2 papers
math.ST2025
Local Asymptotic Normality for Multi-Armed Bandits
Ramon van den Akker, Bas J. M. Werker, Bo Zhou
Van den Akker, Werker, and Zhou (2025) showed that the limit experiment, in the sense of H\a'{a}jek-Le Cam, for (contextual) bandits whose arms' expected payoffs differ by $O(T^{-1…
econ.EM2025
Valid Post-Contextual Bandit Inference
Ramon van den Akker, Bas J. M. Werker, Bo Zhou
We establish an asymptotic framework for the statistical analysis of the stochastic contextual multi-armed bandit problem (CMAB), which is widely employed in adaptively randomized…