{"id":"https://openalex.org/W3081894329","doi":"https://doi.org/10.1109/tit.2022.3163524","title":"Statistically Robust, Risk-Averse Best Arm Identification in Multi-Armed Bandits","display_name":"Statistically Robust, Risk-Averse Best Arm Identification in Multi-Armed Bandits","publication_year":2022,"publication_date":"2022-03-30","ids":{"openalex":"https://openalex.org/W3081894329","doi":"https://doi.org/10.1109/tit.2022.3163524","mag":"3081894329"},"language":"en","primary_location":{"id":"doi:10.1109/tit.2022.3163524","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tit.2022.3163524","pdf_url":null,"source":{"id":"https://openalex.org/S4502562","display_name":"IEEE Transactions on Information Theory","issn_l":"0018-9448","issn":["0018-9448","1557-9654"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Information Theory","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"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/A5074256692","display_name":"Anmol Kagrecha","orcid":"https://orcid.org/0000-0002-6287-5705"},"institutions":[{"id":"https://openalex.org/I162827531","display_name":"Indian Institute of Technology Bombay","ror":"https://ror.org/02qyf5152","country_code":"IN","type":"education","lineage":["https://openalex.org/I162827531"]},{"id":"https://openalex.org/I97018004","display_name":"Stanford University","ror":"https://ror.org/00f54p054","country_code":"US","type":"education","lineage":["https://openalex.org/I97018004"]}],"countries":["IN","US"],"is_corresponding":true,"raw_author_name":"Anmol Kagrecha","raw_affiliation_strings":["Department of Electrical Engineering, IIT Bombay, Mumbai, India","Department of Electrical Engineering, Stanford University, Stanford, CA, USA"],"affiliations":[{"raw_affiliation_string":"Department of Electrical Engineering, IIT Bombay, Mumbai, India","institution_ids":["https://openalex.org/I162827531"]},{"raw_affiliation_string":"Department of Electrical Engineering, Stanford University, Stanford, CA, USA","institution_ids":["https://openalex.org/I97018004"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5037150671","display_name":"Jayakrishnan Nair","orcid":"https://orcid.org/0000-0002-3849-8858"},"institutions":[{"id":"https://openalex.org/I162827531","display_name":"Indian Institute of Technology Bombay","ror":"https://ror.org/02qyf5152","country_code":"IN","type":"education","lineage":["https://openalex.org/I162827531"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Jayakrishnan Nair","raw_affiliation_strings":["Department of Electrical Engineering, IIT Bombay, Mumbai, India"],"affiliations":[{"raw_affiliation_string":"Department of Electrical Engineering, IIT Bombay, Mumbai, India","institution_ids":["https://openalex.org/I162827531"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5023982586","display_name":"Krishna Jagannathan","orcid":"https://orcid.org/0000-0002-4436-5103"},"institutions":[{"id":"https://openalex.org/I24676775","display_name":"Indian Institute of Technology Madras","ror":"https://ror.org/03v0r5n49","country_code":"IN","type":"facility","lineage":["https://openalex.org/I24676775"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Krishna Jagannathan","raw_affiliation_strings":["Department of Electrical Engineering, IIT Madras, Chennai, India"],"affiliations":[{"raw_affiliation_string":"Department of Electrical Engineering, IIT Madras, Chennai, India","institution_ids":["https://openalex.org/I24676775"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5074256692"],"corresponding_institution_ids":["https://openalex.org/I162827531","https://openalex.org/I97018004"],"apc_list":null,"apc_paid":null,"fwci":0.6758,"has_fulltext":false,"cited_by_count":8,"citation_normalized_percentile":{"value":0.70574341,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":100},"biblio":{"volume":"68","issue":"8","first_page":"5248","last_page":"5267"},"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/T10462","display_name":"Reinforcement Learning in Robotics","score":0.9976999759674072,"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"}},{"id":"https://openalex.org/T12072","display_name":"Machine Learning and Algorithms","score":0.9976000189781189,"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/bounded-function","display_name":"Bounded function","score":0.6565991640090942},{"id":"https://openalex.org/keywords/parametric-statistics","display_name":"Parametric