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Streaming PCA for Markovian Data

Neural Information Processing Systems

Since its inception in 1982, Oja's algorithm has become an established method for streaming principle component analysis (PCA).









Thompson Sampling For Combinatorial Bandits: Polynomial Regret and Mismatched Sampling Paradox

Neural Information Processing Systems

We further show the mismatched sampling paradox: A learner who knows the rewards distributions and samples from the correct posterior distribution can perform exponentially worse than a learner who does not know the rewards and simply samples from a well-chosen Gaussian posterior.