Technical note: the elliptical potential lemma for general distributions with an application to linear thompson sampling
Year of publication: |
2023
|
---|---|
Authors: | Hamidi, Nima ; Bayati, Mohsen |
Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 71.2023, 4, p. 1434-1439
|
Subject: | Stochastic Models | Thompson sampling | elliptical potential lemma | stochastic linear bandit | Theorie | Theory | Stochastischer Prozess | Stochastic process | Stichprobenerhebung | Sampling |
-
Portfolio return distributions : sample statistics with stochastic correlations
Chetalova, Desislava, (2015)
-
Learning to optimize via posterior sampling
Russo, Daniel, (2014)
-
Optimistic posterior sampling for reinforcement learning : worst-case regret bounds
Agrawal, Shipra, (2023)
- More ...
-
Active postmarketing drug surveillance for multiple adverse events
Goh, Joel, (2015)
-
Accurate emergency department wait time prediction
Ang, Erjie, (2016)
-
Bargaining dynamics in exchange networks
Bayati, Mohsen, (2015)
- More ...