Bandit Superprocesses Relaxation and Approximation Algorithm

Our Beyond-Bayesian-Bandits reading group covered this paper today: Multitasking: Efficient Optimal Planning for Bandit Superprocesses Dylan Hadfield-Menell and Stuart Russell. [Link](https://people.csail.mit.edu/dhm/files/bsp_bbvi.pdf to paper) and its supplementary materials. A bandit superprocess is a decision problem composed from multiple independent Markov decision processes (MDPs), coupled only by the constraint that, at each time step, the agent may act in only one of the MDPs. Multitasking problems of this kind are ubiquitous in the real world, yet very little is known about them from a computational viewpoint, beyond the observation that optimal policies for the superprocess may prescribe actions that would be suboptimal for an MDP considered in isolation....

July 9, 2025

The Adventure of the Blue Carbuncle

I was — and still am — a huge Sherlock Holmes fan. I first got into it around age 10, thanks to a Chinese edition I found during a summer holiday at my grandparents’ house. I barely remember the plots now, but the heat, the watermelon, and those long, lazy afternoons spent binging the stories without a single worry in the world were so memorable. There’s something about Holmes that makes him perfect summer reading....

July 8, 2025

Coherent/Incoherent Matrix Completion

Incoherence is sufficient for exact matrix completion under random sampling. Coherent matrix can also be accurately recovered if random sampling can be contingent on each entry’s local coherence.

July 7, 2025

Matrix Completion II | Assumptions

Why matrix completion is equivalent to minimizing the recovered matrix’s spectral norm.

July 6, 2025

Tchaikovsky on Wagner

Tchaikovsky didn’t like Wagner’s Ring of Nibelungen

July 5, 2025

Traumerei, Vladimir in Moscow 1986

(Ariana in Shanghai 2025)

July 4, 2025

Matrix Completion I | The Optimization Formula

Given a partially observed matrix $ A \in \mathbb{R}^{m \times n} $, where only entries $ A_{ij} $ for $ (i, j) \in \Omega \subseteq [m] \times [n] $ are known, the goal is to recover the missing values and construct a full matrix $ \hat{A} \in \mathbb{R}^{m \times n} $. For example, think of known entries of $A_{ij}$ as observation of $m$ consumers’ past ratings on $n$ products. The goal is to make predictions....

July 3, 2025

Movie Review | The Man From U.N.C.L.E. (2015)

I’m a big fan of Guy Ritchie’s action films. They have rhythm, style, and tension — and above all, they move like music. The Man from U.N.C.L.E. (2015) directed by Guy Ritchie. The Man from U.N.C.L.E. is, at a glance, a classic agent action film — think 007 or Kingsman. It’s sleek, witty, and holds up relatively well in both plot and characters. But what sets it apart is how much care and craftsmanship Ritchie brings to every frame....

July 2, 2025

NY Phil opens Shanghai Summer Music Festival with French Impressionism Works

Shanghai’s annual Music in the Summer Air (MISA) opens today. This year’s opening concert features Salonen conducting the NY Philharmonic. The program ensembles a luxurious night packed with some of 20th-century’s most color-saturated orchestral music: Ravel’s Ma Mére l’Oye Debussy’s La Mer Berlioz Symphonie Fantastique NY Phil’s musicians has amazing technique (of course) — like in Ma mère l’Oye, the orchestra sounds like it’s breathing in watercolor. Both Ravel and Salonen tonight are really masters of delicate textures....

July 1, 2025

Eliciting Information with Limited Feedback | Notes from a Talk by Nicolas Lambert

Professor Nicolas Lambert recently gave a talk at SUFE on ‘Paying for Estimates Incentives in Statistical Reporting.’

June 30, 2025