arXiv:2606. 09191v1 Announce Type: new Abstract: We prove that $\rho\text{-}\mathrm{NPTS}_{\mathrm{SG}}$, an anchor-free nonparametric Thompson Sampling algorithm for risk-averse bandits, achieves regret matching the instance-dependent lower bound to leading order in $\log n$, establishing it as asymptotically optimal for any continuous risk functional $\rho$ (CVaR, mean-variance, Sharpe ratio, distortion risk measures, and more) on the class of distributions with bounded density and sub-Gaussian tails, including Gaussian arms.
By Joel Q. L. Chang
arXiv:2606. 14690v1 Announce Type: new Abstract: We study a \emph{max-risk} objective for active learning in a multi-group mean estimation $d$-armed bandits: a learner adaptively allocates a budget of $T$ samples across $d$ groups to minimize the worst-case uncertainty index $\max_{k\in[d]}\sigma_k^2/n_k$, where $\sigma_k$ is the standard deviation of the distribution of arm $d$, and $n_k$ is the number of times arm $d$ is sampled.
By Abdellah Aznag, Rachel Cummings, Adam N. Elmachtoub
arXiv:2512. 24152v2 Announce Type: replace-cross Abstract: Sampling based on score diffusions has led to striking empirical results, and has attracted considerable attention from various research communities.
By M. J. Wainwright
arXiv:2603. 16798v2 Announce Type: replace Abstract: We study mean estimation for a Gaussian distribution with identity covariance in $\mathbb{R}^d$ under a missing data scheme termed realizable $\epsilon$-contamination model.
By Ilias Diakonikolas, Daniel M. Kane, Thanasis Pittas
We prove that $ρ\text{-}\mathrm{NPTS}_{\mathrm{SG}}$, an anchor-free nonparametric Thompson Sampling algorithm for risk-averse bandits, achieves regret matching the instance-dependent lower bound to leading order in $\log n$, establishing it as asymptotically optimal for any continuous risk functional $ρ$ (CVaR, mean-variance, Sharpe ratio, distortion risk measures, and more) on the class of distributions with bounded density and sub-Gaussian tails, including Gaussian arms. Both this result and its bounded-support counterpart require only continuity of $ρ$: strictly weaker than the dominance condition of prior parametric Thompson Sampling results, and strictly weaker than the Lipschitz condition of UCB-type algorithms, yielding the first instance-optimal guarantees for non-Lipschitz functionals such as the Sharpe ratio without parametric reward assumptions.
arXiv:2607. 07085v1 Announce Type: cross Abstract: The Adaptive Data Analysis (ADA) problem formalizes the challenge of preventing false discovery and overfitting when a dataset is repeatedly reused.
By Edith Cohen, Haim Kaplan, Yishay Mansour, Shay Sapir, Uri Stemmer
arXiv:2608. 08826v1 Announce Type: new Abstract: Adaptive procedures must work without nuisance information an oracle may use, such as a gradient scale or smoothness index, and robust procedures may have to answer queries whose coordinate and inspection time are chosen only after the data are seen.
By Ibne Farabi Shihab, Adria Binte Habib
arXiv:2509. 03734v3 Announce Type: replace-cross Abstract: In the hypothesis selection problem, we are given sample and query access to finite set of candidate distributions (hypotheses), $\mathcal{H} = \{H_1, \ldots, H_n\}$, and samples from an unknown distribution $P$, both over a domain $\mathcal{X}$.
By Anders Aamand, Maryam Aliakbarpour, Justin Y. Chen, Sandeep Silwal
arXiv:2607. 25492v2 Announce Type: replace Abstract: We study stochastic optimization with heavy-tailed gradient noise.
By Bin Luo, Chengchang Liu, Jonathan Allcock, Shengyu Zhang, John C. S. Lui
arXiv:2607. 22889v1 Announce Type: new Abstract: Learning the natural parameters $z \in \mathbb{R}^n$ of discrete distributions $\mu_z$ from independent samples constrained to a subset $S \subseteq \{0,1\}^n$ is a foundational challenge in high-dimensional statistics.
By Rohan Chauhan, Ioannis Panageas
arXiv:2607. 09909v1 Announce Type: cross Abstract: We study nearest neighbor search from the perspective of data-driven algorithm design: given a dataset $P \subset \mathbb{R}^d$ of size $n$ and sample access to a query distribution over $\mathbb{R}^d$, the goal is to learn a data structure optimized for queries drawn from that specific distribution.
By Sanjeev Khanna, Ashwin Padaki, Erik Waingarten
arXiv:2605. 00762v2 Announce Type: replace Abstract: We study meritocratic fairness in budgeted combinatorial multi-armed bandits with full-bandit feedback, where a learner selects at most $K$ arms per time step and observes only the noisy aggregate reward of the selected set.
By Shradha Sharma, Shweta Jain, Swapnil Dhamal