NAVER LABS Europe

December 7th to December 12th. NIPS 2015, the 29th annual Conference on Neural Information Processing Systems.

Chris Dance presenting When are Kalman-Filter Restless Bandits Indexable?  by Christopher Dance and Tomi Silander. Wednesday December 9th.

Abstract: We study the restless bandit associated with an extremely simple scalar Kalman filter model in discrete time. Under certain assumptions, we prove that the problem is {\it indexable} in the sense that the {\it Whittle index} is a non-decreasing function of the relevant belief state. In spite of the long history of this problem, this appears to be the first such proof. We use results about {\it Schur-convexity} and {\it mechanical words}, which are particular binary strings intimately related to {\it palindromes}.