Advanced search
Publication Cover
Journal of the American Statistical Association Volume 74, 1979 - Issue 368
Submit an article Journal homepage
92
Views
43
CrossRef citations to date
0
Altmetric
Theory and Method

A One-Armed Bandit Problem with a Concomitant Variable

Michael Woodroofe Department of Statistics, University of Michigan, Ann Arbor, MI, 48109, USA
Pages 799-806 | Received 01 Oct 1977, Published online: 05 Apr 2012

Citations (43)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (6)

Wei Qian, Ching-Kang Ing & Ji Liu. (2023) Adaptive Algorithm for Multi-Armed Bandit Problem with High-Dimensional Covariates. Journal of the American Statistical Association 0:0, pages 1-13.
Read now
Haoyu Chen, Wenbin Lu & Rui Song. (2021) Statistical Inference for Online Decision Making via Stochastic Gradient Descent. Journal of the American Statistical Association 116:534, pages 708-719.
Read now
Haoyu Chen, Wenbin Lu & Rui Song. (2021) Statistical Inference for Online Decision Making: In a Contextual Bandit Setting. Journal of the American Statistical Association 116:533, pages 240-255.
Read now
Adam L. Smith & Sofía S. Villar. (2018) Bayesian adaptive bandit-based designs using the Gittins index for multi-armed trials with normally distributed endpoints. Journal of Applied Statistics 45:6, pages 1052-1076.
Read now
William F. Rosenberger, A. N. Vidyashankar & Deepak K. Agarwal. (2001) COVARIATE-ADJUSTED RESPONSE-ADAPTIVE DESIGNS FOR BINARY RESPONSE. Journal of Biopharmaceutical Statistics 11:4, pages 227-236.
Read now
Murray K. Clayton. (1989) Covariate models for bernoulli bandits. Sequential Analysis 8:4, pages 405-426.
Read now

Articles from other publishers (37)

