Wouter M. Koolen

Publication Activity (10 Years)

Years Active: 2008-2024
Publications (10 Years): 56

Top Topics

Online Convex Optimization

Nash Equilibria

Online Learning

Top Venues

Publications

Élise Crepon, Aurélien Garivier, Wouter M. Koolen
Sequential learning of the Pareto front for multi-objective bandits. AISTATS (2024)
Hédi Hadiji, Sarah Sachs, Tim van Erven, Wouter M. Koolen
Towards Characterizing the First-order Query Complexity of Learning (Approximate) Nash Equilibria in Zero-sum Matrix Games. CoRR (2023)
Hédi Hadiji, Sarah Sachs, Tim van Erven, Wouter M. Koolen
Towards Characterizing the First-order Query Complexity of Learning (Approximate) Nash Equilibria in Zero-sum Matrix Games. NeurIPS (2023)
Johannes Schmidt-Hieber, Wouter M. Koolen
Hebbian learning inspired estimation of the linear regression parameters from queries. CoRR (2023)
Johannes Ruf, Martin Larsson, Wouter M. Koolen, Aaditya Ramdas
A composite generalization of Ville's martingale theorem. CoRR (2022)
Aaditya Ramdas, Johannes Ruf, Martin Larsson, Wouter M. Koolen
Testing exchangeability: Fork-convexity, supermartingales and e-processes. Int. J. Approx. Reason. 141 (2022)
Wouter M. Koolen, Peter Grünwald
Log-optimal anytime-valid E-values. Int. J. Approx. Reason. 141 (2022)
Wouter M. Koolen, Muriel Felipe Pérez-Ortiz
Luckiness in Multiscale Online Learning. NeurIPS (2022)
Yoan Russac, Christina Katsimerou, Dennis Bohle, Olivier Cappé, Aurélien Garivier, Wouter M. Koolen
A/B/n Testing with Control in the Presence of Subpopulations. CoRR (2021)
Tim van Erven, Wouter M. Koolen, Dirk van der Hoeven
MetaGrad: Adaptation using Multiple Learning Rates in Online Learning. CoRR (2021)
Shubhada Agrawal, Sandeep Juneja, Wouter M. Koolen
Regret Minimization in Heavy-Tailed Bandits. CoRR (2021)
Tim van Erven, Sarah Sachs, Wouter M. Koolen, Wojciech Kotlowski
Robust Online Convex Optimization in the Presence of Outliers. CoRR (2021)
Yoan Russac, Christina Katsimerou, Dennis Bohle, Olivier Cappé, Aurélien Garivier, Wouter M. Koolen
A/B/n Testing with Control in the Presence of Subpopulations. NeurIPS (2021)
Tim van Erven, Sarah Sachs, Wouter M. Koolen, Wojciech Kotlowski
Robust Online Convex Optimization in the Presence of Outliers. COLT (2021)
Shubhada Agrawal, Sandeep K. Juneja, Wouter M. Koolen
Regret Minimization in Heavy-Tailed Bandits. COLT (2021)
Shubhada Agrawal, Wouter M. Koolen, Sandeep Juneja
Optimal Best-Arm Identification Methods for Tail-Risk Measures. NeurIPS (2021)
Aaditya Ramdas, Johannes Ruf, Martin Larsson, Wouter M. Koolen
How can one test if a binary sequence is exchangeable? Fork-convex hulls, supermartingales, and Snell envelopes. CoRR (2021)
Tim van Erven, Wouter M. Koolen, Dirk van der Hoeven
MetaGrad: Adaptation using Multiple Learning Rates in Online Learning. J. Mach. Learn. Res. 22 (2021)
Emilie Kaufmann, Wouter M. Koolen
Mixture Martingales Revisited with Applications to Sequential Tests and Confidence Intervals. J. Mach. Learn. Res. 22 (2021)
Shubhada Agrawal, Wouter M. Koolen, Sandeep Juneja
Optimal Best-Arm Identification Methods for Tail-Risk Measures. CoRR (2020)
Zakaria Mhammedi, Wouter M. Koolen
Lipschitz and Comparator-Norm Adaptivity in Online Learning. CoRR (2020)
Zakaria Mhammedi, Wouter M. Koolen
Lipschitz and Comparator-Norm Adaptivity in Online Learning. COLT (2020)
Tim van Erven, Dirk van der Hoeven, Wojciech Kotlowski, Wouter M. Koolen
Open Problem: Fast and Optimal Online Portfolio Selection. COLT (2020)
