Adaptive Monte Carlo Multiple Testing via Multi-Armed Bandits

Martin J. Zhang, James Zou, David Tse. Adaptive Monte Carlo Multiple Testing via Multi-Armed Bandits. In Kamalika Chaudhuri, Ruslan Salakhutdinov, editors, Proceedings of the 36th International Conference on Machine Learning, ICML 2019, 9-15 June 2019, Long Beach, California, USA. Volume 97 of Proceedings of Machine Learning Research, pages 7512-7522, PMLR, 2019. [doi]

@inproceedings{ZhangZT19,
  title = {Adaptive Monte Carlo Multiple Testing via Multi-Armed Bandits},
  author = {Martin J. Zhang and James Zou and David Tse},
  year = {2019},
  url = {http://proceedings.mlr.press/v97/zhang19t.html},
  researchr = {https://researchr.org/publication/ZhangZT19},
  cites = {0},
  citedby = {0},
  pages = {7512-7522},
  booktitle = {Proceedings of the 36th International Conference on Machine Learning, ICML 2019, 9-15 June 2019, Long Beach, California, USA},
  editor = {Kamalika Chaudhuri and Ruslan Salakhutdinov},
  volume = {97},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}