Wouter M. Koolen

According to our database, Wouter M. Koolen authored at least 58 papers between 2008 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2023

Hebbian learning inspired estimation of the linear regression parameters from queries.

Johannes Schmidt-Hieber, Wouter M. Koolen

CoRR, 2023

Towards Characterizing the First-order Query Complexity of Learning (Approximate) Nash Equilibria in Zero-sum Matrix Games.

Hédi Hadiji, Sarah Sachs, Tim van Erven, Wouter M. Koolen

Proceedings of the Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, 2023

2022

Testing exchangeability: Fork-convexity, supermartingales and e-processes.

Aaditya Ramdas, Johannes Ruf, Martin Larsson, Wouter M. Koolen

Int. J. Approx. Reason., 2022

Log-optimal anytime-valid E-values.

Wouter M. Koolen, Peter Grünwald

Int. J. Approx. Reason., 2022

A composite generalization of Ville's martingale theorem.

Johannes Ruf, Martin Larsson, Wouter M. Koolen, Aaditya Ramdas

CoRR, 2022

Luckiness in Multiscale Online Learning.

Wouter M. Koolen, Muriel Felipe Pérez-Ortiz

Proceedings of the Advances in Neural Information Processing Systems 35: Annual Conference on Neural Information Processing Systems 2022, 2022

2021

Mixture Martingales Revisited with Applications to Sequential Tests and Confidence Intervals.

Emilie Kaufmann, Wouter M. Koolen

J. Mach. Learn. Res., 2021

MetaGrad: Adaptation using Multiple Learning Rates in Online Learning.

Tim van Erven, Wouter M. Koolen, Dirk van der Hoeven

J. Mach. Learn. Res., 2021

How can one test if a binary sequence is exchangeable? Fork-convex hulls, supermartingales, and Snell envelopes.

Aaditya Ramdas, Johannes Ruf, Martin Larsson, Wouter M. Koolen

CoRR, 2021

A/B/n Testing with Control in the Presence of Subpopulations.

Yoan Russac, Christina Katsimerou, Dennis Bohle, Olivier Cappé, Aurélien Garivier, Wouter M. Koolen

Proceedings of the Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, 2021

Optimal Best-Arm Identification Methods for Tail-Risk Measures.

Shubhada Agrawal, Wouter M. Koolen, Sandeep Juneja

Proceedings of the Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, 2021

Robust Online Convex Optimization in the Presence of Outliers.

Tim van Erven, Sarah Sachs, Wouter M. Koolen, Wojciech Kotlowski

Proceedings of the Conference on Learning Theory, 2021

Regret Minimization in Heavy-Tailed Bandits.

Shubhada Agrawal, Sandeep Juneja, Wouter M. Koolen

Proceedings of the Conference on Learning Theory, 2021

2020

Safe Testing.

Peter Grünwald, Rianne de Heide, Wouter M. Koolen

Proceedings of the Information Theory and Applications Workshop, 2020

Structure Adaptive Algorithms for Stochastic Bandits.

Rémy Degenne, Han Shao, Wouter M. Koolen

Proceedings of the 37th International Conference on Machine Learning, 2020

Lipschitz and Comparator-Norm Adaptivity in Online Learning.

Zakaria Mhammedi, Wouter M. Koolen

Proceedings of the Conference on Learning Theory, 2020

Open Problem: Fast and Optimal Online Portfolio Selection.

Tim van Erven, Dirk van der Hoeven, Wojciech Kotlowski, Wouter M. Koolen

Proceedings of the Conference on Learning Theory, 2020

2019

Non-Asymptotic Pure Exploration by Solving Games.

Rémy Degenne, Wouter M. Koolen, Pierre Ménard

Proceedings of the Advances in Neural Information Processing Systems 32: Annual Conference on Neural Information Processing Systems 2019, 2019

Pure Exploration with Multiple Correct Answers.

Rémy Degenne, Wouter M. Koolen

Proceedings of the Advances in Neural Information Processing Systems 32: Annual Conference on Neural Information Processing Systems 2019, 2019

Efficient Algorithms for Minimax Decisions Under Tree-Structured Incompleteness.

