Motivated by the strategic participation of electricity producers in electricity day-ahead market, we study the problem of online learning in repeated multi-unit uniform price auctions focusing on the adversarial opposing bid setting. The main contribution of this paper is the introduction of a new modeling of the bid space. Indeed, we prove that a learning algorithm leveraging the structure of this problem achieves a regret of $\tilde{O}(K^{4/3}T^{2/3})$ under bandit feedback, improving over the bound of $\tilde{O}(K^{7/4}T^{3/4})$ previously obtained in the literature. This improved regret rate is tight up to logarithmic terms. Inspired by electricity reserve markets, we further introduce a different feedback model under which all winning bids are revealed. This feedback interpolates between the full-information and bandit scenarios depending on the auctions' results. We prove that, under this feedback, the algorithm that we propose achieves regret $\tilde{O}(K^{5/2}\sqrt{T})$.

We consider the problem of mean estimation under user-level local differential privacy, where $n$ users are contributing through their local pool of data samples. Previous work assume that the number of data samples is the same across users. In contrast, we consider a more general and realistic scenario where each user $u \in [n]$ owns $m_u$ data samples drawn from some generative distribution $\mu$; $m_u$ being unknown to the statistician but drawn from a known distribution $M$ over $\mathbb{N}^\star$. Based on a distribution-aware mean estimation algorithm, we establish an $M$-dependent upper bounds on the worst-case risk over $\mu$ for the task of mean estimation. We then derive a lower bound. The two bounds are asymptotically matching up to logarithmic factors and reduce to known bounds when $m_u = m$ for any user $u$.

We study single-machine scheduling of jobs, each belonging to a job type that determines its duration distribution. We start by analyzing the scenario where the type characteristics are known and then move to two learning scenarios where the types are unknown: non-preemptive problems, where each started job must be completed before moving to another job; and preemptive problems, where job execution can be paused in the favor of moving to a different job. In both cases, we design algorithms that achieve sublinear excess cost, compared to the performance with known types, and prove lower bounds for the non-preemptive case. Notably, we demonstrate, both theoretically and through simulations, how preemptive algorithms can greatly outperform non-preemptive ones when the durations of different job types are far from one another, a phenomenon that does not occur when the type durations are known.

Multiplayer bandits have recently been extensively studied because of their application to cognitive radio networks. While the literature mostly considers synchronous players, radio networks (e.g. for IoT) tend to have asynchronous devices. This motivates the harder, asynchronous multiplayer bandits problem, which was first tackled with an explore-then-commit (ETC) algorithm (see Dakdouk, 2022), with a regret upper-bound in $\mathcal{O}(T^{\frac{2}{3}})$. Before even considering decentralization, understanding the centralized case was still a challenge as it was unknown whether getting a regret smaller than $\Omega(T^{\frac{2}{3}})$ was possible. We answer positively this question, as a natural extension of UCB exhibits a $\mathcal{O}(\sqrt{T\log(T)})$ minimax regret. More importantly, we introduce Cautious Greedy, a centralized algorithm that yields constant instance-dependent regret if the optimal policy assigns at least one player on each arm (a situation that is proved to occur when arm means are close enough). Otherwise, its regret increases as the sum of $\log(T)$ over some sub-optimality gaps. We provide lower bounds showing that Cautious Greedy is optimal in the data-dependent terms. Therefore, we set up a strong baseline for asynchronous multiplayer bandits and suggest that learning the optimal policy in this problem might be easier than thought, at least with centralization.

We consider a multi-view learning problem known as group independent component analysis (group ICA), where the goal is to recover shared independent sources from many views. The statistical modeling of this problem requires to take noise into account. When the model includes additive noise on the observations, the likelihood is intractable. By contrast, we propose Adaptive multiView ICA (AVICA), a noisy ICA model where each view is a linear mixture of shared independent sources with additive noise on the sources. In this setting, the likelihood has a tractable expression, which enables either direct optimization of the log-likelihood using a quasi-Newton method, or generalized EM. Importantly, we consider that the noise levels are also parameters that are learned from the data. This enables sources estimation with a closed-form Minimum Mean Squared Error (MMSE) estimator which weights each view according to its relative noise level. On synthetic data, AVICA yields better sources estimates than other group ICA methods thanks to its explicit MMSE estimator. On real magnetoencephalograpy (MEG) data, we provide evidence that the decomposition is less sensitive to sampling noise and that the noise variance estimates are biologically plausible. Lastly, on functional magnetic resonance imaging (fMRI) data, AVICA exhibits best performance in transferring information across views.

Group studies involving large cohorts of subjects are important to draw general conclusions about brain functional organization. However, the aggregation of data coming from multiple subjects is challenging, since it requires accounting for large variability in anatomy, functional topography and stimulus response across individuals. Data modeling is especially hard for ecologically relevant conditions such as movie watching, where the experimental setup does not imply well-defined cognitive operations. We propose a novel MultiView Independent Component Analysis (ICA) model for group studies, where data from each subject are modeled as a linear combination of shared independent sources plus noise. Contrary to most group-ICA procedures, the likelihood of the model is available in closed form. We develop an alternate quasi-Newton method for maximizing the likelihood, which is robust and converges quickly. We demonstrate the usefulness of our approach first on fMRI data, where our model demonstrates improved sensitivity in identifying common sources among subjects. Moreover, the sources recovered by our model exhibit lower between-session variability than other methods.On magnetoencephalography (MEG) data, our method yields more accurate source localization on phantom data. Applied on 200 subjects from the Cam-CAN dataset it reveals a clear sequence of evoked activity in sensor and source space. The code is freely available at https://github.com/hugorichard/multiviewica.