MULTI-ARMED BANDITS WITH COVARIATES:THEORY AND APPLICATIONS

DOI10.5705/SS.202020.0454MaRDI QIDQ5072149OpenAlexFDO

Authors Tze Leung Lai, Huanzhong Xu, Dongwoo Kim

Publication date 25 April 2022

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5705/ss.202020.0454

zbMATH Keywords

personalized medicinereinforcement learningrecommender systemcontextual multi-armed bandits\(\epsilon\)-greedy randomization

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

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• Bandit problems with side observations
• Convergence rate of sieve estimates
• Finite-time analysis of the multiarmed bandit problem
• Information and asymptotic efficiency in parametric-nonparametric models
• Information-theoretic determination of minimax rates of convergence
• Local linear regression smoothers and their minimax efficiencies
• Machine learning and nonparametric bandit theory
• Minimax-optimal nonparametric regression in high dimensions
• Multivariate locally weighted least squares regression
• Nonparametric bandit methods
• On adaptive estimation
• One-armed bandit problems with covariates
• Optimal stopping and dynamic allocation
• Rates of convergence for minimum contrast estimators
• Some aspects of the sequential design of experiments
• Statistical science in information technology and precision medicine
• Woodroofe's one-armed bandit problem revisited

Cited in

(6)

• A revised approach for risk-averse multi-armed bandits under CVaR criterion
• Matrices -- compensating the loss of anschauung
• Bandit and covariate processes, with finite or non-denumerable set of arms
• Encounters with Martingales in Statistics and Stochastic Optimization
• One-armed bandit problems with covariates
• Transfer learning for contextual multi-armed bandits

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