Gaussian-Dirichlet Posterior Dominance in Sequential Learning
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Abstract (arXiv)
We consider the problem of sequential learning from categorical observations bounded in [0,1]. We establish an ordering between the Dirichlet posterior over categorical outcomes and a Gaussian posterior under observations with N(0,1) noise. We establish that, conditioned upon identical data with at least two observations, the posterior mean of the categorical distribution will always second-order stochastically dominate the posterior mean of the Gaussian distribution. These results provide a useful tool for the analysis of sequential learning under categorical outcomes.
Key facts. Cited by 4 papers in the map (data through 7 Oct 2026). First posted on arXiv 14 Feb 2017.
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Citing papers per year: 2022: 2; 2023: 1; 2024: 1.
4 papers.
- 2022From Dirichlet to Rubin: Optimistic Exploration in RL without Bonusescited by 22
- 2022Deciding What to Model: Value-Equivalent Sampling for Reinforcement Learningcited by 19
- 2023Probabilistic Inference in Reinforcement Learning Done Rightcited by 11
- 2024Generalized Gaussian Temporal Difference Error for Uncertainty-aware Reinforcement Learningcited by 0
- 2024Generalized Gaussian Temporal Difference Error for Uncertainty-aware Reinforcement Learning5 Aug 2024
- 2023Probabilistic Inference in Reinforcement Learning Done Right22 Nov 2023
- 2022Deciding What to Model: Value-Equivalent Sampling for Reinforcement Learning4 Jun 2022
- 2022From Dirichlet to Rubin: Optimistic Exploration in RL without Bonuses16 May 2022