Changxiao Cai, T. Tony Cai & Hongzhe Li. (2024) Transfer learning for contextual multi-armed bandits. The Annals of Statistics 52:1.
Crossref
Amaury GouverneurBorja Rodríguez-GálvezTobias J. OechteringMikael Skoglund. (2023) Thompson Sampling Regret Bounds for Contextual Bandits with sub-Gaussian rewards. Thompson Sampling Regret Bounds for Contextual Bandits with sub-Gaussian rewards.
Thomas N. Sherratt & Erica O'Neill. (2023) Signal detection models as contextual bandits. Royal Society Open Science 10:6.
Crossref
Anders Bredahl Kock, David Preinerstorfer & Bezirgen Veliyev. (2023) FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES. Econometric Theory, pages 1-42.
Crossref
Mashfiqui Rabbi, Predrag Klasnja, Tanzeem Choudhury, Ambuj Tewari & Susan Murphy. 2023. Digital Phenotyping and Mobile Sensing. Digital Phenotyping and Mobile Sensing 365 378 .
Thomas N Sherratt & James Voll. (2022) On the strategic learning of signal associations. Behavioral Ecology 33:6, pages 1058-1069.
Crossref
Yonatan Gur, Ahmadreza Momeni & Stefan Wager. (2022) Smoothness-Adaptive Contextual Bandits. Operations Research 70:6, pages 3198-3216.
Crossref
Yonatan Gur & Ahmadreza Momeni. (2022) Adaptive Sequential Experiments with Unknown Information Arrival Processes. Manufacturing & Service Operations Management 24:5, pages 2666-2684.
Crossref
Tze Leung Lai, Michael Benjamin Sklar & Huanzhong Xu. (2022) Bandit and covariate processes, with finite or non-denumerable set of arms. Stochastic Processes and their Applications 150, pages 1222-1237.
Crossref
Preston Biro & Stephen G. Walker. (2022) A reinforcement learning based approach to play calling in football. Journal of Quantitative Analysis in Sports 18:2, pages 97-112.
Crossref
Alexander Semenov, Maciej Rysz, Gaurav Pandey & Guanglin Xu. (2022) Diversity in news recommendations using contextual bandits. Expert Systems with Applications 195, pages 116478.
Crossref
Sakshi Arya & Yuhong Yang. (2021) To update or not to update? Delayed nonparametric bandits with randomized allocation. Stat 10:1.
Crossref
Milad Malekipirbazari & Ozlem Cavus. (2021) Risk-Averse Allocation Indices for Multiarmed Bandit Problem. IEEE Transactions on Automatic Control 66:11, pages 5522-5529.
Crossref
Ying Zhong, L. Jeff Hong & Guangwu Liu. (2021) Earning and Learning with Varying Cost. Production and Operations Management 30:8, pages 2379-2394.
Crossref
Hamsa Bastani, Mohsen Bayati & Khashayar Khosravi. (2021) Mostly Exploration-Free Algorithms for Contextual Bandits. Management Science 67:3, pages 1329-1349.
Crossref
Mingyao Ai, Yimin Huang & Jun Yu. (2021) A non-parametric solution to the multi-armed bandit problem with covariates. Journal of Statistical Planning and Inference 211, pages 402-413.
Crossref
Nikhil BhatVivek F. Farias, Ciamac C. Moallemi & Deeksha Sinha. (2020) Near-Optimal A-B Testing. Management Science 66:10, pages 4477-4495.
Crossref
Sakshi Arya & Yuhong Yang. (2020) Randomized allocation with nonparametric estimation for contextual multi-armed bandits with delayed rewards. Statistics & Probability Letters 164, pages 108818.
Crossref
Yishay Mansour, Aleksandrs Slivkins & Vasilis Syrgkanis. (2020) Bayesian Incentive-Compatible Bandit Exploration. Operations Research 68:4, pages 1132-1161.
Crossref
Erik Miehling, Roy Dong, Cedric Langbort & Tamer Basar. (2019) Strategic Inference with a Single Private Sample. Strategic Inference with a Single Private Sample.
Mashfiqui Rabbi, Predrag Klasnja, Tanzeem Choudhury, Ambuj Tewari & Susan Murphy. 2019. Digital Phenotyping and Mobile Sensing. Digital Phenotyping and Mobile Sensing 277 291 .
Sofía S. Villar & William F. Rosenberger. (2018) Covariate-adjusted Response-adaptive Randomization for Multi-arm Clinical Trials Using a Modified Forward Looking Gittins Index Rule. Biometrics 74:1, pages 49-57.
Crossref
Ambuj Tewari & Susan A. Murphy. 2017. Mobile Health. Mobile Health 495 517 .
Wei Qian & Yuhong Yang. (2016) Randomized allocation with arm elimination in a bandit problem with covariates. Electronic Journal of Statistics 10:1.
Crossref
You Liang, Xikui Wang & Yanqing Yi. (2013) One-armed bandit process with a covariate. Annals of the Institute of Statistical Mathematics 65:5, pages 993-1006.
Crossref
Alexander Goldenshluger & Assaf Zeevi. (2013) A Linear Response Bandit Problem. Stochastic Systems 3:1, pages 230-261.
Crossref
Vianney Perchet & Philippe Rigollet. (2013) The multi-armed bandit problem with covariates. The Annals of Statistics 41:2.
Crossref
Alexander Goldenshluger & Assaf Zeevi. (2011) A Note on Performance Limitations in Bandit Problems With Side Information. IEEE Transactions on Information Theory 57:3, pages 1707-1713.
Crossref
Lihong Li, Wei Chu, John Langford & Xuanhui Wang. (2011) Unbiased offline evaluation of contextual-bandit-based news article recommendation algorithms. Unbiased offline evaluation of contextual-bandit-based news article recommendation algorithms.
Adam M. Sykulski, Niall M. Adams & Nicholas R. Jennings. (2010) On-Line Adaptation of Exploration in the One-Armed Bandit with Covariates Problem. On-Line Adaptation of Exploration in the One-Armed Bandit with Covariates Problem.
Alina Beygelzimer & John Langford. (2009) The offset tree for learning with partial labels. The offset tree for learning with partial labels.
Chih-Chun Wang, Sanjeev R. Kulkarni & H. Vincent Poor. (2005) Arbitrary side observations in bandit problems. Advances in Applied Mathematics 34:4, pages 903-938.
Crossref
Chih-Chun Wang, S.R. Kulkarni & H.V. Poor. (2005) Bandit problems with side observations. IEEE Transactions on Automatic Control 50:3, pages 338-355.
Crossref
Chih-Chun Wang, S.R. Kulkami & H.V. Poor. (2003) Bandit problems with arbitrary side observations. Bandit problems with arbitrary side observations.
Chih-Chun Wang, S.R. Kulkarni & H.V. Poor. (2002) Bandit problems with side observations. Bandit problems with side observations.
Yonatan Gur & Ahmadreza Momeni. (2021) Adaptive Sequential Experiments with Unknown Information Arrival Processes. SSRN Electronic Journal.
Crossref
Sheng Qiang & Mohsen Bayati. (2016) Dynamic Pricing with Demand Covariates. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.