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TCS
2010
13 years 8 months ago
Active learning in heteroscedastic noise
We consider the problem of actively learning the mean values of distributions associated with a finite number of options. The decision maker can select which option to generate t...
András Antos, Varun Grover, Csaba Szepesv&a...
INFOCOM
2010
IEEE
13 years 7 months ago
Maintaining Approximate Minimum Steiner Tree and k-center for Mobile Agents in a Sensor Network
Abstract--We study the problem of maintaining group communication between m mobile agents, tracked and helped by n static networked sensors. We develop algorithms to maintain a O(l...
Dengpan Zhou, Jie Gao
COLT
2010
Springer
13 years 7 months ago
Nonparametric Bandits with Covariates
We consider a bandit problem which involves sequential sampling from two populations (arms). Each arm produces a noisy reward realization which depends on an observable random cov...
Philippe Rigollet, Assaf Zeevi
CORR
2010
Springer
136views Education» more  CORR 2010»
13 years 6 months ago
Comparing Prediction Market Structures, With an Application to Market Making
Ensuring sufficient liquidity is one of the key challenges for designers of prediction markets. Various market making algorithms have been proposed in the literature and deployed ...
Aseem Brahma, Sanmay Das, Malik Magdon-Ismail
CORR
2010
Springer
152views Education» more  CORR 2010»
13 years 4 months ago
Combinatorial Network Optimization with Unknown Variables: Multi-Armed Bandits with Linear Rewards
In the classic multi-armed bandits problem, the goal is to have a policy for dynamically operating arms that each yield stochastic rewards with unknown means. The key metric of int...
Yi Gai, Bhaskar Krishnamachari, Rahul Jain