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We consider a bandit problem which involves sequential sampling from two populations (arms).
Some aspects of the sequential design of experiments
Robbins, H · 1952
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A one-armed bandit problem with a concomitant variable
Woodroofe, M · 1979
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Asymptotically efficient adaptive allocation rules
Lai, T. L · 1985
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Smooth discrimination analysis
Mammen, E · 1999
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Finite-time analysis of the multiarmed bandit problem
Auer, P · 2002
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Randomized allocation with nonparametric estimation for a multi-armed bandit problem with covariates
Yang, Y · 2002
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Optimal aggregation of classifiers in statistical learning
Tsybakov, A. B · 2004
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Theory of classification: a survey of some recent advances
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Wang, C.-C · 2005
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Prediction, learning, and games
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Audibert, J.-Y · 2007
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Online learning with prior knowledge
Hazan, E · 2007
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Goldenshluger, A · 2009
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Lu, T · 2009
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Fast rates for plug-in estimators of density level sets
Rigollet, P · 2009
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Contextual bandits with similarity information
Slivkins, A · 2009
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Introduction to Nonparametric Estimation
Tsybakov, A. B · 2009
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