Thompson Sampling for 1-Dimensional Exponential Family Bandits.
Nathaniel KordaEmilie KaufmannRémi MunosPublished in: NIPS (2013)
Keyphrases
- exponential family
- markov chain monte carlo
- maximum likelihood
- log likelihood
- graphical models
- density estimation
- closed form
- statistical models
- mixture model
- missing values
- order statistics
- variational methods
- sampling algorithm
- monte carlo
- bregman divergences
- hidden variables
- probability density function
- generative model
- random sampling
- posterior distribution
- information theoretic
- sample size
- random variables
- markov chain
- probabilistic model
- particle filter
- prior knowledge