65 citations · 367 across the 30 of their papers we have counts for
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cs.LG2022★ 4 cited
Langevin Monte Carlo for Contextual Bandits
Pan Xu, Hongkai Zheng, Eric Mazumdar +2
We study the efficiency of Thompson sampling for contextual bandits. Existing Thompson sampling-based algorithms need to construct a Laplace approximation (i.e., a Gaussian distrib…
stat.ML2022★ 7 cited
Finite-Time Regret of Thompson Sampling Algorithms for Exponential Family Multi-Armed Bandits
Tianyuan Jin, Pan Xu, Xiaokui Xiao +1
We study the regret of Thompson sampling (TS) algorithms for exponential family bandits, where the reward distribution is from a one-dimensional exponential family, which covers ma…