Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Correlated Multiarmed Bandit Problem: Bayesian Algorithms and Regret
  Analysis   We consider the correlated multiarmed bandit (MAB) problem in which the
rewards associated with each arm are modeled by a multivariate Gaussian random
variable, and we investigate the influence of the assumptions in the Bayesian
prior on the performance of the upper credible limit (UCL) algorithm and a new
correlated UCL algorithm. We rigorously characterize the influence of accuracy,
confidence, and correlation scale in the prior on the decision-making
performance of the algorithms. Our results show how priors and correlation
structure can be leveraged to improve performance.

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The categories of this paper are: atom-ph
14
The categories of this paper are: math-ph
0
The categories of this paper are: hep-ph
25
The categories of this paper are: patt-sol
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The categories of this paper are: dg-ga
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The categories of this paper are: nucl-ex
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The categories of this paper are: plasm-ph
13
The categories of this paper are: quant-ph
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The categories of this paper are: alg-geom
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The categories of this paper are: q-bio
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The categories of this paper are: chao-dyn
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The categories of this paper are: nucl-th
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The categories of this paper are: astro-ph
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The categories of this paper are: mtrl-th
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The categories of this paper are: hep-ex
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The categories of this paper are: q-fin