Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Mixture Martingales Revisited with Applications to Sequential Tests and
  Confidence Intervals   This paper presents new deviation inequalities that are valid uniformly in
time under adaptive sampling in a multi-armed bandit model. The deviations are
measured using the Kullback-Leibler divergence in a given one-dimensional
exponential family, and may take into account several arms at a time. They are
obtained by constructing for each arm a mixture martingale based on a
hierarchical prior, and by multiplying those martingales. Our deviation
inequalities allow us to analyze stopping rules based on generalized likelihood
ratios for a large class of sequential identification problems, and to
construct tight confidence intervals for some functions of the means of the
arms.

7
The categories of this paper are: hep-th
31
The categories of this paper are: ao-sci
21
The categories of this paper are: adap-org
8
The categories of this paper are: hep-ex
27
The categories of this paper are: comp-gas
33
The categories of this paper are: plasm-ph
22
The categories of this paper are: chao-dyn
11
The categories of this paper are: hep-lat
25
The categories of this paper are: patt-sol
6
The categories of this paper are: astro-ph
29
The categories of this paper are: funct-an
32
The categories of this paper are: atom-ph
12
The categories of this paper are: nucl-th
19
The categories of this paper are: eess
34
The categories of this paper are: chem-ph
20
The categories of this paper are: acc-phys