177 citations · 349 across the 12 of their papers we have counts for
12 papers
A/B/n Testing with Control in the Presence of Subpopulations
Yoan Russac, Christina Katsimerou, Dennis Bohle +3
Motivated by A/B/n testing applications, we consider a finite set of distributions (called \emph{arms}), one of which is treated as a \emph{control}. We assume that the population…
Fast Rate Learning in Stochastic First Price Bidding
Juliette Achddou, Olivier Cappé, Aurélien Garivier
First-price auctions have largely replaced traditional bidding approaches based on Vickrey auctions in programmatic advertising. As far as learning is concerned, first-price auctio…
On Limited-Memory Subsampling Strategies for Bandits
Dorian Baudry, Yoan Russac, Olivier Cappé
There has been a recent surge of interest in nonparametric bandit algorithms based on subsampling. One drawback however of these approaches is the additional complexity required by…
Efficient Algorithms for Stochastic Repeated Second-price Auctions
Juliette Achddou, Olivier Cappé, Aurélien Garivier
Developing efficient sequential bidding strategies for repeated auctions is an important practical challenge in various marketing tasks. In this setting, the bidding agent obtains…
Self-Concordant Analysis of Generalized Linear Bandits with Forgetting
Yoan Russac, Louis Faury, Olivier Cappé +1
Contextual sequential decision problems with categorical or numerical observations are ubiquitous and Generalized Linear Bandits (GLB) offer a solid theoretical framework to addres…
Algorithms for Non-Stationary Generalized Linear Bandits
Yoan Russac, Olivier Cappé, Aurélien Garivier
The statistical framework of Generalized Linear Models (GLM) can be applied to sequential problems involving categorical or ordinal rewards associated, for instance, with clicks, l…