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09/12/2023
Generalized Regret Analysis of Thompson Sampling using Fractional Posteriors
Thompson sampling (TS) is one of the most popular and earliest algorithm...
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09/07/2022
Facial De-morphing: Extracting Component Faces from a Single Morph
A face morph is created by strategically combining two or more face imag...
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06/23/2021
Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency
This paper considers data-driven chance-constrained stochastic optimizat...
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01/06/2020
Variational Bayesian Methods for Stochastically Constrained System Design Problems
We study system design problems stated as parameterized stochastic progr...
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11/04/2019
Asymptotic Consistency of Loss-Calibrated Variational Bayes
This paper establishes the asymptotic consistency of the loss-calibrate...
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03/12/2019
Risk-Sensitive Variational Bayes: Formulations and Bounds
We study data-driven decision-making problems in a parametrized Bayesian...
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03/12/2019
Computational Bayes-Predictive Stochastic Programming: Finite Sample Bounds
We study stochastic programming models where the stochastic variable is ...
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03/12/2019
Computational Bayes-Predictive Stochastic Programming: Finite Sample Bound
We study stochastic programming models where the stochastic variable is ...
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02/05/2019
Asymptotic Consistency of α-Rényi-Approximate Posteriors
In this work, we study consistency properties of α-Rényi approximate pos...
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11/17/2018
Optimal Allocations for Sample Average Approximation
We consider a single stage stochastic program without recourse with a st...
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10/29/2018