Unifying Clustered and Non-stationary Bandits.
Chuanhao LiQingyun WuHongning WangPublished in: AISTATS (2021)
Keyphrases
- non stationary
- stochastic systems
- random fields
- stock price
- autoregressive
- multi armed bandits
- concept drift
- blind source separation
- fractional brownian motion
- empirical mode decomposition
- temporal evolution
- adaptive algorithms
- financial time series
- image compression
- computer vision
- online learning
- change point detection
- biomedical signals