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From A/B to RL (2/3): Bandits and Thompson Sampling

peterroelants.github.io · published 14 June 2026

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https://en.wikipedia.org/wiki/Multi-armed_bandit
en.wikipedia.org
https://en.wiktionary.org/wiki/one-armed_bandit
en.wiktionary.org
https://en.wikipedia.org/wiki/Bernoulli_distribution
en.wikipedia.org
https://en.wikipedia.org/wiki/Posterior_probability
en.wikipedia.org
https://en.wikipedia.org/wiki/Prior_probability
en.wikipedia.org
https://en.wikipedia.org/wiki/Exploration%E2%80%93exploitation_dilemma
en.wikipedia.org
https://en.wikipedia.org/wiki/Greedy_algorithm
en.wikipedia.org
https://doi.org/10.1093/biomet/25.3-4.285
doi.org
https://en.wikipedia.org/wiki/Monte_Carlo_method
en.wikipedia.org
https://en.wikipedia.org/wiki/Thompson_sampling
en.wikipedia.org
https://en.wikipedia.org/wiki/Causal_inference
en.wikipedia.org
https://web.stanford.edu/~bvr/pubs/TS_Tutorial.pdf
web.stanford.edu
https://banditalgs.com/
banditalgs.com
https://github.com/peterroelants/peterroelants.github.io/blob/main/notebooks/from_ab_to_rl/post_02_multi_armed_bandits.ipynb
github.com