@article{JMLR:v22:18-798,
  author  = {Emilie Kaufmann and Wouter M. Koolen},
  title   = {Mixture Martingales Revisited with Applications to Sequential Tests and Confidence Intervals},
  journal = {Journal of Machine Learning Research},
  year    = {2021},
  volume  = {22},
  number  = {246},
  pages   = {1--44},
  url     = {http://jmlr.org/papers/v22/18-798.html}
}