source/paper/example_paper.bib

@inproceedings{langley00,
 author    = {P. Langley},
 title     = {Crafting Papers on Machine Learning},
 year      = {2000},
 pages     = {1207--1216},
 editor    = {Pat Langley},
 booktitle     = {Proceedings of the 17th International Conference
              on Machine Learning (ICML 2000)},
 address   = {Stanford, CA},
 publisher = {Morgan Kaufmann}
}


@InProceedings{pmlr-v134-agrawal21a,
  title = 	 {Regret Minimization in Heavy-Tailed Bandits},
  author =       {Agrawal, Shubhada and Juneja, Sandeep K. and Koolen, Wouter M.},
  booktitle = 	 {Proceedings of Thirty Fourth Conference on Learning Theory},
  pages = 	 {26--62},
  year = 	 {2021},
  volume = 	 {134},
  series = 	 {Proceedings of Machine Learning Research},
  month = 	 {15--19 Aug},
  publisher =    {PMLR}
}

@article{fan2025fragility,
  title={The fragility of optimized bandit algorithms},
  author={Fan, Lin and Glynn, Peter W},
  journal={Operations Research},
  volume={73},
  number={6},
  pages={3173--3198},
  year={2025},
  publisher={INFORMS}
}

@article{panda2026regret,
  title={Regret Tail Characterization of Optimal Bandit Algorithms with Generic Rewards},
  author={Panda, Subhodip and Agrawal, Shubhada},
  journal={arXiv preprint arXiv:2604.14876},
  year={2026}
}

@article{robbins1974expected,
  title={The expected sample size of some tests of power one},
  author={Robbins, Herbert and Siegmund, David},
  journal={The Annals of Statistics},
  volume={2},
  number={3},
  pages={415--436},
  year={1974},
  publisher={Institute of Mathematical Statistics}
}



@article{honda2015non,
  title={Non-asymptotic analysis of a new bandit algorithm for semi-bounded rewards.},
  author={Honda, Junya and Takemura, Akimichi},
  journal={J. Mach. Learn. Res.},
  volume={16},
  pages={3721--3756},
  year={2015}
}

@article{agrawal2021optimal,
  title={Optimal best-arm identification methods for tail-risk measures},
  author={Agrawal, Shubhada and Koolen, Wouter M and Juneja, Sandeep},
  journal={Advances in Neural Information Processing Systems},
  volume={34},
  pages={25578--25590},
  year={2021}
}

@inproceedings{agrawal2020optimal,
  title={Optimal  $\delta$-Correct Best-Arm Selection for Heavy-Tailed Distributions},
  author={Agrawal, Shubhada and Juneja, Sandeep and Glynn, Peter},
  booktitle={Algorithmic Learning Theory},
  pages={61--110},
  year={2020},
  organization={PMLR}
}

@article{burnetas1996optimal,
  title={Optimal adaptive policies for sequential allocation problems},
  author={Burnetas, Apostolos N and Katehakis, Michael N},
  journal={Advances in Applied Mathematics},
  volume={17},
  number={2},
  pages={122--142},
  year={1996},
  publisher={Elsevier}
}


@article{lai1985asymptotically,
  title={Asymptotically efficient adaptive allocation rules},
  author={Lai, Tze Leung and Robbins, Herbert},
  journal={Advances in  Applied Mathematics},
  volume={6},
  number={1},
  pages={4--22},
  year={1985},
  publisher={Academic Press}
}


@TechReport{mitchell80,
  author = 	 "T. M. Mitchell",
  title = 	 "The Need for Biases in Learning Generalizations",
  institution =  "Computer Science Department, Rutgers University",
  year = 	 "1980",
  address =	 "New Brunswick, MA",
}

@phdthesis{kearns89,
  author = {M. J. Kearns},
  title =  {Computational Complexity of Machine Learning},
  school = {Department of Computer Science, Harvard University},
  year =   {1989}
}

@Book{MachineLearningI,
  editor = 	 "R. S. Michalski and J. G. Carbonell and T.
		  M. Mitchell",
  title = 	 "Machine Learning: An Artificial Intelligence
		  Approach, Vol. I",
  publisher = 	 "Tioga",
  year = 	 "1983",
  address =	 "Palo Alto, CA"
}

@Book{DudaHart2nd,
  author =       "R. O. Duda and P. E. Hart and D. G. Stork",
  title =        "Pattern Classification",
  publisher =    "John Wiley and Sons",
  edition =      "2nd",
  year =         "2000"
}

@misc{anonymous,
  title= {Suppressed for Anonymity},
  author= {Author, N. N.},
  year= {2021}
}

@InCollection{Newell81,
  author =       "A. Newell and P. S. Rosenbloom",
  title =        "Mechanisms of Skill Acquisition and the Law of
                  Practice", 
  booktitle =    "Cognitive Skills and Their Acquisition",
  pages =        "1--51",
  publisher =    "Lawrence Erlbaum Associates, Inc.",
  year =         "1981",
  editor =       "J. R. Anderson",
  chapter =      "1",
  address =      "Hillsdale, NJ"
}


