Optimal Chernoff and Hoeffding Bounds for Finite State Markov Chains

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Optimal Chernoff and Hoeffding Bounds for Finite State Markov Chains

10 July 2019

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Papers citing "Optimal Chernoff and Hoeffding Bounds for Finite State Markov Chains"

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Title
Hoeffding's Inequality for Markov Chains under Generalized Concentrability Condition Hao Chen Abhishek Gupta Yin Sun Ness B. Shroff 62 2 0 04 Oct 2023
The Fragility of Optimized Bandit Algorithms Lin Fan Peter Glynn 77 13 0 28 Sep 2021
Information Geometry of Reversible Markov Chains Geoffrey Wolfer Shun Watanabe 25 12 0 10 Jun 2021
Finite-Time Analysis of Round-Robin Kullback-Leibler Upper Confidence Bounds for Optimal Adaptive Allocation with Multiple Plays and Markovian Rewards Vrettos Moulos 15 3 0 30 Jan 2020
A Hoeffding Inequality for Finite State Markov Chains and its Applications to Markovian Bandits Vrettos Moulos 47 13 0 05 Jan 2020