statistics","score":0.5667394399642944},{"id":"https://openalex.org/keywords/identification","display_name":"Identification (biology)","score":0.556914746761322},{"id":"https://openalex.org/keywords/key","display_name":"Key (lock)","score":0.522947371006012},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5133630633354187},{"id":"https://openalex.org/keywords/cvar","display_name":"CVAR","score":0.5043634176254272},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.48723116517066956},{"id":"https://openalex.org/keywords/exploit","display_name":"Exploit","score":0.4871644675731659},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3852134048938751},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3301853537559509},{"id":"https://openalex.org/keywords/expected-shortfall","display_name":"Expected shortfall","score":0.2091081142425537},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.17207318544387817},{"id":"https://openalex.org/keywords/risk-management","display_name":"Risk management","score":0.09142288565635681}],"concepts":[{"id":"https://openalex.org/C34388435","wikidata":"https://www.wikidata.org/wiki/Q2267362","display_name":"Bounded function","level":2,"score":0.6565991640090942},{"id":"https://openalex.org/C117251300","wikidata":"https://www.wikidata.org/wiki/Q1849855","display_name":"Parametric statistics","level":2,"score":0.5667394399642944},{"id":"https://openalex.org/C116834253","wikidata":"https://www.wikidata.org/wiki/Q2039217","display_name":"Identification (biology)","level":2,"score":0.556914746761322},{"id":"https://openalex.org/C26517878","wikidata":"https://www.wikidata.org/wiki/Q228039","display_name":"Key (lock)","level":2,"score":0.522947371006012},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5133630633354187},{"id":"https://openalex.org/C2779922397","wikidata":"https://www.wikidata.org/wiki/Q5014755","display_name":"CVAR","level":4,"score":0.5043634176254272},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.48723116517066956},{"id":"https://openalex.org/C165696696","wikidata":"https://www.wikidata.org/wiki/Q11287","display_name":"Exploit","level":2,"score":0.4871644675731659},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3852134048938751},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3301853537559509},{"id":"https://openalex.org/C5496284","wikidata":"https://www.wikidata.org/wiki/Q5420856","display_name":"Expected shortfall","level":3,"score":0.2091081142425537},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.17207318544387817},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.09142288565635681},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","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},{"id":"https://openalex.org/C59822182","wikidata":"https://www.wikidata.org/wiki/Q441","display_name":"Botany","level":1,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/tit.2022.3163524","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tit.2022.3163524","pdf_url":null,"source":{"id":"https://openalex.org/S4502562","display_name":"IEEE Transactions on Information Theory","issn_l":"0018-9448","issn":["0018-9448","1557-9654"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Information Theory","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G3045989193","display_name":null,"funder_award_id":"ICTS/paap2019/08","funder_id":"https://openalex.org/F4320317172","funder_display_name":"International Centre for Theoretical Sciences"}],"funders":[{"id":"https://openalex.org/F4320317172","display_name":"International Centre for Theoretical Sciences","ror":null}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":77,"referenced_works":["https://openalex.org/W952196006","https://openalex.org/W1499963479","https://openalex.org/W1506859583","https://openalex.org/W1553290137","https://openalex.org/W1983691438","https://openalex.org/W1984332158","https://openalex.org/W2002232182","https://openalex.org/W2004061781","https://openalex.org/W2019291268","https://openalex.org/W2049934117","https://openalex.org/W2062072417","https://openalex.org/W2080745194","https://openalex.org/W2095709533","https://openalex.org/W2100011707","https://openalex.org/W2126559945","https://openalex.org/W2131195275","https://openalex.org/W2133730794","https://openalex.org/W2161421585","https://openalex.org/W2164831377","https://openalex.org/W2293238857","https://openalex.org/W2293445409","https://openalex.org/W2339981478","https://openalex.org/W2400588688","https