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math.ST2019
Are sample means in multi-armed bandits positively or negatively biased?
Jaehyeok Shin, Aaditya Ramdas, Alessandro Rinaldo
It is well known that in stochastic multi-armed bandits (MAB), the sample mean of an arm is typically not an unbiased estimator of its true mean. In this paper, we decouple three d…
math.ST2019
The limits of distribution-free conditional predictive inference
Rina Foygel Barber, Emmanuel J. Candès, Aaditya Ramdas +1
We consider the problem of distribution-free predictive inference, with the goal of producing predictive coverage guarantees that hold conditionally rather than marginally. Existin…