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Monte Carlo methods / Statistical theory / Decision theory / Estimator / M-estimator / Importance sampling / Mean squared error / Bias of an estimator / Regret / Statistics / Estimation theory / Statistical inference


Adaptive Monte Carlo via Bandit Allocation James Neufeld JNEUFELD @ UALBERTA . CA Andr´as Gy¨orgy GYORGY @ UALBERTA . CA Dale Schuurmans
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Document Date: 2014-05-12 20:06:51

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City

Edmonton / New York / Haifa / Beijing / /

Company

Cambridge University Press / CRC Press / SIAM Journal / Cox / Microsoft / /

Country

Canada / China / /

Currency

pence / /

Facility

University of Bristol / University of Toronto / University of Alberta / /

Holiday

Assumption / /

IndustryTerm

multi-armed bandit algorithms / recent algorithm / mathematical finance / deterministic algorithms / bandit algorithms / important applications / even adversarial bandit algorithms / overall algorithm / stochastic bandit algorithms / /

Organization

Cambridge University / CA Department of Computing Science / pp. / Department of Mathematics / University of Alberta / Royal Statistical Society / Econometric Society / American Mathematical Society / University of Bristol / University of Toronto / Technion / /

Person

Dale Schuurmans / Csaba Szepesv´ari / Mansour / Xk / James Neufeld / Let Dk / /

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Position

Prime Minister / RT / model in mathematical finance / author / /

Product

Pentax K-x Digital Camera / /

ProvinceOrState

Alberta / /

PublishedMedium

Journal of the Royal Statistical Society / Machine Learning / Bulletin of the American Mathematical Society / SIAM Journal on Computing / IEEE Transactions on Information Theory / Theoretical Computer Science / Journal of Machine Learning Research / The Journal of Machine Learning Research / Econometrica / /

Technology

stochastic bandit algorithms / randomized algorithm / overall algorithm / UCB1 algorithm / even adversarial bandit algorithms / UCB-V algorithm / Machine Learning / UCB-type algorithms / multi-armed bandit algorithms / bandit algorithms / JAVA / UCB-based bandit algorithms / UCB algorithms / simulation / existing bandit algorithms / /

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http /

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