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20162026
most citedKL-UCB-switch: optimal regret bounds for stochastic bandits from both a distribution-dependent and a distribution-free viewpoints

12 citations · 60 across the 20 of their papers we have counts for

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math.PR2023

Sharp Deviations Bounds for Dirichlet Weighted Sums with Application to analysis of Bayesian algorithms

Denis Belomestny, Pierre Menard, Alexey Naumov +2

In this work, we derive sharp non-asymptotic deviation bounds for weighted sums of Dirichlet random variables. These bounds are based on a novel integral representation of the dens…