Programme
First day: May 24, 2018
8:30am - 9:10am Registration and Coffee
9:10am - 9:15am Gui Liberali and Vianney Perchet - Welcome Note
9:15am -10:00am Warren Powell (Princeton): From Multi-armed Bandits to Stochastic Optimization. For tutorial see here
10:00am -10:30am Clément Bouttier (Airbus, Toulouse): Piyavskii's algorithm for deterministic or stochastic Lipschitz global optimization
10:30am -11:00am Nicolas Grislin (AlephD, Paris): Optimization of a SSP's Header Bidding Strategy using Thompson Sampling
11:00am -11:30pm Coffee Break
11:30am -12:00pm Daria Dzyabura (New York University): Optimizing for path-dependence in consumer cross-category search
12:00am -12:30pm Song Lin (HKUST): Informational Complementarity
12:30am -1:00pm Shervin Tehrani (Toronto and UTDallas): A heuristic approach to explore: value of perfect information
1:00pm -2:30pm Lunch and Poster Session
2:30pm - 3:15pm Nicolò Cesa-Bianchi (Dipartimento di Informatica, Università degli Studi di Milano): NonStochastic Bandits with Anonymous Feedback.
3:15pm - 4:45pm Pierre Alquier (Ensae): Regret Bounds for Lifelong Learning
3:45pm - 4:15pm Claire Vernade (Amazon): Stochastic Bandit Models for Delayed Conversions
4:15pm - 4:45pm Richard Combes (Centrale Supelec): Minimal Exploration in Structured Stochastic Bandits
4:45pm - 5:15pm Coffee Break
5:15pm - 5:45pm Trivikram Dokka (Lancaster University): Non-parametric robust dynamic pricing: a non-adversarial approach
5:45pm - 6:15pm Arnoud den Boer (University of Amsterdam): Discontinuous demand functions: estimation and pricing. Working paper
6:15pm - 6:45pm Jan Svitak (Dutch Authority for Consumer & Markets)
Mallesh Pai (Rice University). Can Competing Bandit Algorithms Lead to Non-Competitive Prices?
6:45pm - 9:00pm Dinner at In Den Rustwat
Second day: May 25, 2018
9:00am -9:45am Miguel Villas-Boas (University of California, Berkeley): Optimal Learning before Choice
9:45am -10:15am Quentin Berthet (Cambridge): Fast Rates for Bandit Optimization with Upper-Confidence Frank-Wolfe
10:15am -10:45am Siham el Kihal (Frankfurt School of Finance & Management): Product Return Management in Omnichannel Retail
10:45am -11:15pm Coffee Break
11:15am -11:45pm Xiao Liu (New York University): The Effect of Word of Mouth on Sales: New Answers from the Consumer Journey Data with Deep Learning
11:45am -12:15pm Lan Luo (University of Southern California): Can User Generated Content Predict Restaurant Survival? Deep Learning of Yelp Photos and Reviews
12:15pm -1:30pm Lunch
1:30pm - 2:15pm Donald A. Berry (U. Texas MD Anderson Cancer Center): Multi-armed Bayesian bandits Change the Paradigm of Clinical Trials
2:15pm - 2:45pm Sofia Villar (Cambridge): Developing Implementable Bandit-Based Designs for Clinical Trials: Where Methods Meet Practice
2:45pm - 3:15pm Peter Jacko (Lancaster University): Mitigating the Curse of Dimensionality of the Bayesian Beta-Bernoulli Bandit Problem
3:15pm - 4:00pm Coffee Break and Transfer to the Erasmus Building - Aula Auditorium
4:00pm - 4:45pm Gui Liberali (Erasmus University): Inaugural Address on (Machine) Learning with a Purpose . Pdf available here
4:45pm Reception