{"id":"https://openalex.org/W2803364674","doi":"https://doi.org/10.5555/3122009.3242011","title":"Normal bandits of unknown means and variances","display_name":"Normal bandits of unknown means and variances","publication_year":2017,"publication_date":"2017-01-01","ids":{"openalex":"https://openalex.org/W2803364674","doi":"https://doi.org/10.5555/3122009.3242011","mag":"2803364674"},"language":"en","primary_location":{"id":"mag:2803364674","doi":"https://doi.org/10.5555/3122009.3242011","is_oa":false,"landing_page_url":"https://jmlr.org/papers/volume18/15-154/15-154.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S118988714","display_name":"Journal of Machine Learning Research","issn_l":"1532-4435","issn":["1532-4435","1533-7928"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","ccf-a","cwts-core","dongbi-a","jufo-3","ki-jl-2","norway-2","poland-140","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310315718","host_organization_name":"The MIT Press","host_organization_lineage":["https://openalex.org/P4310315718","https://openalex.org/P4310316440"],"host_organization_lineage_names":["The MIT Press","Massachusetts Institute of Technology"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Journal of Machine Learning Research","raw_type":null},"volume":null,"type":"article","indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5042856641","display_name":"Wesley Cowan","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I102322142","display_name":"Rutgers, The State University of New Jersey","ror":"https://ror.org/05vt9qd57","country_code":"US","type":"education","lineage":["https://openalex.org/I102322142"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Wesley Cowan","raw_affiliation_strings":["Department of Mathematics, Rutgers University, Piscataway, NJ,#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Rutgers University, Piscataway, NJ,#TAB#","institution_ids":["https://openalex.org/I102322142"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5112464181","display_name":"Junya Honda","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I74801974","display_name":"The University of Tokyo","ror":"https://ror.org/057zh3y96","country_code":"JP","type":"education","lineage":["https://openalex.org/I74801974"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Junya Honda","raw_affiliation_strings":["Department of Complexity Science and Engineering, Graduate School of Frontier Sciences, The University of Tokyo, Kashiwa-shi, Chiba, Japan#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Complexity Science and Engineering, Graduate School of Frontier Sciences, The University of Tokyo, Kashiwa-shi, Chiba, Japan#TAB#","institution_ids":["https://openalex.org/I74801974"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5047782677","display_name":"Michael N. Katehakis","orcid":"https://orcid.org/0000-0002-1511-7098","observed_orcids":["https://orcid.org/0000-0002-1511-7098"]},"institutions":[{"id":"https://openalex.org/I102322142","display_name":"Rutgers, The State University of New Jersey","ror":"https://ror.org/05vt9qd57","country_code":"US","type":"education","lineage":["https://openalex.org/I102322142"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Michael N. Katehakis","raw_affiliation_strings":["Department of Management Science and Information Systems, Rutgers University, Piscataway, NJ#TAB#"],"raw_orcid":"https://orcid.org/0000-0002-1511-7098","affiliations":[{"raw_affiliation_string":"Department of Management Science and Information Systems, Rutgers University, Piscataway, NJ#TAB#","institution_ids":["https://openalex.org/I102322142"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":13.0865,"has_fulltext":false,"cited_by_count":63,"citation_normalized_percentile":{"value":0.9891723,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":100},"biblio":{"volume":"18","issue":"1","first_page":"5638","last_page":"5665"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":1.0,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":1.0,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12288","display_name":"Optimization and Search Problems","score":0.0,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10462","display_name":"Reinforcement Learning in Robotics","score":0.0,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/multi-armed-bandits","display_name":"multi-armed bandits","score":0.8840000033378601},{"id":"https://openalex.org/keywords/sequential-sampling","display_name":"sequential sampling","score":0.6430000066757202},{"id":"https://openalex.org/keywords/index-policies","display_name":"index policies","score":0.6370000243186951},{"id":"https://openalex.org/keywords/asymptotic-optimality","display_name":"asymptotic optimality","score":0.8190000057220459},{"id":"https://openalex.org/keywords/regret-bounds","display_name":"regret bounds","score":0.8560000061988831}],"concepts":[{"id":"https://openalex.org/C50817715","wikidata":"https://www.wikidata.org/wiki/Q79895177","display_name":"Regret","level":2,"score":0.8467714786529541},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7818108797073364},{"id":"https://openalex.org/C181789720","wikidata":"https://www.wikidata.org/wiki/Q4812191","display_name":"Asymptotically optimal algorithm","level":2,"score":0.6433494091033936},{"id":"https://openalex.org/C2778112365","wikidata":"https://www.wikidata.org/wiki/Q3511065","display_name":"Sequence (biology)","level":2,"score":0.6204206347465515},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.553130030632019},{"id":"https://openalex.org/C122123141","wikidata":"https://www.wikidata.org/wiki/Q176623","display_name":"Random variable","level":2,"score":0.5480270385742188},{"id":"https://openalex.org/C2908647359","wikidata":"https://www.wikidata.org/wiki/Q2625603","display_name":"Population","level":2,"score":0.5063961744308472},{"id":"https://openalex.org/C198531522","wikidata":"https://www.wikidata.org/wiki/Q485146","display_name":"Sample (material)","level":2,"score":0.49799084663391113},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.49779844284057617},{"id":"https://openalex.org/C148220186","wikidata":"https://www.wikidata.org/wiki/Q7111912","display_name":"Outcome (game theory)","level":2,"score":0.49650126695632935},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.4849450886249542},{"id":"https://openalex.org/C2780586882","wikidata":"https://www.wikidata.org/wiki/Q7520643","display_name":"Simple (philosophy)","level":2,"score":0.4396761655807495},{"id":"https://openalex.org/C118615104","wikidata":"https://www.wikidata.org/wiki/Q121416","display_name":"Discrete mathematics","level":1,"score":0.4145078659057617},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3813122510910034},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.3330310881137848},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3175114393234253},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.08928239345550537},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C43617362","wikidata":"https://www.wikidata.org/wiki/Q170050","display_name":"Chromatography","level":1,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C54355233","wikidata":"https://www.wikidata.org/wiki/Q7162","display_name":"Genetics","level":1,"score":0.0},{"id":"https://openalex.org/C149923435","wikidata":"https://www.wikidata.org/wiki/Q37732","display_name":"Demography","level":1,"score":0.0},{"id":"https://openalex.org/C144024400","wikidata":"https://www.wikidata.org/wiki/Q21201","display_name":"Sociology","level":0,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"mag:2803364674","doi":"https://doi.org/10.5555/3122009.3242011","is_oa":false,"landing_page_url":"https://jmlr.org/papers/volume18/15-154/15-154.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S118988714","display_name":"Journal of Machine Learning Research","issn_l":"1532-4435","issn":["1532-4435","1533-7928"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","ccf-a","cwts-core","dongbi-a","jufo-3","ki-jl-2","norway-2","poland-140","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310315718","host_organization_name":"The MIT Press","host_organization_lineage":["https://openalex.org/P4310315718","https://openalex.org/P4310316440"],"host_organization_lineage_names":["The MIT Press","Massachusetts Institute of Technology"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Journal of Machine Learning Research","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"score":0.46000000834465027,"id":"https://metadata.un.org/sdg/16","display_name":"Peace, justice, and strong institutions"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":31,"referenced_works":["https://openalex.org/W277306631","https://openalex.org/W1496720559","https://openalex.org/W1550030180","https://openalex.org/W1662803991","https://openalex.org/W1699297496","https://openalex.org/W1965106111","https://openalex.org/W1973827816","https://openalex.org/W1975779216","https://openalex.org/W1980829002","https://openalex.org/W1983962754","https://openalex.org/W1996214847","https://openalex.org/W1996859119","https://openalex.org/W1998376807","https://openalex.org/W1998498767","https://openalex.org/W2009551863","https://openalex.org/W2036803464","https://openalex.org/W2072043571","https://openalex.org/W2096825593","https://openalex.org/W2130005627","https://openalex.org/W2131889312","https://openalex.org/W2131958277","https://openalex.org/W2142971854","https://openalex.org/W2168405694","https://openalex.org/W2172146882","https://openalex.org/W2186412383","https://openalex.org/W2225232604","https://openalex.org/W2317700292","https://openalex.org/W2548136926","https://openalex.org/W2561208105","https://openalex.org/W2953295707","https://openalex.org/W3100329718"],"related_works":["https://openalex.org/W2140762763","https://openalex.org/W2160986402","https://openalex.org/W2549431870","https://openalex.org/W1964115946","https://openalex.org/W1983962754","https://openalex.org/W2231257016","https://openalex.org/W2904995689","https://openalex.org/W4242941051","https://openalex.org/W2381657262","https://openalex.org/W1898012344"],"abstract_inverted_index":{"Consider":[0],"the":[1,30,35,79,96,109,117,140],"problem":[2,151],"of":[3,10,53,78,99,101,116,142],"sampling":[4],"sequentially":[5],"from":[6,32,76,84,152],"a":[7,51,71,127,148],"finite":[8,158],"number":[9],"N":[11,80],"\u2265":[12],"2":[13],"populations,":[14],"specified":[15],"by":[16],"random":[17,56],"variables":[18],"Xki,":[19],"i":[20,34],"=":[21,25,89],"1,...,N;":[22],"and":[23,62,120,154],"k":[24],"1,2,...,":[26],"where":[27],"Xki":[28],"denotes":[29],"outcome":[31],"population":[33],"kth":[36],"time":[37,87],"it":[38],"is":[39,42,50,68,136],"sampled.":[40],"It":[41],"assumed":[43],"that":[44,135],"for":[45,74],"each":[46],"fixed":[47],"i,":[48],"{Xki}k\u22651":[49],"sequence":[52],"i.i.d.":[54],"normal":[55],"variables,":[57],"with":[58],"unknown":[59,63],"mean":[60,131],"\u00b5i":[61,119],"variance":[64],"\u03c3i2.":[65,121],"The":[66],"objective":[67],"to":[69,82,94,107,112],"have":[70],"policy":[72,134],"\u03c0":[73],"deciding":[75],"which":[77],"populations":[81],"sample":[83,130],"at":[85],"any":[86],"t":[88],"1,2,":[90],"...":[91],"so":[92],"as":[93],"maximize":[95],"expected":[97],"sum":[98],"outcomes":[100],"n":[102],"total":[103],"samples":[104],"or":[105],"equivalently":[106],"minimize":[108],"regret":[110,160],"due":[111],"lack":[113],"on":[114],"information":[115],"parameters":[118],"In":[122],"this":[123],"paper,":[124],"we":[125],"present":[126],"simple":[128],"inflated":[129],"(ISM)":[132],"index":[133],"asymptotically":[137],"optimal":[138],"in":[139],"sense":[141],"Theorem":[143],"4":[144],"below.":[145],"This":[146],"resolves":[147],"standing":[149],"open":[150],"Burnetas":[153],"Katehakis":[155],"(1996b).":[156],"Additionally,":[157],"horizon":[159],"bounds":[161],"are":[162],"given.":[163]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":50},{"year":2019,"cited_by_count":4},{"year":2016,"cited_by_count":1}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2018-06-01T00:00:00"}