Pushing the Efficiency-Regret Pareto Frontier for Online Learning of Portfolios and Quantum States

6 February 2022

Papers citing "Pushing the Efficiency-Regret Pareto Frontier for Online Learning of Portfolios and Quantum States"

13 / 13 papers shown

Title
Gambling-Based Confidence Sequences for Bounded Random Vectors J. Jon Ryu G. Wornell 84 3 0 06 Feb 2024
Fast Minimization of Expected Logarithmic Loss via Stochastic Dual Averaging C. Tsai Hao-Chung Cheng Yen-Huan Li 62 1 0 05 Nov 2023
Towards Optimal Regret in Adversarial Linear MDPs with Bandit Feedback Haolin Liu Chen-Yu Wei Julian Zimmert 76 6 0 17 Oct 2023
Bypassing the Simulator: Near-Optimal Adversarial Linear Contextual Bandits Haolin Liu Chen-Yu Wei Julian Zimmert 74 9 0 02 Sep 2023
Projection-Free Online Convex Optimization via Efficient Newton Iterations Khashayar Gatmiry Zakaria Mhammedi 98 4 0 19 Jun 2023
Data-Dependent Bounds for Online Portfolio Selection Without Lipschitzness and Smoothness C. Tsai Ying-Ting Lin Yen-Huan Li 58 5 0 23 May 2023
Smoothed Analysis of Sequential Probability Assignment Alankrita Bhatt Nika Haghtalab Abhishek Shetty 80 10 0 08 Mar 2023
Faster Stochastic First-Order Method for Maximum-Likelihood Quantum State Tomography C. Tsai Hao-Chung Cheng Yen-Huan Li 56 4 0 23 Nov 2022
Online Self-Concordant and Relatively Smooth Minimization, With Applications to Online Portfolio Selection and Learning Quantum States C. Tsai Hao-Chung Cheng Yen-Huan Li 76 9 0 03 Oct 2022
Adaptive Online Learning of Quantum States Xinyi Chen Elad Hazan Tongyang Li Zhou Lu Xinzhao Wang Rui Yang 74 14 0 01 Jun 2022
Optimal Comparator Adaptive Online Learning with Switching Cost Zhiyu Zhang Ashok Cutkosky I. Paschalidis 70 4 0 13 May 2022
Damped Online Newton Step for Portfolio Selection Zakaria Mhammedi Alexander Rakhlin 60 15 0 15 Feb 2022
Maximum-Likelihood Quantum State Tomography by Soft-Bayes Chien-Ming Lin Yu-Ming Hsu Yen-Huan Li 68 1 0 31 Dec 2020