|Speaker :||Lorenzo Maggi|
|Time:||10:30 am - 12:00 pm|
|Location:||Telecom Paristech, I338 (3rd floor)|
Lorenzo Maggi will present two approaches of multi-armed bandits: Bayesian and frequentist, based on the papers:
- Tsitsiklis, J. N. (1994). A short proof of the Gittins index theorem. The Annals of Applied Probability, 194-199.
- J. C. Gittins, Bandit Processes and Dynamic Allocation Indices, Journal of the Royal Statistical Society (1979)
Link to the slides: MAB – Bayesian_vs_Frequentist