Speaker : | Lorenzo Maggi |
Nokia-Bell-Labs France | |
Date: | 26/11/2018 |
Time: | 10:30 am - 12:00 pm |
Location: | Telecom Paristech, I338 (3rd floor) |
Abstract
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