no code implementations • 16 Feb 2022 • Heguang Lin, Mengze Li, Daniel Pimentel-Alarcón, Matthew Malloy
Prior work showed the minimum-volume confidence sets are the level-sets of a discontinuous function defined by an exact p-value.
no code implementations • 27 Dec 2013 • Kevin Jamieson, Matthew Malloy, Robert Nowak, Sébastien Bubeck
The paper proposes a novel upper confidence bound (UCB) procedure for identifying the arm with the largest mean in a multi-armed bandit game in the fixed confidence setting using a small number of total samples.
no code implementations • 17 Jun 2013 • Kevin Jamieson, Matthew Malloy, Robert Nowak, Sebastien Bubeck
Motivated by large-scale applications, we are especially interested in identifying situations where the total number of samples that are necessary and sufficient to find the best arm scale linearly with the number of arms.