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20212025
most citedActive Sampling of Multiple Sources for Sequential Estimation

9 citations · 12 across the 10 of their papers we have counts for

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10 papers

stat.ML2025

Preference-centric Bandits: Optimality of Mixtures and Regret-efficient Algorithms

Meltem Tatlı, Arpan Mukherjee, Prashanth L. A. +2

The objective of canonical multi-armed bandits is to identify and repeatedly select an arm with the largest reward, often in the form of the expected value of the arm's probability…

stat.ML2025

Risk-sensitive Bandits: Arm Mixture Optimality and Regret-efficient Algorithms

Meltem Tatlı, Arpan Mukherjee, Prashanth L. A. +2

This paper introduces a general framework for risk-sensitive bandits that integrates the notions of risk-sensitive objectives by adopting a rich class of distortion riskmetrics. Th…

cs.LG2024

Combinatorial Multi-armed Bandits: Arm Selection via Group Testing

Arpan Mukherjee, Shashanka Ubaru, Keerthiram Murugesan +2

This paper considers the problem of combinatorial multi-armed bandits with semi-bandit feedback and a cardinality constraint on the super-arm size. Existing algorithms for solving…

stat.ML2024

Improved Bound for Robust Causal Bandits with Linear Models

Zirui Yan, Arpan Mukherjee, Burak Varıcı +1

This paper investigates the robustness of causal bandits (CBs) in the face of temporal model fluctuations. This setting deviates from the existing literature's widely-adopted assum…

stat.ML2023

Robust Causal Bandits for Linear Models

Zirui Yan, Arpan Mukherjee, Burak Varıcı +1

Sequential design of experiments for optimizing a reward function in causal systems can be effectively modeled by the sequential design of interventions in causal bandits (CBs). In…

stat.ML2023

Optimal Best Arm Identification with Fixed Confidence in Restless Bandits

P. N. Karthik, Vincent Y. F. Tan, Arpan Mukherjee +1

We study best arm identification in a restless multi-armed bandit setting with finitely many arms. The discrete-time data generated by each arm forms a homogeneous Markov chain tak…

stat.ML2023

Best Arm Identification in Stochastic Bandits: Beyond optimality

Arpan Mukherjee, Ali Tajer

This paper investigates a hitherto unaddressed aspect of best arm identification (BAI) in stochastic multi-armed bandits in the fixed-confidence setting. Two key metrics for assess…

cs.LG2022★ 9 cited

Active Sampling of Multiple Sources for Sequential Estimation

Arpan Mukherjee, Ali Tajer, Pin-Yu Chen +1

Consider processes, each generating a sequence of identical and independent random variables. The probability measures of these processes have random parameters that must be es…

stat.ML2022★ 3 cited

SPRT-based Efficient Best Arm Identification in Stochastic Bandits

Arpan Mukherjee, Ali Tajer

This paper investigates the best arm identification (BAI) problem in stochastic multi-armed bandits in the fixed confidence setting. The general class of the exponential family of…

cs.LG2021

Mean-based Best Arm Identification in Stochastic Bandits under Reward Contamination

Arpan Mukherjee, Ali Tajer, Pin-Yu Chen +1

This paper investigates the problem of best arm identification in stochastic multi-arm bandits. In this setting, the rewards obtained from any arm are repla…