Title :

Mixture Martingales Revisited with Applications to Sequential Tests and Confidence Intervals

Author(s) :

Kaufmann, Emilie [Auteur]
Sequential Learning [SEQUEL]
Koolen, Wouter [Auteur]
Centrum Wiskunde & Informatica [CWI]

Production date :

2018-10-04

English keyword(s) :

multi-armed bandits
best arm identification
test martingales
adaptive sequential testing
mixture methods

HAL domain(s) :

Statistiques [stat]/Machine Learning [stat.ML]

Language :

Anglais

ANR Project :

Bandits Against Non-Stationarity and Structure

Collections :

• Centre de Recherche en Informatique, Signal et Automatique de Lille (CRIStAL) - UMR 9189

Source :

Harvested from HAL

Submission date :

2020-05-28T10:11:57Z