Posterior-Based Stopping Rules for Bayesian Ranking-and-Selection Procedures
From MaRDI portal
Publication:5087734
DOI10.1287/IJOC.2021.1132OpenAlexW4205659161WikidataQ131617026 ScholiaQ131617026MaRDI QIDQ5087734FDOQ5087734
Authors: David J. Eckman, Shane G. Henderson 
Publication date: 1 July 2022
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/ijoc.2021.1132
Recommendations
- Ranking and selection: a new sequential Bayesian procedure for use with common random numbers
- Considering sample means in Rinott's procedure with a Bayesian approach
- On the finite-sample statistical validity of adaptive fully sequential procedures
- A Framework for Selecting a Selection Procedure
- Selecting a selection procedure
Cites Work
- Vectorized adaptive quadrature in MATLAB
- Efficient ranking and selection in parallel computing environments
- Estimating the Probability that a Function Observed with Noise Is Convex
- Action elimination and stopping conditions for the multi-armed bandit and reinforcement learning problems
- THE SIGNIFICANCE OF THE DIFFERENCE BETWEEN TWO MEANS WHEN THE POPULATION VARIANCES ARE UNEQUAL
- Stochastic simulation: Algorithms and analysis
- Optimal Statistical Decisions
- Selecting a selection procedure
- Handbooks in operations research and management science: Simulation
- Using Ranking and Selection to “Clean Up” after Simulation Optimization
- The knowledge-gradient policy for correlated normal beliefs
- Simulation budget allocation for further enhancing the efficiency of ordinal optimization
- A fully sequential procedure for indifference-zone selection in simulation
- A sequential procedure for neighborhood selection-of-the-best in optimization via simulation
- Title not available (Why is that?)
- Sequential sampling to myopically maximize the expected value of information
- Fully sequential procedures for large-scale ranking-and-selection problems in parallel computing environments
- Bayesian optimization via simulation with pairwise sampling and correlated prior beliefs
- Simple Bayesian algorithms for best-arm identification
- Dynamic sampling allocation and design selection
- Ranking and Selection as Stochastic Control
- Gradient-Based Myopic Allocation Policy: An Efficient Sampling Procedure in a Low-Confidence Scenario
Cited In (1)
Uses Software
This page was built for publication: Posterior-Based Stopping Rules for Bayesian Ranking-and-Selection Procedures
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5087734)
