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20042023
most citedOn Upper-Confidence Bound Policies for Non-Stationary Bandit Problems

183 citations · 726 across the 47 of their papers we have counts for

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math.PR2023

Rosenthal-type inequalities for linear statistics of Markov chains

Alain Durmus, Eric Moulines, Alexey Naumov +2

In this paper, we establish novel concentration inequalities for additive functionals of geometrically ergodic Markov chains similar to Rosenthal inequalities for sums of independe…