MULTI-ARMED BANDITS WITH COVARIATES:THEORY AND APPLICATIONS

DOI10.5705/SS.202020.0454MaRDI QIDQ5072149zbMATH OpenOpenAlexFDO

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

\(\epsilon\)-greedy randomizationcontextual multi-armed banditspersonalized medicinerecommender systemreinforcement learning

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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• Information-theoretic determination of minimax rates of convergence
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• 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)

• One-armed bandit problems with covariates
• 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
• Transfer learning for contextual multi-armed bandits

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