2 papers
cs.IT2018
Concentration Inequalities for the Empirical Distribution
Jay Mardia, Jiantao Jiao, Ervin Tánczos +2
We study concentration inequalities for the Kullback--Leibler (KL) divergence between the empirical distribution and the true distribution. Applying a recursion technique, we impro…
math.ST2017
A KL-LUCB Bandit Algorithm for Large-Scale Crowdsourcing
Bob Mankoff, Robert Nowak, Ervin Tanczos
This paper focuses on best-arm identification in multi-armed bandits with bounded rewards. We develop an algorithm that is a fusion of lil-UCB and KL-LUCB, offering the best qualit…