{"id":"https://openalex.org/W4312881858","doi":"https://doi.org/10.1109/tit.2022.3222231","title":"Almost Optimal Variance-Constrained Best Arm Identification","display_name":"Almost Optimal Variance-Constrained Best Arm Identification","publication_year":2022,"publication_date":"2022-11-14","ids":{"openalex":"https://openalex.org/W4312881858","doi":"https://doi.org/10.1109/tit.2022.3222231"},"language":"en","primary_location":{"id":"doi:10.1109/tit.2022.3222231","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tit.2022.3222231","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/A5021886210","display_name":"Yunlong Hou","orcid":"https://orcid.org/0000-0003-3760-5284"},"institutions":[{"id":"https://openalex.org/I165932596","display_name":"National University of Singapore","ror":"https://ror.org/01tgyzw49","country_code":"SG","type":"education","lineage":["https://openalex.org/I165932596"]}],"countries":["SG"],"is_corresponding":true,"raw_author_name":"Yunlong Hou","raw_affiliation_strings":["Department of Mathematics, National University of Singapore, Queenstown, Singapore"],"raw_orcid":"https://orcid.org/0000-0003-3760-5284","affiliations":[{"raw_affiliation_string":"Department of Mathematics, National University of Singapore, Queenstown, Singapore","institution_ids":["https://openalex.org/I165932596"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5058345431","display_name":"Vincent Y. F. Tan","orcid":"https://orcid.org/0000-0002-5008-4527"},"institutions":[{"id":"https://openalex.org/I165932596","display_name":"National University of Singapore","ror":"https://ror.org/01tgyzw49","country_code":"SG","type":"education","lineage":["https://openalex.org/I165932596"]}],"countries":["SG"],"is_corresponding":false,"raw_author_name":"Vincent Y. F. Tan","raw_affiliation_strings":["Department of Mathematics and the Department of Electrical and Computer Engineering, National University of Singapore, Queenstown, Singapore"],"raw_orcid":"https://orcid.org/0000-0002-5008-4527","affiliations":[{"raw_affiliation_string":"Department of Mathematics and the Department of Electrical and Computer Engineering, National University of Singapore, Queenstown, Singapore","institution_ids":["https://openalex.org/I165932596"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5006615299","display_name":"Zixin Zhong","orcid":"https://orcid.org/0009-0008-6329-7725"},"institutions":[{"id":"https://openalex.org/I154425047","display_name":"University of Alberta","ror":"https://ror.org/0160cpw27","country_code":"CA","type":"education","lineage":["https://openalex.org/I154425047"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Zixin Zhong","raw_affiliation_strings":["Department of Computing Science, University of Alberta, Edmonton, Canada"],"raw_orcid":"https://orcid.org/0000-0002-9810-7599","affiliations":[{"raw_affiliation_string":"Department of Computing Science, University of Alberta, Edmonton, Canada","institution_ids":["https://openalex.org/I154425047"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5021886210"],"corresponding_institution_ids":["https://openalex.org/I165932596"],"apc_list":null,"apc_paid":null,"fwci":0.8318,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.78344588,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"69","issue":"4","first_page":"2603","last_page":"2634"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12072","display_name":"Machine Learning and Algorithms","score":0.996999979019165,"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"}},"topics":[{"id":"https://openalex.org/T12072","display_name":"Machine Learning and Algorithms","score":0.996999979019165,"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/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9940999746322632,"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/T11245","display_name":"Advanced Numerical Analysis Techniques","score":0.9882000088691711,"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/identification","display_name":"Identification (biology)","score":0.5785602331161499},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5183954834938049},{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.5116662979125977},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.38258492946624756},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3785629868507385},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.3550272583961487},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.317668080329895}],"concepts":[{"id":"https://openalex.org/C116834253","wikidata":"https://www.wikidata.org/wiki/Q2039217","display_name":"Identification (biology)","level":2,"score":0.5785602331161499},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5183954834938049},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.5116662979125977},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.38258492946624756},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3785629868507385},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3550272583961487},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.317668080329895},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"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/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/tit.2022.3222231","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tit.2022.3222231","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/G3227735955","display_name":null,"funder_award_id":"A-8000189-01-00","funder_id":"https://openalex.org/F4320320751","funder_display_name":"Ministry