Rethinking Langevin Thompson Sampling from A Stochastic Approximation Perspective

arXiv:2510.05023 · cs.LG, cs.AI, stat.ML · Submitted 2025-10-06 · Read on arXiv

cs.LG, cs.AI, stat.ML

Submitted: 2025-10-06

Updated: 2026-10-09

Comments: 35 pages, 5 figures, 1 table

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Thompson Sampling — 2× in this paper
• Hyperparameters — 1× in this paper · explained in 2 episodes
• Langevin Dynamics — 1× in this paper · explained in 3 episodes
• Non-stationarity — 1× in this paper · explained in 2 episodes
• Regret — 1× in this paper · explained in 3 episodes
• Stochastic Gradient Langevin Dynamics — 1× in this paper

Sources

• A Short Note on Concentration Inequalities for Random Vectors with SubGaussian Norm

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