Everyone is welcome to attend the ML seminar of Odalric Ambryn-Maillard with the title 'A small tour of time-uniform concentration inequalities and some open problems'
Abstract: In this talk, I will first discuss concentration inequalities that hold uniformly over time, and more specifically different proof techniques and some intriguing results. After illustrating this on a few examples, I will then present some preliminary remarks about two questions. The first one is that of adaptive variance estimation when facing model misspecification. The second one is about aggregation of experts when experts are learning agents using an underlying stochastic model.
