A minimax near-optimal algorithm for adaptive rejection sampling

Juliette Achdou, Joseph Lam-Weil, Alexandra Carpentier, Gilles Blanchard. A minimax near-optimal algorithm for adaptive rejection sampling. In Aurélien Garivier, Satyen Kale, editors, Algorithmic Learning Theory, ALT 2019, 22-24 March 2019, Chicago, Illinois, USA. Volume 98 of Proceedings of Machine Learning Research, pages 94-126, PMLR, 2019. [doi]

@inproceedings{AchdouLCB19,
  title = {A minimax near-optimal algorithm for adaptive rejection sampling},
  author = {Juliette Achdou and Joseph Lam-Weil and Alexandra Carpentier and Gilles Blanchard},
  year = {2019},
  url = {http://proceedings.mlr.press/v98/achddou19a.html},
  researchr = {https://researchr.org/publication/AchdouLCB19},
  cites = {0},
  citedby = {0},
  pages = {94-126},
  booktitle = {Algorithmic Learning Theory, ALT 2019, 22-24 March 2019, Chicago, Illinois, USA},
  editor = {Aurélien Garivier and Satyen Kale},
  volume = {98},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}