no code implementations • 11 Oct 2022 • Lin Fan, Peter W. Glynn
The tail characterizations there are associated with atypical bandit behavior on trajectories where the optimal arm mean is under-estimated, leading to mis-identification of the optimal arm and large regret.
1 code implementation • Nature 2022 • Eeshit Dhaval Vaishnav, Carl G. de Boer, Jennifer Molinet, Moran Yassour, Lin Fan, Xian Adiconis, Dawn A. Thompson, Joshua Z. Levin, Francisco A. Cubillos, Aviv Regev
Mutations in non-coding regulatory DNA sequences can alter gene expression, organismal phenotype and fitness.
no code implementations • 28 Sep 2021 • Lin Fan, Peter W. Glynn
It is well known that designs that are optimal over certain exponential families can achieve expected regret that grows logarithmically in the number of arm plays, at a rate governed by the Lai-Robbins lower bound.
no code implementations • 19 May 2021 • Lin Fan, Peter W. Glynn
In the regime where the gaps between arm means scale as $1/\sqrt{n}$ with the time horizon $n$, we show that the dynamics of Thompson sampling evolve according to discrete versions of SDEs and random ODEs.
no code implementations • 7 Sep 2018 • Lin Fan, Peter W. Glynn, Markus Pelger
We propose novel methods for change-point testing for nonparametric estimators of expected shortfall and related risk measures in weakly dependent time series.