no code implementations • 30 Dec 2022 • Aolin Xu, Peng Guan
The traditional statistical inference is static, in the sense that the estimate of the quantity of interest does not affect the future evolution of the quantity.
no code implementations • 14 Jan 2014 • Peng Guan, Maxim Raginsky, Rebecca Willett
This paper considers an online (real-time) control problem that involves an agent performing a discrete-time random walk over a finite state space.
no code implementations • 28 Oct 2013 • Peng Guan, Maxim Raginsky, Rebecca Willett
Online learning algorithms are designed to perform in non-stationary environments, but generally there is no notion of a dynamic state to model constraints on current and future actions as a function of past actions.