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• W3080495935 abstract "This paper develops a Hoeffding inequality for the partial sums $sumnolimits_{k = 1}^n f left( {{X_k}} right)$, where ${left{ {{X_k}} right}_{k in {mathbb{Z}_{ > 0}}}}$ is an irreducible Markov chain on a finite state space S, and f : S → [a,b] is a real-valued function. Our bound is simple, general, since it only assumes irreducibility and finiteness of the state space, and powerful. In order to demonstrate its usefulness we provide two applications in multi-armed bandit problems. The first is about identifying an approximately best Markovian arm, while the second is concerned with regret minimization in the context of Markovian bandits." @default.
• W3080495935 created "2020-09-01" @default.
• W3080495935 creator A5051764266 @default.
• W3080495935 date "2020-06-01" @default.
• W3080495935 modified "2023-09-26" @default.
• W3080495935 title "A Hoeffding Inequality for Finite State Markov Chains and its Applications to Markovian Bandits" @default.
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• W3080495935 doi "https://doi.org/10.1109/isit44484.2020.9173931" @default.
• W3080495935 hasPublicationYear "2020" @default.
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