Generalized rescaled Pólya urn and its statistical application

DOI10.1214/22-EJS1993zbMath1487.60047arXiv2010.06373MaRDI QIDQ2136655

Publication date: 11 May 2022

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.06373

zbMATH Keywords

stochastic approximation central limit theorem reinforcement learning chi-squared test Pólya urn urn model reinforced stochastic process

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Stochastic approximation (62L20) Asymptotic properties of parametric tests (62F05)

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