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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…