Optimal learning in experimental design using the knowledge gradient policy with application to characterizing nanoemulsion stability

DOI10.1137/140971129MaRDI QIDQ2945155zbMATH OpenOpenAlexFDO

Authors Si Chen, K. Reyes, Maneesh K. Gupta, Michael C. McAlpine, Warren Powell

Publication date 9 September 2015

Published in SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/8b629ff3e816d070aabb5d416a88ba23f16f372d

zbMATH Keywords

Bayesian analysissequential decision makingmaterials scienceoptimal learningknowledge gradientnanoemulsion

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistical ranking and selection procedures (62F07) Optimal statistical designs (62K05) Sequential statistical design (62L05) Discrete approximations in optimal control (49M25) Stochastic learning and adaptive control (93E35)

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Cites work

• scientific article; zbMATH DE number 1090651 (Why is no real title available?)
• A Knowledge-Gradient Policy for Sequential Information Collection
• Approximate dynamic programming. Solving the curses of dimensionality
• Discrete-event simulation optimization using ranking, selection, and multiple comparison procedures: a survey
• Handbooks in operations research and management science: Simulation
• Macroscopic limits of the Becker-Döring equations
• Methods and Criteria for Model Selection
• Proof of dynamical scaling in Smoluchowski's coagulation equation with constant kernel
• The Becker-Döring equations at large times and their connection with the LSW theory of coarsening
• The elements of statistical learning. Data mining, inference, and prediction
• The knowledge-gradient algorithm for sequencing experiments in drug discovery
• The knowledge-gradient policy for correlated normal beliefs

Cited in

(8)

• Optimal learning with local nonlinear parametric models over continuous designs
• Optimal Learning for Stochastic Optimization with Nonlinear Parametric Belief Models
• Approximate dynamic programming for planning a ride-hailing system using autonomous fleets of electric vehicles
• Design of experiments for the calibration of history-dependent models via deep reinforcement learning and an enhanced Kalman filter
• Uncertainty propagation of p-boxes using sparse polynomial chaos expansions
• 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

Describes a project that uses

Uses Software

• ElemStatLearn
• BayesDA

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