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In this paper, we study the multi-objective bandits (MOB) problem, where a learner repeatedly selects one arm to play and then receives a reward vector consisting of multiple objectives. MOB has found many real-world applications as varied…

Machine Learning · Computer Science 2019-05-31 Shiyin Lu , Guanghui Wang , Yao Hu , Lijun Zhang

We consider an opportunistic spectrum access (OSA) problem where the time-varying condition of each channel (e.g., as a result of random fading or certain primary users' activities) is modeled as an arbitrary finite-state Markov chain. At…

Optimization and Control · Mathematics 2010-10-04 Cem Tekin , Mingyan Liu

We consider the problem of estimating the sparse time-varying parameter vectors of a point process model in an online fashion, where the observations and inputs respectively consist of binary and continuous time series. We construct a novel…

Neural and Evolutionary Computing · Computer Science 2016-04-20 Alireza Sheikhattar , Jonathan B. Fritz , Shihab A. Shamma , Behtash Babadi

This paper extends the class of ordinal regression models with a structured interpretation of the problem by applying a novel treatment of encoded labels. The net effect of this is to transform the underlying problem from an ordinal…

Machine Learning · Computer Science 2019-06-03 Niall Twomey , Rafael Poyiadzi , Callum Mann , Raúl Santos-Rodríguez

In biomedical studies, researchers are often interested in assessing the association between one or more ordinal explanatory variables and an outcome variable, at the same time adjusting for covariates of any type. The outcome variable may…

Methodology · Statistics 2023-04-17 Kaspar Rufibach

Most of existing results on regularized system identification focus on regularized impulse response estimation. Since the impulse response model is a special case of orthonormal basis functions, it is interesting to consider if it is…

Systems and Control · Computer Science 2015-04-14 Tianshi Chen , Lennart Ljung

We study continuous, equality knapsack problems with uniform separable, non-convex objective functions that are continuous, antisymmetric about a point, and have concave and convex regions. For example, this model captures a simple…

Optimization and Control · Mathematics 2024-07-16 Jamie Fravel , Robert Hildebrand , Laurel Travis

This paper discusses the problem of adaptive estimation of a univariate object like the value of a regression function at a given point or a linear functional in a linear inverse problem. We consider an adaptive procedure originated from…

Statistics Theory · Mathematics 2009-08-26 Vladimir Spokoiny , Céline Vial

We describe and study a model for an Automated Online Recommendation System (AORS) in which a user's preferences can be time-dependent and can also depend on the history of past recommendations and play-outs. The three key features of the…

Machine Learning · Computer Science 2016-03-31 Rahul Meshram , Aditya Gopalan , D. Manjunath

Recently nonparametric functional model with functional responses has been proposed within the functional reproducing kernel Hilbert spaces (fRKHS) framework. Motivated by its superior performance and also its limitations, we propose a…

Methodology · Statistics 2010-08-11 Heng Lian

We explore the consequences of weakening the notion of incentive compatibility from strategy-proofness to ordinal Bayesian incentive compatibility (OBIC) in the random assignment model. If the common prior of the agents is a uniform prior,…

Theoretical Economics · Economics 2022-07-20 Sulagna Dasgupta , Debasis Mishra

The stochastic multi-armed bandit (MAB) problem is a common model for sequential decision problems. In the standard setup, a decision maker has to choose at every instant between several competing arms, each of them provides a scalar random…

Machine Learning · Statistics 2021-10-27 Asaf Cassel , Shie Mannor , Assaf Zeevi

The integration of physiological computing into mixed-initiative human-robot interaction systems offers valuable advantages in autonomous task allocation by incorporating real-time features as human state observations into the…

In many problem settings, most notably in game playing, an agent receives a possibly delayed reward for its actions. Often, those rewards are handcrafted and not naturally given. Even simple terminal-only rewards, like winning equals 1 and…

Artificial Intelligence · Computer Science 2020-12-09 Tobias Joppen , Johannes Fürnkranz

The analysis of complex computer simulations, often involving functional data, presents unique statistical challenges. Conventional regression methods, such as function-on-function regression, typically associate functional outcomes with…

Methodology · Statistics 2026-02-11 R. Jacob Andros , Rajarshi Guhaniyogi , Devin Francom , Donatella Pasqualini

Supervised operator learning centers on the use of training data, in the form of input-output pairs, to estimate maps between infinite-dimensional spaces. It is emerging as a powerful tool to complement traditional scientific computing,…

Machine Learning · Computer Science 2024-08-14 Nicholas H. Nelsen , Andrew M. Stuart

Offline reinforcement learning is important in domains such as medicine, economics, and e-commerce where online experimentation is costly, dangerous or unethical, and where the true model is unknown. However, most methods assume all…

Machine Learning · Statistics 2025-10-30 David Bruns-Smith , Angela Zhou

This paper considers the problem of robust adaptive efficient estimating of a periodic function in a continuous time regression model with the dependent noises given by a general square integrable semimartingale with a conditionally…

Statistics Theory · Mathematics 2019-09-24 Evgeny Pchelintsev , Serguei Pergamenshchikov

We offer a general Bayes theoretic framework to derive posterior contraction rates under a hierarchical prior design: the first-step prior serves to assess the model selection uncertainty, and the second-step prior quantifies the prior…

Statistics Theory · Mathematics 2021-02-12 Qiyang Han

Data-driven decision making frequently relies on predicting counterfactual outcomes. In practice, researchers commonly train counterfactual prediction models on a source dataset to inform decisions on a possibly separate target population.…

Machine Learning · Statistics 2026-04-07 Keith Barnatchez , Kevin P. Josey , Rachel C. Nethery , Giovanni Parmigiani
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