688 citations · 2k across the 44 of their papers we have counts for
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math.PR2012★ 177 cited
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…
math.PR2012★ 146 cited
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…