{"id":"https://openalex.org/W2783528688","doi":"https://doi.org/10.1109/cdc.2017.8264343","title":"A stochastic multi-armed bandit approach to nonparametric H&lt;inf&gt;\u221e&lt;/inf&gt;-norm estimation","display_name":"A stochastic multi-armed bandit approach to nonparametric H&lt;inf&gt;\u221e&lt;/inf&gt;-norm estimation","publication_year":2017,"publication_date":"2017-12-01","ids":{"openalex":"https://openalex.org/W2783528688","doi":"https://doi.org/10.1109/cdc.2017.8264343","mag":"2783528688"},"language":"en","primary_location":{"id":"doi:10.1109/cdc.2017.8264343","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc.2017.8264343","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2017 IEEE 56th Annual Conference on Decision and Control (CDC)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-223861","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5054242547","display_name":"Matias I. M\u00fcller","orcid":"https://orcid.org/0000-0002-6322-7857"},"institutions":[{"id":"https://openalex.org/I86987016","display_name":"KTH Royal Institute of Technology","ror":"https://ror.org/026vcq606","country_code":"SE","type":"education","lineage":["https://openalex.org/I86987016"]}],"countries":["SE"],"is_corresponding":true,"raw_author_name":"Matias I. Muller","raw_affiliation_strings":["Department of Automatic Control, KTH Royal Institute of Technology, Stockholm, Sweden"],"affiliations":[{"raw_affiliation_string":"Department of Automatic Control, KTH Royal Institute of Technology, Stockholm, Sweden","institution_ids":["https://openalex.org/I86987016"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5028182803","display_name":"Patricio E. Valenzuela","orcid":"https://orcid.org/0000-0002-8524-0649"},"institutions":[{"id":"https://openalex.org/I86987016","display_name":"KTH Royal Institute of Technology","ror":"https://ror.org/026vcq606","country_code":"SE","type":"education","lineage":["https://openalex.org/I86987016"]}],"countries":["SE"],"is_corresponding":false,"raw_author_name":"Patricio E. Valenzuela","raw_affiliation_strings":["Department of Automatic Control, KTH Royal Institute of Technology, Stockholm, Sweden"],"affiliations":[{"raw_affiliation_string":"Department of Automatic Control, KTH Royal Institute of Technology, Stockholm, Sweden","institution_ids":["https://openalex.org/I86987016"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5025136069","display_name":"Alexandre Prouti\u00e8re","orcid":"https://orcid.org/0000-0002-4679-4673"},"institutions":[{"id":"https://openalex.org/I86987016","display_name":"KTH Royal Institute of Technology","ror":"https://ror.org/026vcq606","country_code":"SE","type":"education","lineage":["https://openalex.org/I86987016"]}],"countries":["SE"],"is_corresponding":false,"raw_author_name":"Alexandre Proutiere","raw_affiliation_strings":["Department of Automatic Control, KTH Royal Institute of Technology, Stockholm, Sweden"],"affiliations":[{"raw_affiliation_string":"Department of Automatic Control, KTH Royal Institute of Technology, Stockholm, Sweden","institution_ids":["https://openalex.org/I86987016"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5057105677","display_name":"Cristian R. Rojas","orcid":"https://orcid.org/0000-0003-0355-2663"},"institutions":[{"id":"https://openalex.org/I86987016","display_name":"KTH Royal Institute of Technology","ror":"https://ror.org/026vcq606","country_code":"SE","type":"education","lineage":["https://openalex.org/I86987016"]}],"countries":["SE"],"is_corresponding":false,"raw_author_name":"Cristian R. Rojas","raw_affiliation_strings":["Department of Automatic Control, KTH Royal Institute of Technology, Stockholm, Sweden"],"affiliations":[{"raw_affiliation_string":"Department of Automatic Control, KTH Royal Institute of Technology, Stockholm, Sweden","institution_ids":["https://openalex.org/I86987016"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5054242547"],"corresponding_institution_ids":["https://openalex.org/I86987016"],"apc_list":null,"apc_paid":null,"fwci":1.55,"has_fulltext":false,"cited_by_count":11,"citation_normalized_percentile":{"value":0.85388615,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":null,"issue":null,"first_page":"4632","last_page":"4637"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9998999834060669,"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":0.9998999834060669,"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/T11236","display_name":"Control Systems and Identification","score":0.998199999332428,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11233","display_name":"Advanced Adaptive Filtering Techniques","score":0.9980999827384949,"subfield":{"id":"https://openalex.org/subfields/2206","display_name":"Computational Mechanics"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/regret","display_name":"Regret","score":0.6963689923286438},{"id":"https://openalex.org/keywords/norm","display_name":"Norm (philosophy)","score":0.5732284188270569},{"id":"https://openalex.org/keywords/nonparametric-statistics","display_name":"Nonparametric statistics","score":0.5447120070457458},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5046848058700562},{"id":"https://openalex.org/keywords/invariant","display_name":"Invariant (physics)","score":0.4275820553302765},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4018615484237671},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3718017339706421},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3489954471588135},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3470591604709625},{"id":"https://openalex.org/keywords/discrete-mathematics","display_name":"Discrete