Algorithms
Stochastic One-Sided Full-Information Bandit
Dashboard Mechanisms for Online Marketplaces
We present a theoretical model for design and analysis of mechanisms for online marketplaces where a bidding dashboard enables the bid-optimization of long-lived agents. We assume that a good allocation algorithm exists when given the…
Time discretization invariance in Machine Learning, applications to reinforcement learning and recurrent neural networks
While computers are well equipped to deal with discrete flows of data, the real world often provides intrinsically continuous time data sequences, e.g. visual, sensory streams, time series, or state variables in continuous control environments.…
Reproducible Codes and Cryptographic Applications
In this talk I will present a work in progress on structured linear block codes. The investigation starts from well-known examples and generalizes them to a wide class of codes that we call reproducible codes.…
Sequential Estimation of Quantiles with Applications to A/B-testing and Best-arm Identification
Consider the problem of sequentially estimating quantiles of any distribution over a complete, fully-ordered set, based on a stream of i.i.d. observations. We propose new, theoretically sound and practically tight confidence sequences for quantiles, that…
