Sequential estimation of quantiles with applications to A/B testing and best-arm identification
Author:
Affiliation:
1. The Voleon Group, 2150 Dwight Way, Berkley, CA 94704
2. Department of Statistics and Data Science, Carnegie Mellon University, Pittsburgh, PA 15213
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Subject
Statistics and Probability
Reference40 articles.
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3. Boucheron, S., Lugosi, G. and Massart, P. (2013). Concentration Inequalities: A Nonasymptotic Theory of Independence. Oxford: Oxford Univ. Press. 10.1093/acprof:oso/9780199535255.001.0001
4. Boucheron, S. and Thomas, M. (2012). Concentration inequalities for order statistics. Electron. Commun. Probab. 17 no. 51, 12. 10.1214/ECP.v17-2210
5. Bubeck, S., Munos, R. and Stoltz, G. (2009). Pure exploration in multi-armed bandits problems. In Algorithmic Learning Theory. Lecture Notes in Computer Science 5809 23–37. Berlin: Springer. 10.1007/978-3-642-04414-4_7
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