5 citations · 5 across the 1 of their papers we have counts for
3 papers
Bandits with many optimal arms
Rianne de Heide, James Cheshire, Pierre Ménard +1
We consider a stochastic bandit problem with a possibly infinite number of arms. We write for the proportion of optimal arms and for the minimal mean-gap between optimal…
Fixed-Confidence Guarantees for Bayesian Best-Arm Identification
Xuedong Shang, Rianne de Heide, Emilie Kaufmann +2
We investigate and provide new insights on the sampling rule called Top-Two Thompson Sampling (TTTS). In particular, we justify its use for fixed-confidence best-arm identification…
Optional Stopping with Bayes Factors: a categorization and extension of folklore results, with an application to invariant situations
Allard Hendriksen, Rianne de Heide, Peter Grünwald
It is often claimed that Bayesian methods, in particular Bayes factor methods for hypothesis testing, can deal with optional stopping. We first give an overview, using elementary p…