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A Tutorial on Thompson Sampling
16 references·1 citing·17 second hop
A Tutorial on Thompson Sampling (2017)A Tutorial on Thompson SamplingLearning to Optimize via Posterior Sampling (2014)Learning to Optimize via Post…Thompson Sampling: An Asymptotically Optimal Finite-Time Analysis (2012)Thompson Sampling: An Asympto…Thompson Sampling for Contextual Bandits with Linear Payoffs (2012)Thompson Sampling for Context…Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting (2012)Information-Theoretic Regret …Analysis of Thompson Sampling for the multi-armed bandit problem (2011)Analysis of Thompson Sampling…An Empirical Evaluation of Thompson Sampling (2011)An Empirical Evaluation of Th…Near-optimal Regret Bounds for Reinforcement Learning (2010)Near-optimal Regret Bounds fo…Linearly Parameterized Bandits (2010)Linearly Parameterized BanditsA modern Bayesian look at the multi‐armed bandit (2010)A modern Bayesian look at the…The Knowledge-Gradient Policy for Correlated Normal Beliefs (2009)The Knowledge-Gradient Policy…Stochastic Linear Optimization Under Bandit Feedback (2008)Stochastic Linear Optimizatio…Multi-armed bandits in metric spaces (2008)Multi-armed bandits in metric…A Knowledge-Gradient Policy for Sequential Information Collection (2008)A Knowledge-Gradient Policy f…Finite-time Analysis of the Multiarmed Bandit Problem (2002)Finite-time Analysis of the M…Multi-Armed Bandit Allocation Indices. (1990)Multi-Armed Bandit Allocation…The Multi-Armed Bandit Problem: Decomposition and Computation (1987)The Multi-Armed Bandit Proble…Non Stationary Multi-Armed Bandit: Empirical Evaluation of a New Concept Drift-Aware Algorithm (2021)Non Stationary Multi-Armed Ba…The Nonstochastic Multiarmed Bandit Problem (2002)Regret Bounds for the Adaptive Control of Linear Quadratic Systems (2011)Confronting Deep Uncertainties in Risk Analysis (2012)A Tutorial on Thompson Sampling (2018)Design and Analysis of Experiments for Statistical Selection, Screening and Multiple Comparisons (1996)Simulation Budget Allocation for Further Enhancing the Efficiency of Ordinal Optimization (2000)A unified framework for stochastic optimization (2018)Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems (2012)Online Decision Making with High-Dimensional Covariates (2019)Using confidence bounds for exploitation-exploration trade-offs (2003)Further Optimal Regret Bounds for Thompson Sampling (2012)Some aspects of the sequential design of experiments (1952)A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning (2010)Bandit Algorithms (2020)Introduction to Multi-Armed Bandits (2019)Prediction, Learning, and Games (2006)Contextual Bandits with Linear Payoff Functions (2011)
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References

  • 2002Finite-time Analysis of the Multiarmed Bandit Problem5,980 cited
  • 2012Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting2,098 cited
  • 2011An Empirical Evaluation of Thompson Sampling1,000 cited
  • 1990Multi-Armed Bandit Allocation Indices.997 cited
  • 2011Analysis of Thompson Sampling for the multi-armed bandit problem904 cited
  • 2010Near-optimal Regret Bounds for Reinforcement Learning718 cited
  • 2012Thompson Sampling for Contextual Bandits with Linear Payoffs600 cited
  • 2008Stochastic Linear Optimization Under Bandit Feedback581 cited
  • 2014Learning to Optimize via Posterior Sampling494 cited
  • 2008A Knowledge-Gradient Policy for Sequential Information Collection447 cited
  • 2010Linearly Parameterized Bandits428 cited
  • 2009The Knowledge-Gradient Policy for Correlated Normal Beliefs408 cited
  • 2010A modern Bayesian look at the multi‐armed bandit408 cited
  • 2012Thompson Sampling: An Asymptotically Optimal Finite-Time Analysis381 cited
  • 2008Multi-armed bandits in metric spaces353 cited
  • 1987The Multi-Armed Bandit Problem: Decomposition and Computation

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  • 2021Non Stationary Multi-Armed Bandit: Empirical Evaluation of a New Concept Drift-Aware Algorithm34 cited