183 citations · 199 across the 3 of their papers we have counts for
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math.ST2010★ 3 cited
Context Tree Selection: A Unifying View
Aurélien Garivier, Florencia Leonardi
The present paper investigates non-asymptotic properties of two popular procedures of context tree (or Variable Length Markov Chains) estimation: Rissanen's algorithm Context and t…
math.ST2009★ 16 cited
On the Forward Filtering Backward Smoothing particle approximations of the smoothing distribution in general state spaces models
Randal Douc, Aurelien Garivier, Eric Moulines +1
A prevalent problem in general state-space models is the approximation of the smoothing distribution of a state, or a sequence of states, conditional on the observations from the p…
math.ST2008★ 183 cited
On Upper-Confidence Bound Policies for Non-Stationary Bandit Problems
Aurélien Garivier, Eric Moulines
Multi-armed bandit problems are considered as a paradigm of the trade-off between exploring the environment to find profitable actions and exploiting what is already known. In the…