Regenerative Particle Thompson Sampling.

Zeyu Zhou Bruce E. Hajek Nakjung Choi Anwar Walid

Published in: CoRR (2022)

Keyphrases

variance reduction
sample size
markov chain
sampling strategy
monte carlo
sparse sampling
artificial intelligence
stochastic systems
sampling strategies
markov process
confidence intervals
dynamic programming
machine learning
sampling rate
parameter space
random walk
expert systems
multiscale