On Sequential Elimination Algorithms for Best-Arm Identification in Multi-Armed Bandits

no code implementations • 8 Sep 2016 • Shahin Shahrampour, Mohammad Noshad, Vahid Tarokh

Based on this result, we develop an algorithm that divides the budget according to a nonlinear function of remaining arms at each round.

Multi-Armed Bandits

Learning the Number of Autoregressive Mixtures in Time Series Using the Gap Statistics

no code implementations • 11 Sep 2015 • Jie Ding, Mohammad Noshad, Vahid Tarokh

We define a new distance measure between stable AR filters and draw a reference curve that is used to measure how much adding a new AR filter improves the performance of the model, and then choose the number of AR filters that has the maximum gap with the reference curve.

Model Selection Time Series +1

Data-Driven Learning of the Number of States in Multi-State Autoregressive Models

no code implementations • 6 Jun 2015 • Jie Ding, Mohammad Noshad, Vahid Tarokh

In this work, we consider the class of multi-state autoregressive processes that can be used to model non-stationary time-series of interest.

Model Selection Time Series +1