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stat.ML2025
UCB for Large-Scale Pure Exploration: Beyond Sub-Gaussianity
Zaile Li, Weiwei Fan, L. Jeff Hong
Selecting the best alternative from a finite set is the central objective of ranking and selection (R&S) and best arm identification (BAI). Traditional R&S or BAI approaches have p…
stat.ML2025
Sequential Additivity in Distributionally Robust Ranking and Selection
Zaile Li, Yuchen Wan, L. Jeff Hong
Ranking and selection (R&S) seeks to identify the alternative with the best mean performance from a finite collection of simulated alternatives. Its practical value depends on accu…