Peter Grünwald, Rianne de Heide, Wouter M. Koolen
Safe Testing. ITA (2020)
Rémy Degenne, Han Shao, Wouter M. Koolen
Structure Adaptive Algorithms for Stochastic Bandits. CoRR (2020)
Rémy Degenne, Han Shao, Wouter M. Koolen
Structure Adaptive Algorithms for Stochastic Bandits. ICML (2020)
Thijs van Ommen, Wouter M. Koolen, Peter D. Grünwald
Efficient Algorithms for Minimax Decisions Under Tree-Structured Incompleteness. ECSQARU (2019)
Zakaria Mhammedi, Wouter M. Koolen, Tim van Erven
Lipschitz Adaptivity with Multiple Learning Rates in Online Learning. COLT (2019)
Peter Grünwald, Rianne de Heide, Wouter M. Koolen
Safe Testing. CoRR (2019)
Rémy Degenne, Wouter M. Koolen, Pierre Ménard
Non-Asymptotic Pure Exploration by Solving Games. NeurIPS (2019)
Rémy Degenne, Wouter M. Koolen
Pure Exploration with Multiple Correct Answers. CoRR (2019)
Rémy Degenne, Wouter M. Koolen
Pure Exploration with Multiple Correct Answers. NeurIPS (2019)
Zakaria Mhammedi, Wouter M. Koolen, Tim van Erven
Lipschitz Adaptivity with Multiple Learning Rates in Online Learning. CoRR (2019)
Rémy Degenne, Wouter M. Koolen, Pierre Ménard
Non-Asymptotic Pure Exploration by Solving Games. CoRR (2019)
Emilie Kaufmann, Wouter M. Koolen, Aurélien Garivier
Sequential Test for the Lowest Mean: From Thompson to Murphy Sampling. CoRR (2018)
Emilie Kaufmann, Wouter M. Koolen
Mixture Martingales Revisited with Applications to Sequential Tests and Confidence Intervals. CoRR (2018)
Emilie Kaufmann, Wouter M. Koolen, Aurélien Garivier
Sequential Test for the Lowest Mean: From Thompson to Murphy Sampling. NeurIPS (2018)
Emilie Kaufmann, Wouter M. Koolen
Monte-Carlo Tree Search by Best Arm Identification. NIPS (2017)
Wojciech Kotlowski, Wouter M. Koolen, Alan Malek
Random Permutation Online Isotonic Regression. NIPS (2017)
Emilie Kaufmann, Wouter M. Koolen
Monte-Carlo Tree Search by Best Arm Identification. CoRR (2017)
Tim van Erven, Wouter M. Koolen
MetaGrad: Multiple Learning Rates in Online Learning. CoRR (2016)
Wouter M. Koolen, Peter Grünwald, Tim van Erven
Combining Adversarial Guarantees and Stochastic Fast Rates in Online Learning. CoRR (2016)
Aurélien Garivier, Emilie Kaufmann, Wouter M. Koolen
Maximin Action Identification: A New Bandit Framework for Games. COLT (2016)
Wouter M. Koolen, Peter Grünwald, Tim van Erven
Combining Adversarial Guarantees and Stochastic Fast Rates in Online Learning. NIPS (2016)
Wojciech Kotlowski, Wouter M. Koolen, Alan Malek
Online Isotonic Regression. CoRR (2016)
Dmitry Adamskiy, Wouter M. Koolen, Alexey V. Chernov, Vladimir Vovk
A Closer Look at Adaptive Regret. J. Mach. Learn. Res. 17 (2016)
Aurélien Garivier, Emilie Kaufmann, Wouter M. Koolen
Maximin Action Identification: A New Bandit Framework for Games. CoRR (2016)
Tim van Erven, Wouter M. Koolen
MetaGrad: Multiple Learning Rates in Online Learning. NIPS (2016)
Thijs van Ommen, Wouter M. Koolen, Thijs E. Feenstra, Peter D. Grünwald
Robust probability updating. Int. J. Approx. Reason. 74 (2016)
Wouter M. Koolen
Robust and Adaptive Methods for Sequential Decision Making. ERCIM News 2016 (107) (2016)
Wouter M. Koolen, Tim van Erven
Second-order Quantile Methods for Experts and Combinatorial Games. CoRR (2015)
Wouter M. Koolen, Manfred K. Warmuth, Dmitry Adamskiy
Open Problem: Online Sabotaged Shortest Path. COLT (2015)
Wouter M. Koolen, Alan Malek, Peter L. Bartlett, Yasin Abbasi-Yadkori
Minimax Time Series Prediction. NIPS (2015)
Peter L. Bartlett, Wouter M. Koolen, Alan Malek, Eiji Takimoto, Manfred K. Warmuth
