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...
Abstract. Embedded system design complexities are growing exponentially. Demand has increased for modeling techniques that can provide both accurate measurements of delay and fast ...
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...
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...
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...