290 citations · 1.8k across the 59 of their papers we have counts for
Showing 2011 · math.STShow all
2 papers · 2 filters
math.ST2011★ 120 cited
The multi-armed bandit problem with covariates
Vianney Perchet, Philippe Rigollet
We consider a multi-armed bandit problem in a setting where each arm produces a noisy reward realization which depends on an observable random covariate. As opposed to the traditio…
math.ST2011★ 59 cited
Sparse Estimation by Exponential Weighting
Philippe Rigollet, Alexandre B. Tsybakov
Consider a regression model with fixed design and Gaussian noise where the regression function can potentially be well approximated by a function that admits a sparse representatio…