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Code for "Exploiting nested data structures in multi-armed bandits" paper (submitted to PLOS One)

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Bandits with dependent observations

Code for replication plots of the paper "Exploiting Nested Data Structures in Multi-Armed Bandits" (submitted to PLOS One).

Run file 2a and 2b to generate the plots for the simulation study. Do note that running these can take quite a while - especially for the partial pooling version for Thompson sampling - so use with care.

Run file 3 to generate the plots for the empirical study using the supplied .csv file.

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Code for "Exploiting nested data structures in multi-armed bandits" paper (submitted to PLOS One)

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