of Education - Singapore"},{"id":"https://openalex.org/G450640704","display_name":null,"funder_award_id":"A-0005077-01-00","funder_id":"https://openalex.org/F4320320709","funder_display_name":"National Research Foundation Singapore"},{"id":"https://openalex.org/G7834153399","display_name":null,"funder_award_id":"A-0009042-01-00","funder_id":"https://openalex.org/F4320320751","funder_display_name":"Ministry of Education - Singapore"}],"funders":[{"id":"https://openalex.org/F4320320709","display_name":"National Research Foundation Singapore","ror":"https://ror.org/03cpyc314"},{"id":"https://openalex.org/F4320320751","display_name":"Ministry of Education - Singapore","ror":"https://ror.org/01kcva023"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":47,"referenced_works":["https://openalex.org/W952196006","https://openalex.org/W1590642498","https://openalex.org/W2017919516","https://openalex.org/W2339981478","https://openalex.org/W2400588688","https://openalex.org/W2516576969","https://openalex.org/W2752260310","https://openalex.org/W2785015228","https://openalex.org/W2989661724","https://openalex.org/W2997070617","https://openalex.org/W3003196782","https://openalex.org/W3008801451","https://openalex.org/W3030671780","https://openalex.org/W3036324443","https://openalex.org/W3081894329","https://openalex.org/W3101238877","https://openalex.org/W3195351287","https://openalex.org/W4206530644","https://openalex.org/W4285602681","https://openalex.org/W4287596347","https://openalex.org/W6630207868","https://openalex.org/W6630462033","https://openalex.org/W6632992360","https://openalex.org/W6681960134","https://openalex.org/W6684171789","https://openalex.org/W6684377506","https://openalex.org/W6684588553","https://openalex.org/W6692185295","https://openalex.org/W6696921852","https://openalex.org/W6713208385","https://openalex.org/W6715391737","https://openalex.org/W6734009372","https://openalex.org/W6748208880","https://openalex.org/W6748520336","https://openalex.org/W6751653207","https://openalex.org/W6759014971","https://openalex.org/W6760567118","https://openalex.org/W6763452204","https://openalex.org/W6766502378","https://openalex.org/W6766802536","https://openalex.org/W6767121690","https://openalex.org/W6773218013","https://openalex.org/W6779631234","https://openalex.org/W6784146925","https://openalex.org/W6785727986","https://openalex.org/W6796045511","https://openalex.org/W6797009356"],"related_works":["https://openalex.org/W2051487156","https://openalex.org/W2073681303","https://openalex.org/W2053286651","https://openalex.org/W2181743346","https://openalex.org/W2187401768","https://openalex.org/W2181413294","https://openalex.org/W2989452537","https://openalex.org/W2052122378","https://openalex.org/W2544423928","https://openalex.org/W1563551083"],"abstract_inverted_index":{"We":[0],"design":[1],"and":[2,5,22],"analyze":[3],"Variance-Aware-Lower":[4],"Upper":[6],"Confidence":[7],"Bound":[8],"(VA-LUCB),":[9],"a":[10,24,38,54,84,124],"parameter-free":[11],"algorithm,":[12],"for":[13,143,153],"identifying":[14],"the":[15,19,28,31,99,102,106,139,154],"best":[16,148],"arm":[17,33,149],"under":[18,23],"fixed-confidence":[20],"setup":[21],"stringent":[25],"constraint":[26],"that":[27,75,136],"variance":[29],"of":[30,78,101,146],"chosen":[32],"is":[34,48,80],"strictly":[35],"smaller":[36],"than":[37],"given":[39],"threshold.":[40],"An":[41],"upper":[42],"bound":[43],"on":[44,105],"VA-LUCB\u2019s":[45,120],"sample":[46,76,103,141],"complexity":[47,77,104,142],"shown":[49],"to":[50,83,123],"be":[51],"characterized":[52],"by":[53,128],"fundamental":[55],"variance-aware":[56],"hardness":[57],"quantity":[58],"<inline-formula":[59,88,110],"xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"":[60,89,111],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">":[61,90,112],"<tex-math":[62,91,113],"notation=\"LaTeX\">$H_{\\mathrm":[63,92,114],"{VA}}$":[64,93,115],"</tex-math></inline-formula>":[65,94,116],".":[66,95,117],"By":[67,118],"proving":[68],"an":[69],"information-theoretic":[70],"lower":[71],"bound,":[72],"we":[73],"show":[74],"VA-LUCB":[79,137],"optimal":[81],"up":[82],"factor":[85],"logarithmic":[86],"in":[87,109],"Extensive":[96],"experiments":[97,134],"corroborate":[98],"dependence":[100],"various":[107],"terms":[108],"comparing":[119],"empirical":[121],"performance":[122],"close":[125],"competitor":[126],"RiskAverse-UCB-BAI":[127],"David":[129],"et":[130],"al.":[131],"(2018)":[132],"our":[133],"suggest":[135],"has":[138],"lowest":[140],"this":[144],"class":[145],"risk-constrained":[147],"identification":[150],"problems,":[151],"especially":[152],"riskiest":[155],"instances.":[156]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1}],"updated_date":"2026-05-04T08:30:34.212998","created_date":"2025-10-10T00:00:00"}
