Optimal learning for sequential sampling with non-parametric beliefs
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- A Knowledge-Gradient Policy for Sequential Information Collection
- A Stochastic Approximation Method
- A decision-theoretic generalization of on-line learning and an application to boosting
- An informational approach to the global optimization of expensive-to-evaluate functions
- Approximate Dynamic Programming
- Bayesian look ahead one-stage sampling allocations for selection of the best population
- Functional aggregation for nonparametric regression.
- Global optimization of stochastic black-box systems via sequential kriging meta-models
- Hierarchical knowledge gradient for sequential sampling
- Introduction to Stochastic Search and Optimization
- Monotone approximation of decision problems
- Nonparametric and semiparametric models.
- Sequential Procedures for Aggregating Arbitrary Estimators of a Conditional Mean
- The Continuum-Armed Bandit Problem
- The knowledge gradient algorithm for a general class of online learning problems
- The knowledge-gradient algorithm for sequencing experiments in drug discovery
- The knowledge-gradient policy for correlated normal beliefs
- Value function approximation using multiple aggregation for multiattribute resource management
- Widely Convergent Method for Finding Multiple Solutions of Simultaneous Nonlinear Equations
Cited in
(11)- Optimal learning with local nonlinear parametric models over continuous designs
- Optimal learning with non-Gaussian rewards
- Optimal learning in linear regression with combinatorial feature selection
- Optimal Learning for Stochastic Optimization with Nonlinear Parametric Belief Models
- Optimal learning with a local parametric belief model
- Finite-time analysis for the knowledge-gradient policy
- Sequential sampling to myopically maximize the expected value of information
- Contextual ranking and selection with Gaussian processes and optimal computing budget allocation
- Optimal learning for nonlinear parametric belief models over multidimensional continuous spaces
- Optimal online learning for nonlinear belief models using discrete priors
- A unified framework for stochastic optimization
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