@Article{Samuel59,
  author = 	 "A. L. Samuel",
  title = 	 "Some Studies in Machine Learning Using the Game of
		  Checkers",
  journal =	 "IBM Journal of Research and Development",
  year =	 "1959",
  volume =	 "3",
  number =	 "3",
  pages =	 "211--229"
}

@article{agrawal2025stopping,
  title={On Stopping Times of Power-one Sequential Tests: Tight Lower and Upper Bounds},
  author={Agrawal, Shubhada and Ramdas, Aaditya},
  journal={arXiv preprint arXiv:2504.19952},
  year={2025}
}
@incollection{wald1992sequential,
  title={Sequential tests of statistical hypotheses},
  author={Wald, Abraham},
  booktitle={Breakthroughs in statistics: Foundations and basic theory},
  pages={256--298},
  year={1992},
  publisher={Springer}
}


@book{wald2004sequential,
  title={Sequential analysis},
  author={Wald, Abraham},
  year={2004},
  publisher={Courier Corporation}
}

@article{wald1948optimum,
  title={Optimum character of the sequential probability ratio test},
  author={Wald, Abraham and Wolfowitz, Jacob},
  journal={The Annals of Mathematical Statistics},
  pages={326--339},
  year={1948},
  publisher={JSTOR}
}

@article{darling1967iterated,
  title={Iterated logarithm inequalities},
  author={Darling, Donald A and Robbins, Herbert},
  journal={Proceedings of the National Academy of Sciences},
  volume={57},
  number={5},
  pages={1188--1192},
  year={1967}
}




@book{siegmund2013sequential,
  title={Sequential Analysis: Tests and Confidence Intervals},
  author={Siegmund, David},
  year={2013},
  publisher={Springer Science \& Business Media}
}

@article{chernoff1992sequential,
  title={Sequential Design of Experiments},
  author={Chernoff, Herman},
  journal={Ann. Math. Statist.},
  volume={30},
  number={4},
  pages={755--770},
  year={1959}
}



@inproceedings{honda2010asymptotically,
  title={An Asymptotically Optimal Bandit Algorithm for Bounded Support Models.},
  author={Honda, Junya and Takemura, Akimichi},
  booktitle={COLT},
  pages={67--79},
  year={2010}
}


@book{gut2009stopped,
  title={Stopped random walks},
  author={Gut, Allan},
  year={2009},
  publisher={Springer}
}


@article{mukhopadhyay2020asymptotic,
  title={Asymptotic Normality of Sequential Stopping Times with Applications: Confidence Intervals for an Exponential Mean},
  author={Mukhopadhyay, Nitis},
  journal={Calcutta Statistical Association Bulletin},
  volume={72},
  number={1},
  pages={17--34},
  year={2020},
  publisher={SAGE Publications Sage India: New Delhi, India}
}


@book{asmussen2003applied,
  title={Applied probability and queues},
  author={Asmussen, S{\o}ren},
  year={2003},
  publisher={Springer}
}

@phdthesis{agrawal2022bandits,
url = {http://hdl.handle.net/10603/478863}, 
title = {Bandits with Heavy Tails: Algorithms Analysis and Optimality}, 
author = {Shubhada Agrawal}, 
copyright = {university}, 
year = {2023}, 
school = {Tata Institute of Fundamental Research}, 
language = {English}}



@article{jourdan2022top,
  title={Top two algorithms revisited},
  author={Jourdan, Marc and Degenne, R{\'e}my and Baudry, Dorian and de Heide, Rianne and Kaufmann, Emilie},
  journal={Advances in Neural Information Processing Systems},
  volume={35},
  pages={26791--26803},
  year={2022}
}


@inproceedings{anscombe1952large,
  title={Large-sample theory of sequential estimation},
  author={Anscombe, Francis J},
  booktitle={Mathematical Proceedings of the Cambridge Philosophical Society},
  volume={48},
  number={4},
  pages={600--607},
  year={1952},
  organization={Cambridge University Press}
}


@article{deep2024asymptotically,
  title={Asymptotically optimal and computationally efficient average treatment effect estimation in A/B testing},
  author={Deep, Vikas and Bassamboo, Achal and Juneja, Sandeep Kumar},
  jorunal={Forty-first International Conference on Machine Learning},
year={2024}
}


@article{deep2025asymptotic,
  title={Asymptotic optimality theory of confidence intervals of the mean},
  author={Deep, Vikas and Bassamboo, Achal and Juneja, Sandeep},
  journal={arXiv preprint arXiv:2501.19126},
  year={2025}
}
@article{wang2026almost,
  title={Almost sure null bankruptcy of testing-by-betting strategies},
  author={Wang, Hongjian and Agrawal, Shubhada and Ramdas, Aaditya},
  journal={arXiv preprint arXiv:2602.08888},
  year={2026}
}
@book{billingsley2017probability,
  title={Probability and measure},
  author={Billingsley, Patrick},
  year={2017},
  publisher={John Wiley \& Sons}
}