Johannes Kirschner, Andreas Krause. Information Directed Sampling and Bandits with Heteroscedastic Noise. In Sébastien Bubeck, Vianney Perchet, Philippe Rigollet, editors, Conference On Learning Theory, COLT 2018, Stockholm, Sweden, 6-9 July 2018. Volume 75 of Proceedings of Machine Learning Research, pages 358-384, PMLR, 2018. [doi]
Abstract is missing.