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Thompson Sampling Meets Ranking and Selection

2022 Winter Simulation Conference (WSC), 2022
Yijie Peng, Gongbo Zhang
exaly   +2 more sources

Universal Thompson Sampling

2022 21st IEEE International Conference on Machine Learning and Applications (ICMLA), 2022
Marco Faella, Luigi Sauro
openaire   +3 more sources

Contextual Combinatorial Cascading Thompson Sampling

2019
We design and analyze contextual combinatorial cascading Thompson sampling (\(C^3\)-TS). \(C^3\)-TS is a Bayesian heuristic to balance the exploration-exploitation tradeoff in the cascading bandit model. And it incorporates the linear structure to share information among different items.
Zhenyu Zhu, Liusheng Huang, Hongli Xu
openaire   +2 more sources

Particle Thompson sampling

2021
Thompson sampling is an effective Bayesian heuristic for solving stochastic bandit problems. But it is hard to implement in practice due to the intractability of maintaining a continuous posterior distribution. Particle Thompson sampling (PTS) is an approximation of Thompson sampling based on the simple idea of replacing the continuous distribution by ...
openaire   +1 more source

Feel-Good Thompson Sampling for Contextual Bandits and Reinforcement Learning

SIAM Journal on Mathematics of Data Science, 2022
Tong Zhang
exaly  

Variable Selection via Thompson Sampling

Journal of the American Statistical Association, 2023
Veronika Rockova
exaly  

Self-Accelerated Thompson Sampling With Near-Optimal Regret Upper Bound

Neurocomputing, 2020
Liusheng Huang, Zhenyu Zhu, Hongli Xu
exaly  

Online Network Revenue Management Using Thompson Sampling

Operations Research, 2018
He Wang   +2 more
exaly  

Collaborative Thompson Sampling

Mobile Networks and Applications, 2020
Liusheng Huang, Zhenyu Zhu, Hongli Xu
exaly  

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