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Stochastics and Statistics Seminar Yanjun Han, MIT

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Stochastics and Statistics Seminar Anette "Peko" Hosoi, MIT

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IDSS Distinguished Seminars Ariel Procaccia, Harvard University

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Stochastics and Statistics Seminar Series Konstantin Tikhomirov, Georgia Institute of Technology

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Beyond UCB: statistical complexity and optimal algorithm for non-linear ridge bandits

Yanjun Han, MIT
E18-304

Abstract: Many existing literature on bandits and reinforcement learning assume a linear reward/value function, but what happens if the reward is non-linear? Two curious phenomena arise for non-linear bandits: first, in addition to the "learning phase" with a standard \Theta(\sqrt(T)) regret, there is an "initialization phase" with a fixed cost determined by the reward function;…

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Short Stories about Data and Sports

Anette "Peko" Hosoi, MIT
E18-304

ABSTRACT Recent advances in data collection have made sports an attractive testing ground for new analyses and algorithms, and a fascinating controlled microcosm in which to explore social interactions. In this talk I will describe two studies in this arena: one related to public health and the pandemic and one related to decision-making in basketball.…

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Democracy and the Pursuit of Randomness

Ariel Procaccia, Harvard University
E18-304

Abstract: Sortition is a storied paradigm of democracy built on the idea of choosing representatives through lotteries instead of elections. In recent years this idea has found renewed popularity in the form of citizens’ assemblies, which bring together randomly selected people from all walks of life to discuss key questions and deliver policy recommendations. A…

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Regularized modified log-Sobolev inequalities, and comparison of Markov chains

Konstantin Tikhomirov, Georgia Institute of Technology
E18-304

Abstract: In this work, we develop a comparison procedure for the Modified log-Sobolev Inequality (MLSI) constants of two reversible Markov chains on a finite state space. As an application, we provide a sharp estimate of the MLSI constant of the switch chain on the set of simple bipartite regular graphs of size n with a fixed degree d. Our…

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