Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Filtered Poisson Process Bandit on a Continuum   We consider a version of the continuum armed bandit where an action induces a
filtered realisation of a non-homogeneous Poisson process. Point data in the
filtered sample are then revealed to the decision-maker, whose reward is the
total number of revealed points. Using knowledge of the function governing the
filtering, but without knowledge of the Poisson intensity function, the
decision-maker seeks to maximise the expected number of revealed points over T
rounds. We propose an upper confidence bound algorithm for this problem
utilising data-adaptive discretisation of the action space. This approach
enjoys O(T^(2/3)) regret under a Lipschitz assumption on the reward function.
We provide lower bounds on the regret of any algorithm for the problem, via new
lower bounds for related finite-armed bandits, and show that the orders of the
upper and lower bounds match up to a logarithmic factor.

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The categories of this paper are: math
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The categories of this paper are: alg-geom
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The categories of this paper are: dg-ga
0
The categories of this paper are: hep-ph
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The categories of this paper are: quant-ph
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The categories of this paper are: nucl-ex
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The categories of this paper are: hep-lat
14
The categories of this paper are: math-ph
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The categories of this paper are: chao-dyn
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The categories of this paper are: hep-th
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The categories of this paper are: acc-phys
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The categories of this paper are: atom-ph
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The categories of this paper are: plasm-ph
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The categories of this paper are: chem-ph
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The categories of this paper are: cmp-lg
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The categories of this paper are: astro-ph