Minimax Fixed-Design Linear Regression. COLT (2015)
Thijs van Ommen, Wouter M. Koolen, Thijs E. Feenstra, Peter D. Grünwald
Worst-case Optimal Probability Updating. CoRR (2015)
Wouter M. Koolen, Tim van Erven
Second-order Quantile Methods for Experts and Combinatorial Games. COLT (2015)
Wouter M. Koolen, Vladimir Vovk
Buy low, sell high. Theor. Comput. Sci. 558 (2014)
Manfred K. Warmuth, Wouter M. Koolen, David P. Helmbold
Combining initial segments of lists. Theor. Comput. Sci. 519 (2014)
Wouter M. Koolen, Alan Malek, Peter L. Bartlett
Efficient Minimax Strategies for Square Loss Games. NIPS (2014)
Wouter M. Koolen, Tim van Erven, Peter Grünwald
Learning the Learning Rate for Prediction with Expert Advice. NIPS (2014)
Steven de Rooij, Tim van Erven, Peter D. Grünwald, Wouter M. Koolen
Follow the leader if you can, hedge if you must. J. Mach. Learn. Res. 15 (1) (2014)
Manfred K. Warmuth, Wouter M. Koolen
Open Problem: Shifting Experts on Easy Data. COLT (2014)
Wouter M. Koolen, Steven de Rooij
Universal Codes from Switching Strategies. CoRR (2013)
Wouter M. Koolen
The Pareto Regret Frontier. NIPS (2013)
Wouter M. Koolen, Steven de Rooij
Universal Codes From Switching Strategies. IEEE Trans. Inf. Theory 59 (11) (2013)
Tim Scarfe, Wouter M. Koolen, Yuri Kalnishkan
A Long-Range Self-similarity Approach to Segmenting DJ Mixed Music Streams. AIAI (2013)
Wouter M. Koolen, Steven de Rooij
Switching investments. Theor. Comput. Sci. 473 (2013)
Steven de Rooij, Tim van Erven, Peter D. Grünwald, Wouter M. Koolen
Follow the Leader If You Can, Hedge If You Must CoRR (2013)
Wouter M. Koolen, Jiazhong Nie, Manfred K. Warmuth
Learning a set of directions. COLT (2013)
Wouter M. Koolen, Vladimir Vovk
Buy Low, Sell High. ALT (2012)
Wouter M. Koolen, Dmitry Adamskiy, Manfred K. Warmuth
Putting Bayes to sleep. NIPS (2012)
Dmitry Adamskiy, Wouter M. Koolen, Alexey V. Chernov, Vladimir Vovk
A Closer Look at Adaptive Regret. ALT (2012)
Tim van Erven, Peter Grunwald, Wouter M. Koolen, Steven de Rooij
Adaptive Hedge. NIPS (2011)
Manfred K. Warmuth, Wouter M. Koolen, David P. Helmbold
Combining Initial Segments of Lists. ALT (2011)
Harry Buhrman, Peter T. S. van der Gulik, Steven Kelk, Wouter M. Koolen, Leen Stougie
Some Mathematical Refinements Concerning Error Minimization in the Genetic Code. IEEE ACM Trans. Comput. Biol. Bioinform. 8 (5) (2011)
Wouter M. Koolen, Wojciech Kotlowski, Manfred K. Warmuth
Learning Eigenvectors for Free. NIPS (2011)
Wouter M. Koolen, Steven de Rooij
Switching Investments. ALT (2010)
Wouter M. Koolen, Tim van Erven
Switching between Hidden Markov Models using Fixed Share CoRR (2010)
Wouter M. Koolen, Tim van Erven
Freezing and Sleeping: Tracking Experts that Learn by Evolving Past Posteriors CoRR (2010)
Wouter M. Koolen, Manfred K. Warmuth, Jyrki Kivinen
Hedging Structured Concepts. COLT (2010)
Edgar G. Daylight, Wouter M. Koolen, Paul M. B. Vitányi
Time-bounded incompressibility of compressible strings and sequences. Inf. Process. Lett. 109 (18) (2009)
Edgar G. Daylight, Wouter M. Koolen, Paul M. B. Vitányi
On Time-Bounded Incompressibility of Compressible Strings CoRR (2008)
Wouter M. Koolen, Steven de Rooij
Combining Expert Advice Efficiently. COLT (2008)
Martin Ziegler, Wouter M. Koolen
Kolmogorov Complexity Theory over the Reals. Electron. Notes Theor. Comput. Sci. 221 (2008)
Martin Ziegler, Wouter M. Koolen
Kolmogorov Complexity Theory over the Reals CoRR (2008)
Wouter M. Koolen, Steven de Rooij
Combining Expert Advice Efficiently CoRR (2008)