Before revision:  However, it has been shown that classical statistical approaches , like those based on the ordinary least squares estimator, fail to provide reliable confidence intervals when used with bandit data . Recently methods have been developed to conduct statistical inference using simple models fit to data collected with multi-armed bandits.However there is a lack of general methods for conducting statistical inference using more complex models  .
After revision:  However, it has been shown that classical statistical approaches , like those based on the ordinary least squares estimator, fail to provide reliable confidence intervals when used with data collected with bandit algorithms. Alternative methods have recently been developed for simple models (e.g., comparison of means). Yet there is a lack of general methods for conducting statistical inference using more complex models .