research
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05/10/2022
Adjusted Expected Improvement for Cumulative Regret Minimization in Noisy Bayesian Optimization
The expected improvement (EI) is one of the most popular acquisition fun...
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05/15/2021
Sparsity Likelihood for Sparse Signal and Change-point Detection
We propose here sparsity likelihood scores for sparse signal detection a...
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09/05/2019
Optimal UCB Adjustments for Large Arm Sizes
The regret lower bound of Lai and Robbins (1985), the gold standard for ...
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05/30/2018