IDEAS home Printed from https://ideas.repec.org/p/boc/osug25/1.html

Earning while learning: How to run batched bandit experiments

Author

Listed:
  • Davud Rostam-Afschar

    (University of Mannheim)

Abstract

This talk provides an introduction to batched bandit experiments. I will discuss how to simulate, interactively run, and analyze batched bandit experiments using the Stata program bbandits. We will discuss results from Monte Carlo simulations and study how to obtain valid statistical inference and correct coverage and discuss a wide range of statistics and illustrations to analyze adaptively collected data. The objective is to learn how to implement you're own batched bandit experiments.

Suggested Citation

  • Davud Rostam-Afschar, "undated". "Earning while learning: How to run batched bandit experiments," Oceania Stata Conference 2025 1, Stata Users Group.
    • Handle: RePEc:boc:osug25:1
    as

    Download full text from publisher

    File URL: http://repec.org/osug2025/Oceania25_Rostam-Afschar.pdf
    Download Restriction: no
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:osug25:1. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F Baum (email available below). General contact details of provider: https://edirc.repec.org/data/stataea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.