Tracking the mean of a piecewise stationary sequence

DOI10.1007/s13226-024-00641-0zbMath1547.60016MaRDI QIDQ6623990

Ghurumuruhan Ganesan

Publication date: 24 October 2024

Published in: Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

multiarmed banditmean trackingpiecewise stationary sequenceweighted running average

Mathematics Subject Classification ID

Pattern recognition, speech recognition (68T10) Combinatorial probability (60C05)

Cites Work

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• Asymptotically efficient adaptive allocation rules
• Optimal adaptive policies for sequential allocation problems
• Bandit Algorithms
• Introduction to Multi-Armed Bandits
• Finite-time analysis of the multiarmed bandit problem

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