Stochastic Processes

The Polynomial Stein Discrepancy for Assessing Moment Convergence ICML 2025 Thompson Sampling for Bandit Convex Optimisation COLT 2025 Two-Timescale Linear Stochastic Approximation: Constant Stepsizes Go a Long Way AISTATS 2025 VeRecycle: Reclaiming Guarantees from Probabilistic Certificates for Stochastic Dynamical Systems after Change IJCAI 2025 Accelerating Look-ahead in Bayesian Optimization: Multilevel Monte Carlo is All you Need ICML 2024 Adversarial Attacks on Combinatorial Multi-Armed Bandits ICML 2024 Almost Free: Self-concordance in Natural Exponential Families and an Application to Bandits NeurIPS 2024 An Efficient High-dimensional Gradient Estimator for Stochastic Differential Equations NeurIPS 2024 A Novel Approach for Longitudinal Modeling of Aging Health and Predicting Mortality Rates AAAI 2024 Approximating Intersections and Differences Between Linear Statistical Shape Models Using Markov Chain Monte Carlo WACV 2024 A Separation in Heavy-Tailed Sampling: Gaussian vs. Stable Oracles for Proximal Samplers NeurIPS 2024 autoMALA: Locally adaptive Metropolis-adjusted Langevin algorithm AISTATS 2024 Backward Filtering Forward Deciding in Linear Non-Gaussian State Space Models AISTATS 2024 Bayesian Optimization of Function Networks with Partial Evaluations ICML 2024 BBScore: A Brownian Bridge Based Metric for Assessing Text Coherence AAAI 2024 ByMI: Byzantine Machine Identification with False Discovery Rate Control ICML 2024 Can Gaussian Sketching Converge Faster on a Preconditioned Landscape? ICML 2024 Combining Machine Learning and Queueing Theory for Data-Driven Incarceration-Diversion Program Management AAAI 2024 Computing the Bias of Constant-step Stochastic Approximation with Markovian Noise NeurIPS 2024 Concentration Inequalities for General Functions of Heavy-Tailed Random Variables ICML 2024 Constrained Sampling with Primal-Dual Langevin Monte Carlo NeurIPS 2024 Continuous-Time Graph Representation with Sequential Survival Process AAAI 2024 Contraction of Markovian Operators in Orlicz Spaces and Error Bounds for Markov Chain Monte Carlo (Extended Abstract) COLT 2024 Convergence of Kinetic Langevin Monte Carlo on Lie groups COLT 2024 Correction to "Wasserstein distance estimates for the distributions of numerical approximations to ergodic stochastic differential equations" JMLR 2024