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stat.ML2026
Posterior Tempering Explains Variance Inflation in Linear and Generalized Linear Thompson Sampling
Prateek Jaiswal, Debdeep Pati, Anirban Bhattacharya +1
We study a variant of the Thompson Sampling (TS) algorithm, called -TS, for solving stochastic generalized linear bandit problems. Existing analyses of TS require inflating the…
math.ST2026
Frequentist Regret Analysis of Gaussian Process Thompson Sampling via Fractional Posteriors
Somjit Roy, Prateek Jaiswal, Anirban Bhattacharya +2
We study Gaussian Process Thompson Sampling (GP-TS) for sequential decision-making over compact, continuous action spaces and provide a frequentist regret analysis based on fractio…