Thompson Sampling has been demonstrated in many complex bandit models, however the theoretical guarantees available for the parametric multi-armed bandit are still limited to the Bernoulli case. Here we extend them by proving asymptotic optimality of the algorithm using the Jeffreys prior for 1-dimensional exponential family bandits. Our proof builds on previous work, but also makes extensive u...

This document describes concisely the ubiquitous class of exponential family distributions met in statistics. The first part recalls definitions and summarizes main properties and duality with Bregman divergences (all proofs are skipped). The second part lists decompositions and related formula of common exponential family distributions. We recall the Fisher-Rao-Riemannian geometries and the du...

For a family of non-autonomous differential equations with distributed delays, we give sufficient conditions for the global exponential stability of an equilibrium point. This family includes most of the delayed models of neural networks of Hopfield type, with time-varying coefficients and distributed delays. For these models, we establish sufficient conditions for their global exponential stab...

We study online learning under logarithmic loss with regular parametric models. Hedayati and Bartlett (2012b) showed that a Bayesian prediction strategy with Jeffreys prior and sequential normalized maximum likelihood (SNML) coincide and are optimal if and only if the latter is exchangeable, and if and only if the optimal strategy can be calculated without knowing the time horizon in advance. T...

A deformed exponential family is a generalization of exponential families. Since the useful classes of power law tailed distributions are described by the deformed exponential families, they are important objects in the theory of complex systems. Though the deformed exponential families are defined by deformed exponential functions, these functions do not satisfy the law of exponents in general...