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Found 5 papers, 1 papers with code
The Typical Behavior of Bandit Algorithms
The tail characterizations there are associated with atypical bandit behavior on trajectories where the optimal arm mean is under-estimated, leading to mis-identification of the optimal arm and large regret.
The evolution, evolvability and engineering of gene regulatory DNA
Mutations in non-coding regulatory DNA sequences can alter gene expression, organismal phenotype and fitness.
The Fragility of Optimized Bandit Algorithms
It is well known that designs that are optimal over certain exponential families can achieve expected regret that grows logarithmically in the number of arm plays, at a rate governed by the Lai-Robbins lower bound.
Diffusion Approximations for Thompson Sampling
In the regime where the gaps between arm means scale as $1/\sqrt{n}$ with the time horizon $n$, we show that the dynamics of Thompson sampling evolve according to discrete versions of SDEs and random ODEs.
Change-Point Testing for Risk Measures in Time Series
We propose novel methods for change-point testing for nonparametric estimators of expected shortfall and related risk measures in weakly dependent time series.