Thijs van Ommen, Wouter M. Koolen, Peter D. Grünwald

Proceedings of the Symbolic and Quantitative Approaches to Reasoning with Uncertainty, 2019

Lipschitz Adaptivity with Multiple Learning Rates in Online Learning.

Zakaria Mhammedi, Wouter M. Koolen, Tim van Erven

Proceedings of the Conference on Learning Theory, 2019

2018

Sequential Test for the Lowest Mean: From Thompson to Murphy Sampling.

Emilie Kaufmann, Wouter M. Koolen, Aurélien Garivier

Proceedings of the Advances in Neural Information Processing Systems 31: Annual Conference on Neural Information Processing Systems 2018, 2018

2017

Random Permutation Online Isotonic Regression.

Wojciech Kotlowski, Wouter M. Koolen, Alan Malek

Proceedings of the Advances in Neural Information Processing Systems 30: Annual Conference on Neural Information Processing Systems 2017, 2017

Monte-Carlo Tree Search by Best Arm Identification.

Emilie Kaufmann, Wouter M. Koolen

Proceedings of the Advances in Neural Information Processing Systems 30: Annual Conference on Neural Information Processing Systems 2017, 2017

2016

A Closer Look at Adaptive Regret.

Dmitry Adamskiy, Wouter M. Koolen, Alexey V. Chernov, Vladimir Vovk

J. Mach. Learn. Res., 2016

Robust probability updating.

Thijs van Ommen, Wouter M. Koolen, Thijs E. Feenstra, Peter D. Grünwald

Int. J. Approx. Reason., 2016

Robust and Adaptive Methods for Sequential Decision Making.

Wouter M. Koolen

ERCIM News, 2016

Online Isotonic Regression.

Wojciech Kotlowski, Wouter M. Koolen, Alan Malek

CoRR, 2016

Combining Adversarial Guarantees and Stochastic Fast Rates in Online Learning.

Wouter M. Koolen, Peter Grünwald, Tim van Erven

Proceedings of the Advances in Neural Information Processing Systems 29: Annual Conference on Neural Information Processing Systems 2016, 2016

MetaGrad: Multiple Learning Rates in Online Learning.

Tim van Erven, Wouter M. Koolen

Proceedings of the Advances in Neural Information Processing Systems 29: Annual Conference on Neural Information Processing Systems 2016, 2016

Maximin Action Identification: A New Bandit Framework for Games.

Aurélien Garivier, Emilie Kaufmann, Wouter M. Koolen

Proceedings of the 29th Conference on Learning Theory, 2016

2015

Worst-case Optimal Probability Updating.

Thijs van Ommen, Wouter M. Koolen, Thijs E. Feenstra, Peter D. Grünwald

CoRR, 2015

Minimax Time Series Prediction.

Wouter M. Koolen, Alan Malek, Peter L. Bartlett, Yasin Abbasi-Yadkori

Proceedings of the Advances in Neural Information Processing Systems 28: Annual Conference on Neural Information Processing Systems 2015, 2015

Open Problem: Online Sabotaged Shortest Path.

Wouter M. Koolen, Manfred K. Warmuth, Dmitry Adamskiy

Proceedings of The 28th Conference on Learning Theory, 2015

Second-order Quantile Methods for Experts and Combinatorial Games.

Wouter M. Koolen, Tim van Erven

Proceedings of The 28th Conference on Learning Theory, 2015

Minimax Fixed-Design Linear Regression.

Peter L. Bartlett, Wouter M. Koolen, Alan Malek, Eiji Takimoto, Manfred K. Warmuth

Proceedings of The 28th Conference on Learning Theory, 2015

2014

Combining initial segments of lists.

Manfred K. Warmuth, Wouter M. Koolen, David P. Helmbold

Theor. Comput. Sci., 2014

Buy low, sell high.

Wouter M. Koolen, Vladimir Vovk

Theor. Comput. Sci., 2014

Follow the leader if you can, hedge if you must.

