Tracking the mean of a piecewise stationary sequence

DOI10.1007/S13226-024-00573-9MaRDI QIDQ6835328zbMATH OpenFDO

Authors Ghurumuruhan Ganesan

Publication date 30 March 2026

Published in Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S13226-024-00573-9

zbMATH Keywords

mean trackingmultiarmed bandit problempiecewise stationary sequenceweighted running average

Mathematics Subject Classification ID

Combinatorial probability (60C05) Stationary stochastic processes (60G10) Pattern recognition, speech recognition (68T10)

Cites work

• Asymptotically efficient adaptive allocation rules
• Bandit algorithms
• Finite-time analysis of the multiarmed bandit problem
• Introduction to multi-armed bandits
• Optimal adaptive policies for sequential allocation problems
• The probabilistic method. With an appendix on the life and work of Paul Erdős.

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