12 problems
- 0 votes0 replies1 view
Conjecture on omitting localization in asymptotic optimality analysis
Localization-omission conjecture. The authors conjecture that their techniques may allow for a simpler and more direct analysis by omitting the localization, while obtaining almost…
- 0 votes0 replies0 views
Asymptotic optimality of the sample-average estimator strategy
Sample-average asymptotic optimality conjecture. Replacing the AIPW estimator with the sample average estimator in the strategy should still yield an upper bound that matches the l…
- 0 votes0 replies0 views
Universal full asymptotic optimality conjecture for Mallows model averaging
Let the full asymptotic optimality property (full AOP) denote achieving the best performance of a convex combination of all the subset models, uniformly over the whole parameter re…
- 0 votes0 replies0 views
Whittle's indexability conjecture for asymptotic optimality
The restless bandit problem consists of multiple arms whose states evolve whether or not they are activated, subject to a resource constraint that allows a constant fraction of the…
- 0 votes0 replies1 view
Optimality of the leading-order term in the fixed-point solution
Let denote the solution to the fixed-point equation arising in the preceding bound, and let its leading-order term refer to the dominant asymptotic contribution as become…
- 0 votes0 replies0 views
Tightness of the lower bound under multiple LP solutions
Let the standing assumptions of the paper hold. Let denote the set of solutions to the linear program, and suppose that this set contains multiple solutions.…
- 0 votes0 replies0 views
Optimality conjecture for RS-DR and RS-SA in best-arm identification
Consider the proposed RS-AIPW strategy for fixed-budget best-arm identification in multi-armed bandits, together with the RS-DR and RS-SA strategies. RS-DR and RS-SA asymptotic opt…
- 0 votes0 replies0 views
Non-degeneracy as a necessary condition for exponentially fast asymptotic optimality in restless bandits
Non-degeneracy conjecture. Non-degeneracy is also a necessary condition for the existence of a policy satisfying
- 0 votes0 replies0 views
CoMPNetX asymptotic optimality conjecture
Let a planning problem be given by together with a collision-checker. Here …
- 0 votes0 replies0 views
Extension of finite-horizon restless-bandit results to multiple actions and total-horizon budgets
Extension conjecture. The formulation of the policy and its asymptotic optimality should extend to (i) multiple actions associated with a state, instead of only an active and a pas…
- 0 votes0 replies0 views
Shiryaev–Roberts– third-order asymptotic minimax conjecture
Let denote the Shiryaev–Roberts– procedure with threshold and initialization point . For a false-alarm constraint…
- 0 votes0 replies0 views
Worst-changepoint-at-infinity conjecture for the SR- procedure
Worst-changepoint-at-infinity conjecture. The worst changepoint for the SR- procedure is at infinity: the supremum of the conditional average detection delay over changepoints i…