Steven de Rooij, Tim van Erven, Peter D. Grünwald, Wouter M. Koolen

J. Mach. Learn. Res., 2014

Efficient Minimax Strategies for Square Loss Games.

Wouter M. Koolen, Alan Malek, Peter L. Bartlett

Proceedings of the Advances in Neural Information Processing Systems 27: Annual Conference on Neural Information Processing Systems 2014, 2014

Learning the Learning Rate for Prediction with Expert Advice.

Wouter M. Koolen, Tim van Erven, Peter Grünwald

Proceedings of the Advances in Neural Information Processing Systems 27: Annual Conference on Neural Information Processing Systems 2014, 2014

Open Problem: Shifting Experts on Easy Data.

Manfred K. Warmuth, Wouter M. Koolen

Proceedings of The 27th Conference on Learning Theory, 2014

2013

Universal Codes From Switching Strategies.

Wouter M. Koolen, Steven de Rooij

IEEE Trans. Inf. Theory, 2013

Switching investments.

Wouter M. Koolen, Steven de Rooij

Theor. Comput. Sci., 2013

The Pareto Regret Frontier.

Wouter M. Koolen

Proceedings of the Advances in Neural Information Processing Systems 26: 27th Annual Conference on Neural Information Processing Systems 2013. Proceedings of a meeting held December 5-8, 2013

A Long-Range Self-similarity Approach to Segmenting DJ Mixed Music Streams.

Tim Scarfe, Wouter M. Koolen, Yuri Kalnishkan

Proceedings of the Artificial Intelligence Applications and Innovations, 2013

Learning a set of directions.

Wouter M. Koolen, Jiazhong Nie, Manfred K. Warmuth

Proceedings of the COLT 2013, 2013

2012

Putting Bayes to sleep.

Wouter M. Koolen, Dmitry Adamskiy, Manfred K. Warmuth

Proceedings of the Advances in Neural Information Processing Systems 25: 26th Annual Conference on Neural Information Processing Systems 2012. Proceedings of a meeting held December 3-6, 2012

2011

Some Mathematical Refinements Concerning Error Minimization in the Genetic Code.

Harry Buhrman, Peter T. S. van der Gulik, Steven Kelk, Wouter M. Koolen, Leen Stougie

IEEE ACM Trans. Comput. Biol. Bioinform., 2011

Learning Eigenvectors for Free.

Wouter M. Koolen, Wojciech Kotlowski, Manfred K. Warmuth

Proceedings of the Advances in Neural Information Processing Systems 24: 25th Annual Conference on Neural Information Processing Systems 2011. Proceedings of a meeting held 12-14 December 2011, 2011

Adaptive Hedge.

Tim van Erven, Peter Grunwald, Wouter M. Koolen, Steven de Rooij

Proceedings of the Advances in Neural Information Processing Systems 24: 25th Annual Conference on Neural Information Processing Systems 2011. Proceedings of a meeting held 12-14 December 2011, 2011

2010

Freezing and Sleeping: Tracking Experts that Learn by Evolving Past Posteriors

Wouter M. Koolen, Tim van Erven

CoRR, 2010

Switching between Hidden Markov Models using Fixed Share

Wouter M. Koolen, Tim van Erven

CoRR, 2010

Hedging Structured Concepts.

Wouter M. Koolen, Manfred K. Warmuth, Jyrki Kivinen

Proceedings of the COLT 2010, 2010

2009

Time-bounded incompressibility of compressible strings and sequences.

Edgar G. Daylight, Wouter M. Koolen, Paul M. B. Vitányi

Inf. Process. Lett., 2009

2008

Kolmogorov Complexity Theory over the Reals.

Martin Ziegler, Wouter M. Koolen

Proceedings of the Fifth International Conference on Computability and Complexity in Analysis, 2008

On Time-Bounded Incompressibility of Compressible Strings

Edgar G. Daylight, Wouter M. Koolen, Paul M. B. Vitányi

CoRR, 2008

Combining Expert Advice Efficiently.

Wouter M. Koolen, Steven de Rooij

Proceedings of the 21st Annual Conference on Learning Theory, 2008