I am an assistant professor working at Chung-Ang University. Before this, I did my postdoc with Prof. Nicolò Cesa-Bianchi at Università degil Studi di Milano, Prof. Komiyama Junpei at NYU, and Prof. Kwang-Sung Jun at the University of Arizona. I got my Ph.D. in the Department of Mathematical Science at KAIST (Korea Advanced Institute of Science and Technology) with the advisor Wanmo Kang.
My research interests lie in statistical machine-learning problems, such as
Reinforcement learning (bandit)
High-dimensional bandits (sparse, bilinear, etc.)
Best arm identification
Generalization bounds (PAC-Bayes bound)
Generative model (GAN, VAE)
Other probabilistic tools (Stochastic PDE, Random Matrix Theory, etc......)
I’m delighted to share that Statistical Complexity of Soft Bellman Residual Minimization has been accepted to the NeurIPS 2026 Main Track as a poster!
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Title: Online Linear Regression with Paid Stochastic Features
Authors: Nadav Merlis, Kyoungseok Jang, Nicol`o Cesa-Bianchi
Link to the paper
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I am looking for students to work with me on research in statistical learning and reinforcement learning.
If you are interested, feel free to contact me at ksjang@cau.ac.kr.
Title: Efficient Low-Rank Matrix Estimation, Experimental Design, and Arm-Set-Dependent Low-Rank Bandits
Authors: Kyoungseok Jang, Chicheng Zhang, Kwang-Sung Jun
Link to the paper
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Title: Tighter PAC-Bayes Bounds Through Coin-Betting
Authors: Ilja Kuzborskij, Kwang-Sung Jun, Yulian Wu, Kyoungseok Jang, Francesco Orabona
Link to the paper
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As of March 1st, I have started working as a postdoctoral researcher with Prof. Nicolo Cesa-Bianchi’s LAILA (Laboratory for Artificial Intelligence and Learning Algorithms) team for one year. I am delighted to work with Professor Cesa-Bianchi, a luminary in the fields of Online Learning and Multi-Armed Bandits, and I look forward to learning a great deal alongside him.
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I am actively seeking my next academic/industrial position starting in Spring 2025.
Please contact me for suggestions, advice, or if additional materials are needed!