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04/03/2023
Theoretical guarantees for neural control variates in MCMC
In this paper, we propose a variance reduction approach for Markov chain...
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03/10/2023
Rosenthal-type inequalities for linear statistics of Markov chains
In this paper, we establish novel deviation bounds for additive function...
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07/13/2022
BR-SNIS: Bias Reduced Self-Normalized Importance Sampling
Importance Sampling (IS) is a method for approximating expectations unde...
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07/10/2022
Finite-time High-probability Bounds for Polyak-Ruppert Averaged Iterates of Linear Stochastic Approximation
This paper provides a finite-time analysis of linear stochastic approxim...
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06/20/2022
Simultaneous approximation of a smooth function and its derivatives by deep neural networks with piecewise-polynomial activations
This paper investigates the approximation properties of deep neural netw...
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05/16/2022
From Dirichlet to Rubin: Optimistic Exploration in RL without Bonuses
We propose the Bayes-UCBVI algorithm for reinforcement learning in tabul...
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11/04/2021
Ex^2MCMC: Sampling through Exploration Exploitation
We develop an Explore-Exploit Markov chain Monte Carlo algorithm (Ex^2MC...
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06/02/2021
Tight High Probability Bounds for Linear Stochastic Approximation with Fixed Stepsize
This paper provides a non-asymptotic analysis of linear stochastic appro...
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01/30/2021
Rates of convergence for density estimation with GANs
We undertake a precise study of the non-asymptotic properties of vanilla...
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01/30/2021