_1, \ldots, X_n)$ are independent random variables, and $\theta$ is a possibly $S$-dependent parameter.
1 code implementation • 25 Oct 2022 • Kyoungseok Jang, Chicheng Zhang, Kwang-Sung Jun
In this paper, we propose a simple and computationally efficient sparse linear estimation method called PopArt that enjoys a tighter $\ell_1$ recovery guarantee compared to Lasso (Tibshirani, 1996) in many problems.