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Further Optimal Regret Bounds for Thompson Sampling

Shipra Agrawal, Navin Goyal. Further Optimal Regret Bounds for Thompson Sampling. In Proceedings of the Sixteenth International Conference on Artificial Intelligence and Statistics, AISTATS 2013, Scottsdale, AZ, USA, April 29 - May 1, 2013. Volume 31 of JMLR Proceedings, pages 99-107, JMLR.org, 2013. [doi]

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