Optimal learning in experimental design using the knowledge gradient policy with application to characterizing nanoemulsion stability
DOI10.1137/140971129zbMATH Open1327.62098OpenAlexW2076295623MaRDI QIDQ2945155FDOQ2945155
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
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Bayesian analysissequential decision makingmaterials scienceoptimal learningknowledge gradientnanoemulsion
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)
Cites Work
- The elements of statistical learning. Data mining, inference, and prediction
- Approximate dynamic programming. Solving the curses of dimensionality
- Handbooks in operations research and management science: Simulation
- The knowledge-gradient policy for correlated normal beliefs
- The knowledge-gradient algorithm for sequencing experiments in drug discovery
- A Knowledge-Gradient Policy for Sequential Information Collection
- Methods and Criteria for Model Selection
- Discrete-event simulation optimization using ranking, selection, and multiple comparison procedures: a survey
- 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
- Title not available (Why is that?)
- Macroscopic limits of the Becker-Döring equations
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
- Optimal learning for nonlinear parametric belief models over multidimensional continuous spaces
- Optimal online learning for nonlinear belief models using discrete priors
- Uncertainty propagation of p-boxes using sparse polynomial chaos expansions
- A unified framework for stochastic optimization
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