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Informational Confidence Bounds for Self-Normalized Averages and Applications
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- المؤلفون: Garivier, Aurélien
- المصدر:
IEEE Information Theory Workshop ; 2013 IEEE Information Theory Workshop ; https://hal.science/hal-00862062 ; IEEE Information Theory Workshop, Sep 2013, Seville, Spain. pp.489-493
- الموضوع:
- نوع التسجيلة:
conference object
- اللغة:
English
- معلومة اضافية
- Contributors:
Institut de Mathématiques de Toulouse UMR5219 (IMT); Université Toulouse Capitole (UT Capitole); Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse); Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J); Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3); Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)
- بيانات النشر:
HAL CCSD
- الموضوع:
2013
- Collection:
Université Toulouse 2 - Jean Jaurès: HAL
- الموضوع:
- نبذة مختصرة :
International audience ; We present deviation bounds for self-normalized averages and applications to estimation with a random number of observations. The results rely on a peeling argument in exponential martingale techniques that represents an alternative to the method of mixture. The motivating examples of bandit problems and context tree estimation are detailed.
- Relation:
hal-00862062; https://hal.science/hal-00862062; https://hal.science/hal-00862062/document; https://hal.science/hal-00862062/file/garivier.pdf
- Rights:
info:eu-repo/semantics/OpenAccess
- الرقم المعرف:
edsbas.91EC101B
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