Batched bandit problems

DOI10.1214/15-AOS1381zbMath1338.62180arXiv1505.00369OpenAlexW1958090791MaRDI QIDQ282463

Sylvain Chassang, Erik Snowberg, Vianney Perchet, Philippe Rigollet

Publication date: 12 May 2016

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.00369

zbMATH Keywords

sample size determinationbatchesgrouped clinical trialsmulti-armed bandit problemsmulti-phase allocationregret boundsswitching cost

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Minimax procedures in statistical decision theory (62C20) Sequential statistical design (62L05)

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