@article{JMLR:v17:14-087,
  author  = {Daniel Russo and Benjamin Van Roy},
  title   = {An Information-Theoretic Analysis of Thompson Sampling},
  journal = {Journal of Machine Learning Research},
  year    = {2016},
  volume  = {17},
  number  = {68},
  pages   = {1-30},
  url     = {http://jmlr.org/papers/v17/14-087.html}
}