Search Results for author: Matthew Malloy

Found 3 papers, 0 papers with code

Geometry of the Minimum Volume Confidence Sets

no code implementations16 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.

lil' UCB : An Optimal Exploration Algorithm for Multi-Armed Bandits

no code implementations27 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.

Multi-Armed Bandits

On Finding the Largest Mean Among Many

no code implementations17 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.

Multi-Armed Bandits

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