Boundary crossing for general exponential families

zbMATH Open1407.62040MaRDI QIDQ4645643FDOQ4645643

Authors: Odalric-Ambrym Maillard 

Publication date: 10 January 2019

Full work available at URL: http://proceedings.mlr.press/v76/maillard17a.html

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zbMATH Keywords

optimalityexponential familiesmulti-armed banditsBregman concentration

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Sequential statistical analysis (62L10) General considerations in statistical decision theory (62C05)

Cited In (1)

• Boundary crossing probabilities for general exponential families

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