Search Results for author: Will Wei Sun

Found 17 papers, 1 papers with code

Rate-Optimal Contextual Online Matching Bandit

no code implementations7 May 2022 Yuantong Li, Chi-Hua Wang, Guang Cheng, Will Wei Sun

Existing works focus on multi-armed bandit with static preference, but this is insufficient: the two-sided preference changes as along as one-side's contextual information updates, resulting in non-static matching.

Distribution-free Contextual Dynamic Pricing

no code implementations15 Sep 2021 Yiyun Luo, Will Wei Sun, and Yufeng Liu

The customer's valuation for the product is a linear function of contexts, including product and customer features, plus some random market noise.

Online Bootstrap Inference For Policy Evaluation in Reinforcement Learning

no code implementations8 Aug 2021 Pratik Ramprasad, Yuantong Li, Zhuoran Yang, Zhaoran Wang, Will Wei Sun, Guang Cheng

The recent emergence of reinforcement learning has created a demand for robust statistical inference methods for the parameter estimates computed using these algorithms.

online learning reinforcement-learning

Jointly Modeling and Clustering Tensors in High Dimensions

no code implementations15 Apr 2021 Biao Cai, Jingfei Zhang, Will Wei Sun

We consider the problem of jointly modeling and clustering populations of tensors by introducing a high-dimensional tensor mixture model with heterogeneous covariances.

Dimensionality Reduction

Covariate-assisted Sparse Tensor Completion

no code implementations11 Mar 2021 Hilda S Ibriga, Will Wei Sun

An important by-product is that ad latent components from COSTCO reveal interesting ad clusters, which are useful for better ad targeting.

Online Regularization towards Always-Valid High-Dimensional Dynamic Pricing

no code implementations5 Jul 2020 Chi-Hua Wang, Zhanyu Wang, Will Wei Sun, Guang Cheng

In this paper, we propose a novel approach for designing dynamic pricing policy based regularized online statistical learning with theoretical guarantees.

Partially Observed Dynamic Tensor Response Regression

no code implementations22 Feb 2020 Jie Zhou, Will Wei Sun, Jingfei Zhang, Lexin Li

In this article, we develop a regression model with partially observed dynamic tensor as the response and external covariates as the predictor.

regression

Sparse Tensor Additive Regression

no code implementations31 Mar 2019 Botao Hao, Boxiang Wang, Pengyuan Wang, Jingfei Zhang, Jian Yang, Will Wei Sun

Tensors are becoming prevalent in modern applications such as medical imaging and digital marketing.

Click-Through Rate Prediction Marketing +1

Provable Convex Co-clustering of Tensors

no code implementations17 Mar 2018 Eric C. Chi, Brian R. Gaines, Will Wei Sun, Hua Zhou, Jian Yang

Our convex co-clustering (CoCo) estimator enjoys stability guarantees and its computational and storage costs are polynomial in the size of the data.

Dynamic Tensor Clustering

no code implementations24 Aug 2017 Will Wei Sun, Lexin Li

Existing tensor clustering methods either fail to account for the dynamic nature of the data, or are inapplicable to a general-order tensor.

Dimensionality Reduction

Stability Enhanced Large-Margin Classifier Selection

no code implementations20 Jan 2017 Will Wei Sun, Guang Cheng, Yufeng Liu

Stability is an important aspect of a classification procedure because unstable predictions can potentially reduce users' trust in a classification system and also harm the reproducibility of scientific conclusions.

Classification General Classification

Simultaneous Clustering and Estimation of Heterogeneous Graphical Models

no code implementations28 Nov 2016 Botao Hao, Will Wei Sun, Yufeng Liu, Guang Cheng

We consider joint estimation of multiple graphical models arising from heterogeneous and high-dimensional observations.

Sparse Learning

Tensor Graphical Model: Non-convex Optimization and Statistical Inference

no code implementations15 Sep 2016 Xiang Lyu, Will Wei Sun, Zhaoran Wang, Han Liu, Jian Yang, Guang Cheng

We consider the estimation and inference of graphical models that characterize the dependency structure of high-dimensional tensor-valued data.

STORE: Sparse Tensor Response Regression and Neuroimaging Analysis

no code implementations15 Sep 2016 Will Wei Sun, Lexin Li

Motivated by applications in neuroimaging analysis, we propose a new regression model, Sparse TensOr REsponse regression (STORE), with a tensor response and a vector predictor.

regression

Sparse Convex Clustering

1 code implementation18 Jan 2016 Binhuan Wang, Yilong Zhang, Will Wei Sun, Yixin Fang

Convex clustering, a convex relaxation of k-means clustering and hierarchical clustering, has drawn recent attentions since it nicely addresses the instability issue of traditional nonconvex clustering methods.

Provable Sparse Tensor Decomposition

no code implementations5 Feb 2015 Will Wei Sun, Junwei Lu, Han Liu, Guang Cheng

We propose a novel sparse tensor decomposition method, namely Tensor Truncated Power (TTP) method, that incorporates variable selection into the estimation of decomposition components.

Click-Through Rate Prediction Tensor Decomposition +1

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