no code implementations • 9 Oct 2020 • Anine E. Bolko, Kim Christensen, Mikko S. Pakkanen, Bezirgen Veliyev
We show that a parameter estimator based on the integrated variance is consistent and, under stronger conditions, asymptotically normally distributed.
no code implementations • 19 May 2020 • Anders Bredahl Kock, David Preinerstorfer, Bezirgen Veliyev
We study the problem of a decision maker who must provide the best possible treatment recommendation based on an experiment.
no code implementations • 29 Jan 2020 • Anders Bredahl Kock, David Preinerstorfer, Bezirgen Veliyev
We consider a multi-armed bandit problem with covariates.
no code implementations • 21 Dec 2018 • Anders Bredahl Kock, David Preinerstorfer, Bezirgen Veliyev
Then, we introduce and study the Functional Upper Confidence Bound (F-UCB) policy, which interweaves exploration and exploitation and is thus not of the ETC type.
