no code implementations • 26 Feb 2024 • Jiaming Liang, Siddharth Mitra, Andre Wibisono
We study the rate at which the initial and current random variables become independent along a Markov chain, focusing on the Langevin diffusion in continuous time and the Unadjusted Langevin Algorithm (ULA) in discrete time.
no code implementations • 15 Jun 2023 • Amin Karbasi, Nikki Lijing Kuang, Yi-An Ma, Siddharth Mitra
Thompson sampling (TS) is widely used in sequential decision making due to its ease of use and appealing empirical performance.
no code implementations • NeurIPS 2021 • Siddharth Mitra, Moran Feldman, Amin Karbasi
It has been well established that first order optimization methods can converge to the maximal objective value of concave functions and provide constant factor approximation guarantees for (non-convex/non-concave) continuous submodular functions.
no code implementations • 19 Oct 2019 • Siddharth Mitra, Aditya Gopalan
We then consider revealing action-partial monitoring games -- a version of label efficient prediction with additive information costs, which in general are known to lie in the \textit{hard} class of games having minimax regret of order $T^{\frac{2}{3}}$.