New paper [10/28/2011]. The multi-armed bandit problem with covariates (with V. Perchet )
6/25-6/27. Conference on Learning TheoryEdinburg, Scotland.
Optimal sequential allocation
Bandit problems with side information, non-stationary bandit problems, optimal rates.
Statistical learning theory
Supervised and semi-supervised classification, sparse recovery.
Stochastic optimization
Constrained and unconstrained stochastic optimization theory and algorithms, minimization of risk functions, aggregation, exact oracle inequalities.
Nonparametric statistics
Density estimation, minimax theory, adaptation, oracle inequalities, density level sets estimation.
National Science Foundation
Grant DMS-0906424
CAREER award DMS-1053987
CAREER award DMS-1053987