We consider stochastic bandit problems with a continuum set of arms and where the expected re-ward is a continuous and unimodal function of the arm. No further assumption is made regarding thesmoothness and the structure of the expected reward function. We propose Stochastic Pentachotomy(SP), an algorithm for which we derive finite-time regret upper bounds. In particular, we sho...

The shearlet representation has gained increasingly more prominence in recent years as a flexible mathematical framework which enables the efficient analysis of anisotropic phenomena by combining multiscale analysis with the ability to handle directional information. In this paper, we introduce a class of shearlet smoothness spaces which is derived from the theory of decomposition spaces recent...