688 citations · 2k across the 44 of their papers we have counts for
3 papers · 1 filter
Kullback-Leibler upper confidence bounds for optimal sequential allocation
Olivier Cappé, Aurélien Garivier, Odalric-Ambrym Maillard +2
We consider optimal sequential allocation in the context of the so-called stochastic multi-armed bandit model. We describe a generic index policy, in the sense of Gittins [J. R. St…
Sequential Monte Carlo smoothing for general state space hidden Markov models
Randal Douc, Aurélien Garivier, Eric Moulines +1
Computing smoothing distributions, the distributions of one or more states conditional on past, present, and future observations is a recurring problem when operating on general hi…
Perfect Simulation Of Processes With Long Memory: A `Coupling Into And From The Past' Algorithm
Aurélien Garivier
We describe a new algorithm for the perfect simulation of variable length Markov chains and random systems with perfect connections. This algorithm, which generalizes Propp and Wil…