2 papers
stat.ML2026
Stabilizing Bandits using Regularization: Precise Regret and A Quantitative Central Limit Theorem
Budhaditya Halder, Ishan Sengupta, Koustav Chowdhury +2
Statistical inference with bandit data presents fundamental challenges owing to adaptive sampling, which violates the independence assumptions underlying classical asymptotic theor…
stat.ML2026
Stable Thompson Sampling: Valid Inference via Variance Inflation
Budhaditya Halder, Shubhayan Pan, Koulik Khamaru
We consider the problem of statistical inference when the data is collected via a Thompson Sampling-type algorithm. While Thompson Sampling (TS) is known to be both asymptotically…