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20042022
most citedOn Upper-Confidence Bound Policies for Non-Stationary Bandit Problems

183 citations · 724 across the 42 of their papers we have counts for

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math.PR2016

Optimal scaling of the Random Walk Metropolis algorithm under Lp mean differentiability

Alain Durmus, Sylvain Le Corff, Eric Moulines +1

This paper considers the optimal scaling problem for high-dimensional random walk Metropolis algorithms for densities which are differentiable in Lp mean but which may be irregular…