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stat.ML2013★ 74 cited
Thompson Sampling for 1-Dimensional Exponential Family Bandits
Nathaniel Korda, Emilie Kaufmann, Remi Munos
Thompson Sampling has been demonstrated in many complex bandit models, however the theoretical guarantees available for the parametric multi-armed bandit are still limited to the B…
stat.ML2013
Toward Optimal Stratification for Stratified Monte-Carlo Integration
Alexandra Carpentier, Remi Munos
We consider the problem of adaptive stratified sampling for Monte Carlo integration of a noisy function, given a finite budget n of noisy evaluations to the function. We tackle in…