177 citations · 349 across the 12 of their papers we have counts for
Showing 2012Show all
2 papers · 1 filter
stat.CO2012★ 2 cited
Adaptive MCMC with online relabeling
Rémi Bardenet, Olivier Cappé, Gersende Fort +1
When targeting a distribution that is artificially invariant under some permutations, Markov chain Monte Carlo (MCMC) algorithms face the label-switching problem, rendering margina…
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…