政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/61596
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  全文笔数/总笔数 : 109952/140891 (78%)
造访人次 : 46241494      在线人数 : 631
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
搜寻范围 查询小技巧：
  • 您可在西文检索词汇前后加上"双引号"，以获取较精准的检索结果
  • 若欲以作者姓名搜寻，建议至进阶搜寻限定作者字段，可获得较完整数据
    •  进阶搜寻
    政大機構典藏 > 商學院 > 統計學系 > 期刊論文 >  Item 140.119/61596


    请使用永久网址来引用或连结此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/61596


    题名: Optimal Bayesian Strategies for the Infinite-armed Bernoulli Bandit
    作者: 洪英超
    贡献者: 統計系
    关键词: Bandit problem;Bernoulli arms;Bayesian strategy;Prior distribution
    日期: 2012.01
    上传时间: 2013-11-11 17:42:24 (UTC+8)
    摘要: We consider the bandit problem with an infinite number of Bernoulli arms, of which the unknown parameters are assumed to be i.i.d. random variables with a common distribution F. Our goal is to construct optimal strategies of choosing “arms” so that the expected long-run failure rate is minimized. We first review a class of strategies and establish their asymptotic properties when F is known. Based on the results, we propose a new strategy and prove that it is asymptotically optimal when F is unknown. Finally, we show that the proposed strategy performs well for a number of simulation scenarios.
    關聯: Journal of Statistical Planning and Inference, 142, 86-94
    数据类型: article
    DOI 連結: http://dx.doi.org/http://dx.doi.org/10.1016/j.jspi.2011.06.026
    DOI: 10.1016/j.jspi.2011.06.026
    显示于类别:[統計學系] 期刊論文

    文件中的档案:

    档案 描述 大小格式浏览次数
    8694.pdf192KbAdobe PDF2962检视/开启


    在政大典藏中所有的数据项都受到原著作权保护.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - 回馈