This paper proves an asymptotic lower bound on the average delay in detection of a change-point under the multi-armed bandit setting of dynamic sampling. A stopping time, which (almost) obtains this lower bound, is constructed for each sampling policy that possesses appropriate regularity conditions. The lower bound can be applied to rank sampling policies.
Publisher
Allerton Conference on Communication, Control, and Computing
Series/Report Name or Number
2025 61st Allerton Conference on Communication, Control, and Computing Proceedings
ISSN
2836-4503
Type of Resource
Text
Genre of Resource
Conference Paper/Presentation
Language
eng
Handle URL
https://hdl.handle.net/2142/130264&&
Copyright and License Information
Copyright 2025 is held by Yajun Mei and Benjamin Yakir.
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