mathematics","score":0.3436651825904846},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.16650551557540894}],"concepts":[{"id":"https://openalex.org/C50817715","wikidata":"https://www.wikidata.org/wiki/Q79895177","display_name":"Regret","level":2,"score":0.6963689923286438},{"id":"https://openalex.org/C191795146","wikidata":"https://www.wikidata.org/wiki/Q3878446","display_name":"Norm (philosophy)","level":2,"score":0.5732284188270569},{"id":"https://openalex.org/C102366305","wikidata":"https://www.wikidata.org/wiki/Q1097688","display_name":"Nonparametric statistics","level":2,"score":0.5447120070457458},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5046848058700562},{"id":"https://openalex.org/C190470478","wikidata":"https://www.wikidata.org/wiki/Q2370229","display_name":"Invariant (physics)","level":2,"score":0.4275820553302765},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4018615484237671},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3718017339706421},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3489954471588135},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3470591604709625},{"id":"https://openalex.org/C118615104","wikidata":"https://www.wikidata.org/wiki/Q121416","display_name":"Discrete mathematics","level":1,"score":0.3436651825904846},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.16650551557540894},{"id":"https://openalex.org/C37914503","wikidata":"https://www.wikidata.org/wiki/Q156495","display_name":"Mathematical physics","level":1,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/cdc.2017.8264343","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc.2017.8264343","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2017 IEEE 56th Annual Conference on Decision and Control (CDC)","raw_type":"proceedings-article"},{"id":"pmh:oai:DiVA.org:kth-223861","is_oa":true,"landing_page_url":"http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-223861","pdf_url":null,"source":{"id":"https://openalex.org/S4306401559","display_name":"KTH Publication Database DiVA (KTH Royal Institute of Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Conference paper"}],"best_oa_location":{"id":"pmh:oai:DiVA.org:kth-223861","is_oa":true,"landing_page_url":"http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-223861","pdf_url":null,"source":{"id":"https://openalex.org/S4306401559","display_name":"KTH Publication Database DiVA (KTH Royal Institute of Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Conference paper"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":28,"referenced_works":["https://openalex.org/W50486269","https://openalex.org/W53582479","https://openalex.org/W228821356","https://openalex.org/W565955800","https://openalex.org/W1500134124","https://openalex.org/W1556834409","https://openalex.org/W2009551863","https://openalex.org/W2039522160","https://openalex.org/W2049934117","https://openalex.org/W2054155441","https://openalex.org/W2065313971","https://openalex.org/W2084474977","https://openalex.org/W2094826322","https://openalex.org/W2131953949","https://openalex.org/W2135212436","https://openalex.org/W2151083101","https://openalex.org/W2158319693","https://openalex.org/W2166735509","https://openalex.org/W2183438559","https://openalex.org/W2561208105","https://openalex.org/W2950929549","https://openalex.org/W3195133498","https://openalex.org/W4232383088","https://openalex.org/W4251329906","https://openalex.org/W4255052368","https://openalex.org/W6602031475","https://openalex.org/W6633395076","https://openalex.org/W6686173871"],"related_works":["https://openalex.org/W4376155396","https://openalex.org/W1947085858","https://openalex.org/W2101991911","https://openalex.org/W2174986909","https://openalex.org/W2527791220","https://openalex.org/W2155070487","https://openalex.org/W4311589891","https://openalex.org/W3123835761","https://openalex.org/W118270247","https://openalex.org/W2356003845"],"abstract_inverted_index":{"We":[0],"study":[1],"the":[2,6,21,28,34,77,95,99],"problem":[3],"of":[4,9,27,58,79,89,97],"estimating":[5],"largest":[7],"gain":[8],"an":[10,47,68],"unknown":[11],"linear":[12],"and":[13],"time-invariant":[14],"filter,":[15],"which":[16],"is":[17,63,105],"also":[18],"known":[19,72],"as":[20,73],"H":[22,100],"<sub":[23,101],"xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"":[24,102],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">\u221e</sub>":[25,103],"norm":[26,104],"system.":[29],"By":[30],"using":[31],"ideas":[32],"from":[33],"stochastic":[35],"multi-armed":[36],"bandit":[37],"framework,":[38],"we":[39],"present":[40],"a":[41,86,91],"new":[42],"algorithm":[43,62],"that":[44],"sequentially":[45],"designs":[46],"input":[48],"signal":[49],"in":[50,76],"order":[51],"to":[52,66],"estimate":[53],"this":[54],"quantity":[55],"by":[56],"means":[57],"input-output":[59],"data.":[60],"The":[61],"shown":[64],"empirically":[65],"beat":[67],"asymptotically":[69],"optimal":[70],"method,":[71],"Thompson":[74],"Sampling,":[75],"sense":[78],"its":[80],"cumulative":[81],"regret":[82],"function.":[83],"Finally,":[84],"for":[85],"general":[87],"class":[88],"algorithms,":[90],"lower":[92],"bound":[93],"on":[94],"performance":[96],"finding":[98],"derived.":[106]},"counts_by_year":[{"year":2023,"cited_by_count":1},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":2}],"updated_date":"2025-11-25T21:42:39.735039","created_date":"2025-10-10T00:00:00"}
