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Online Learning in Markov Decision Processes with Adversarially Chosen Transition Probability Distributions
Online Learning Markov Decision Processes Adversarially Chosen Transition Probability Distributions
2013/5/2
We study the problem of learning Markov decision processes with finite state and action spaces when the transition probability distributions and loss functions are chosen adversarially and are allowed...
Martingale Couplings and Bounds on the Tails of Probability Distributions
Martingale Couplings Probability Distributions
2011/7/19
Hoeffding has shown that tail bounds on the distribution for sampling from a finite population with replacement also apply to the corresponding cases of sampling without replacement.
A simple proof of the Poincare inequality for a large class of probability measures
proof Poincare inequality probability measures
2009/3/19
Abstract. We give a simple and direct proof of the existence of a spectral gap under some Lyapunov type condition which is satisfied in particular by log-concave probability measures on Rn. The pro...