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math.ST2013★ 68 cited
Concentration inequalities for sampling without replacement
Rémi Bardenet, Odalric-Ambrym Maillard
Concentration inequalities quantify the deviation of a random variable from a fixed value. In spite of numerous applications, such as opinion surveys or ecological counting procedu…
math.ST2011★ 121 cited
A Finite-Time Analysis of Multi-armed Bandits Problems with Kullback-Leibler Divergences
Odalric-Ambrym Maillard, Rémi Munos, Gilles Stoltz
We consider a Kullback-Leibler-based algorithm for the stochastic multi-armed bandit problem in the case of distributions with finite supports (not necessarily known beforehand), w…