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PAC-Bayesian Analysis of the Exploration-Exploitation Trade-off
coherent framework PAC-Bayesian Analysis Exploration-Exploitation Trade-off
2011/6/21
We develop a coherent framework for integrative
simultaneous analysis of the explorationexploitation
and model order selection tradeoffs.
We improve over our preceding results
on the same subject ...
PAC-Bayesian Analysis of Martingales and Multiarmed Bandits
PAC-Bayesian Analysis Martingales Multiarmed Bandits
2011/6/21
We present two alternative ways to apply PAC-Bayesian analysis to sequences of dependent
random variables. The first is based on a new lemma that enables to bound expectations
of convex functions of...
Sparse Signal Recovery with Temporally Correlated Source Vectors Using Sparse Bayesian Learning
Bayesian Learning Temporally Correlated Signal Recovery
2011/3/23
We address the sparse signal recovery problem in the context of multiple measurement vectors (MMV) when elements in each nonzero row of the solution matrix are temporally correlated. Existing algorith...
An integrative analysis of cancer gene expression studies using Bayesian latent factor modeling
micro-environmental parameters in cancer Weibull survival models
2010/10/19
We present an applied study in cancer genomics for integrating data and inferences from laboratory experiments on cancer cell lines with observational data obtained from human breast cancer studies. T...
Robust linear regression through PAC-Bayesian truncation
Linear regression Generalization error Shrinkage
2010/10/14
We consider the problem of predicting as well as the best linear combination of d given functions in least squares regression under $L^\infty$ constraints on the linear combination. When the input dis...