The time until the final zero crossing of random sums with application to nonparametric bandit theory
type: Item
instance of: scholarly article
title: The time until the final zero crossing of random sums with application to nonparametric bandit theory
zbMATH Open document ID: 0819.62062
DOI: 10.1016/0096-3003(94)90197-X
author: V. Pereyra
published in: Applied Mathematics and Computation
publication date: 1994-09-28T00:00:00Z
review text: Motivated by problems in machine learning and more fundamentally by non- Bayesian nonparametric problems in sequential design of experiments, the present work deals with the task of attaining probability bounds for the number of times suboptimal bandits are chosen in a nonterminating sequence of experiments. To the author's knowledge, previously only the growth of the expectation of incorrect choices has been examined. The derivation is founded, in part, on new contributions to the theory of zero crossings for sums of biased, independent, identically distributed random variables.
Mathematics Subject Classification ID: 62L05
Mathematics Subject Classification ID: 62K99
Mathematics Subject Classification ID: 62G99
zbMATH DE Number: 645276
zbMATH Keywords: nonparametric bandit theory
zbMATH Keywords: random sums
zbMATH Keywords: sums of biased independent identically distributed random variables
zbMATH Keywords: non-Bayesian nonparametric problems
zbMATH Keywords: probability bounds
zbMATH Keywords: zero crossings
reviewed by: János Sztrik
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 645276