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We present methods for online linear optimization that take advantage of benign (as opposed to worst-case) sequences. Speci cally if the sequence encountered by the learner is described well by a know...
We consider the nonparametric estimation of the density function of weakly and strongly dependent processes with noisy observations. We show that in the ordinary smooth case the optimal bandwidth choi...
In Markov chain Monte Carlo (MCMC) sampling considerable thought goes into constructing random transitions. But those transitions are almost always driven by a simulated IID sequence. Recently it has ...

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