688 citations · 2.3k across the 21 of their papers we have counts for
3 papers · 1 filter
On the Complexity of A/B Testing
Emilie Kaufmann, Olivier Cappé, Aurélien Garivier
A/B testing refers to the task of determining the best option among two alternatives that yield random outcomes. We provide distribution-dependent lower bounds for the performance…
The KL-UCB Algorithm for Bounded Stochastic Bandits and Beyond
Aurélien Garivier, Olivier Cappé
This paper presents a finite-time analysis of the KL-UCB algorithm, an online, horizon-free index policy for stochastic bandit problems. We prove two distinct results: first, for a…
Sequential Monte Carlo smoothing with application to parameter estimation in non-linear state space models
Jimmy Olsson, Olivier Cappé, Randal Douc +1
This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in th…