://openalex.org/W2516576969","https://openalex.org/W2755613412","https://openalex.org/W2785459433","https://openalex.org/W2792619169","https://openalex.org/W2797333853","https://openalex.org/W2805103824","https://openalex.org/W2808828826","https://openalex.org/W2886031349","https://openalex.org/W2890823225","https://openalex.org/W2946964102","https://openalex.org/W2950929549","https://openalex.org/W2962748815","https://openalex.org/W2963486287","https://openalex.org/W2963938209","https://openalex.org/W2969943020","https://openalex.org/W2971208674","https://openalex.org/W3003196782","https://openalex.org/W3017595567","https://openalex.org/W3035458090","https://openalex.org/W3049884685","https://openalex.org/W3095229480","https://openalex.org/W3164694001","https://openalex.org/W3165980289","https://openalex.org/W3167314793","https://openalex.org/W3205540442","https://openalex.org/W4206530644","https://openalex.org/W4206769493","https://openalex.org/W4230659860","https://openalex.org/W4255103909","https://openalex.org/W4280634204","https://openalex.org/W4287753704","https://openalex.org/W4294541623","https://openalex.org/W6630462033","https://openalex.org/W6632992360","https://openalex.org/W6678664249","https://openalex.org/W6684171789","https://openalex.org/W6692185295","https://openalex.org/W6696937721","https://openalex.org/W6696956927","https://openalex.org/W6713208385","https://openalex.org/W6748208880","https://openalex.org/W6749739058","https://openalex.org/W6751653207","https://openalex.org/W6752831279","https://openalex.org/W6755042683","https://openalex.org/W6763452204","https://openalex.org/W6767121690","https://openalex.org/W6773218013","https://openalex.org/W6776719514","https://openalex.org/W6779421660","https://openalex.org/W6781918896","https://openalex.org/W6782264195","https://openalex.org/W6796038776","https://openalex.org/W6796045511"],"related_works":["https://openalex.org/W2012697561","https://openalex.org/W3122289112","https://openalex.org/W3208862154","https://openalex.org/W2154756406","https://openalex.org/W2391449029","https://openalex.org/W1904801170","https://openalex.org/W315644267","https://openalex.org/W3101533691","https://openalex.org/W2059611025","https://openalex.org/W4295887724"],"abstract_inverted_index":{"Traditional":[0],"multi-armed":[1],"bandit":[2],"(MAB)":[3],"formulations":[4],"usually":[5,29],"make":[6,127],"certain":[7],"assumptions":[8],"about":[9],"the":[10,18,32,54,77,105,116,119],"underlying":[11],"arms\u2019":[12],"distributions,":[13],"such":[14,25,44],"as":[15],"bounds":[16],"on":[17],"support":[19],"or":[20],"their":[21],"tail":[22],"behaviour.":[23],"Moreover,":[24],"parametric":[26,45],"information":[27,46],"is":[28,56,111],"\u2018baked\u2019":[30],"into":[31],"algorithms.":[33],"In":[34],"this":[35],"paper,":[36],"we":[37,95,126],"show":[38],"that":[39,42,90],"specialized":[40],"algorithms":[41,75,89],"exploit":[43],"are":[47,61,91],"prone":[48],"to":[49],"inconsistent":[50],"learning":[51],"performance":[52,67],"when":[53],"parameter":[55],"misspecified.":[57],"Our":[58],"key":[59],"contributions":[60],"twofold:":[62],"(i)":[63],"We":[64,84],"establish":[65],"fundamental":[66],"limits":[68],"of":[69,88,115],"<italic":[70],"xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"":[71],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">statistically":[72],"robust</i>":[73],"MAB":[74],"under":[76],"fixed-budget":[78],"pure":[79],"exploration":[80],"setting,":[81],"and":[82,118,141],"(ii)":[83],"propose":[85],"two":[86],"classes":[87],"asymptotically":[92],"near-optimal.":[93],"Additionally,":[94],"consider":[96],"a":[97,112,128,145],"risk-aware":[98],"criterion":[99],"for":[100],"best":[101],"arm":[102,110],"identification,":[103],"where":[104],"objective":[106],"associated":[107],"with":[108,138],"each":[109],"linear":[113],"combination":[114],"mean":[117],"conditional":[120],"value":[121],"at":[122],"risk":[123],"(CVaR).":[124],"Throughout,":[125],"very":[129],"mild":[130],"\u2018bounded":[131],"moment\u2019":[132],"assumption,":[133],"which":[134],"lets":[135],"us":[136],"work":[137],"both":[139],"light-tailed":[140],"heavy-tailed":[142],"distributions":[143],"within":[144],"unified":[146],"framework.":[147]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2024,"cited_by_count":3},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1}],"updated_date":"2026-03-09T08:58:05.943551","created_date":"2025-10-10T00:00:00"}