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COLT
2010
Springer
15 years 11 days ago
Best Arm Identification in Multi-Armed Bandits
We consider the problem of finding the best arm in a stochastic multi-armed bandit game. The regret of a forecaster is here defined by the gap between the mean reward of the optim...
Jean-Yves Audibert, Sébastien Bubeck, R&eac...
IESS
2009
Springer
182views Hardware» more  IESS 2009»
15 years 2 days ago
Modeling Cache Effects at the Transaction Level
Abstract. Embedded system design complexities are growing exponentially. Demand has increased for modeling techniques that can provide both accurate measurements of delay and fast ...
Ardavan Pedram, David Craven, Andreas Gerstlauer
BIBM
2010
IEEE
139views Bioinformatics» more  BIBM 2010»
14 years 11 months ago
Scalable, updatable predictive models for sequence data
The emergence of data rich domains has led to an exponential growth in the size and number of data repositories, offering exciting opportunities to learn from the data using machin...
Neeraj Koul, Ngot Bui, Vasant Honavar
IOR
2010
71views more  IOR 2010»
14 years 11 months ago
Stochastic Root Finding and Efficient Estimation of Convex Risk Measures
Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
Jörn Dunkel, Stefan Weber
SIAMSC
2010
159views more  SIAMSC 2010»
14 years 9 months ago
The Fast Generalized Gauss Transform
The fast Gauss transform allows for the calculation of the sum of N Gaussians at M points in O(N + M) time. Here, we extend the algorithm to a wider class of kernels, motivated by ...
Marina Spivak, Shravan K. Veerapaneni, Leslie Gree...