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Semih Cayci

Researcher at Ohio State University

Publications -  18
Citations -  98

Semih Cayci is an academic researcher from Ohio State University. The author has contributed to research in topics: Regret & Communication channel. The author has an hindex of 5, co-authored 18 publications receiving 73 citations. Previous affiliations of Semih Cayci include Bilkent University & Mitsubishi Electric Research Laboratories.

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Proceedings ArticleDOI

Learning to Control Renewal Processes with Bandit Feedback

TL;DR: It is proved that the regret under any admissible policy is Ømega(Kłog(τ)+KL), which implies that UCB-BwI is order optimal, and it is shown that for all heavy-tailed and some light-tailed completion time distributions, this interruption mechanism improves the reward linearly over time.
Proceedings ArticleDOI

Learning for serving deadline-constrained traffic in multi-channel wireless networks

TL;DR: Under symmetric channel conditions, it is proved that the UCB-Deadline policy can achieve bounded regret in the likely case where the cost of using a channel is not too high to prevent all transmissions, and logarithmic regret otherwise.
Proceedings Article

Group-Fair Online Allocation in Continuous Time

TL;DR: In this article, a continuous-time online learning problem with fairness considerations is considered, and a framework based on continuous time utility maximization is presented. But the authors do not provide any statistical knowledge on the regret bound.
Proceedings ArticleDOI

Nonbinary Polar Coding for Multilevel Modulation

TL;DR: This work investigates nonbinary polar-coded modulations, which achieve a significant performance gain of at least 1 dB compared to binary counterparts at a short block-length of 2048 bits.
Posted Content

Budget-Constrained Bandits over General Cost and Reward Distributions

TL;DR: A regret lower bound is proved for this budget-constrained bandit problem, and proposed algorithms achieve tight problem-dependent regret bounds, which are optimal up to a universal constant factor in the case of jointly Gaussian cost and reward pairs.