Revisiting Weighted Strategy for Non-stationary Parametric Bandits.

Jing Wang Peng Zhao Zhi-Hua Zhou

Published in: AISTATS (2023)

Keyphrases

non stationary
autoregressive
random fields
adaptive algorithms
blind source separation
empirical mode decomposition
concept drift
stock price
white noise
change point detection
biomedical signals
fractional brownian motion