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20152026
most citedOptimal Regret Analysis of Thompson Sampling in Stochastic Multi-armed Bandit Problem with Multiple Plays

70 citations · 161 across the 37 of their papers we have counts for

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econ.EM2021★ 3 cited

Policy Choice and Best Arm Identification: Asymptotic Analysis of Exploration Sampling

Kaito Ariu, Masahiro Kato, Junpei Komiyama +2

We consider the "policy choice" problem -- otherwise known as best arm identification in the bandit literature -- proposed by Kasy and Sautmann (2021) for adaptive experimental des…

econ.EM2018★ 2 cited

Cross Validation Based Model Selection via Generalized Method of Moments

Junpei Komiyama, Hajime Shimao

Structural estimation is an important methodology in empirical economics, and a large class of structural models are estimated through the generalized method of moments (GMM). Trad…