Information theory for ranking and selection

DOI10.1002/NAV.21903MaRDI QIDQ6093553zbMATH OpenOpenAlexFDO

Authors Amin Khademi

Publication date 9 October 2023

Published in Naval Research Logistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nav.21903

zbMATH Keywords

entropyconsistencyranking and selectioninformation gradient

Mathematics Subject Classification ID

Decision theory (91B06) Measures of information, entropy (94A17)

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Cites work

• scientific article; zbMATH DE number 6276166 (Why is no real title available?)
• A Knowledge-Gradient Policy for Sequential Information Collection
• An information-theoretic analysis of Thompson sampling
• An informational approach to the global optimization of expensive-to-evaluate functions
• Asymptotic Theory of Information-Theoretic Experimental Design
• Asymptotic optimality of myopic information-based strategies for Bayesian adaptive estimation
• Consistency of sequential Bayesian sampling policies
• Dynamic sampling allocation and design selection
• Efficient ranking and selection in parallel computing environments
• Fully sequential procedures for large-scale ranking-and-selection problems in parallel computing environments
• Gradient-Based Myopic Allocation Policy: An Efficient Sampling Procedure in a Low-Confidence Scenario
• Handbooks in operations research and management science: Simulation
• Hierarchical Planning of Project-Selection Problems with Information Purchasing
• On a Measure of the Information Provided by an Experiment
• On two-stage selection procedures and related probability-inequalities
• Postbuckling behavior of circular higher-order shear deformable nanoplates including surface energy effects
• Pure exploration in finitely-armed and continuous-armed bandits
• Ranking and Selection as Stochastic Control
• Selecting a selection procedure
• Sequential Design of Experiments
• Sequential sampling to myopically maximize the expected value of information
• Sequential selection with unknown correlation structures
• Simulation budget allocation for further enhancing the efficiency of ordinal optimization
• \(X\)-armed bandits

Cited in

(1)

• Contextual ranking and selection with Gaussian processes and optimal computing budget allocation

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