Nicolas Nguyen
I am a third-year PhD student under the supervision of
Claire Vernade.
My current research interests include sequential decision-making in changing environments. I am also interested in Bayesian analysis/learning.
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Publications and Preprints
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Non-stationary Lipschitz Bandits
NeurIPS 2025.
[Paper]
[Code]
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Prior-Dependent Allocations for Bayesian Fixed-Budget Best-Arm Identification in Structured Bandits
AISTATS 2025.
[Paper]
[Code]
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Variational Bayes Portfolio Construction
Preprint, preliminary version at AABI.
[Paper]
[Code]
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Meta-Learning in Bayesian Best-Arm Identification
Preprint, preliminary version at EWRL.
[Paper]
Other
Dynamic Pricing with time-varying Valuation