Refined knowledge-gradient policy for learning probabilities

DOI10.1016/J.ORL.2015.01.001MaRDI QIDQ1785627zbMATH OpenOpenAlexFDO

Authors Bogumił Kamiński

Publication date 1 October 2018

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2015.01.001

zbMATH Keywords

Bayesian inferenceknowledge gradientlearning probabilitiesranking and selection

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Bayesian inference (62F15)

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Cites work

• A Knowledge-Gradient Policy for Sequential Information Collection
• Bayesian look ahead one-stage sampling allocations for selection of the best population
• Consistency of sequential Bayesian sampling policies
• scientific article; zbMATH DE number 1911984 (Why is no real title available?)
• The knowledge-gradient policy for correlated normal beliefs

Cited in

(15)

• Top-\(\kappa\) selection with pairwise comparisons
• The knowledge gradient algorithm for a general class of online learning problems
• The knowledge-gradient policy for correlated normal beliefs
• Information collection on a graph
• A Knowledge-Gradient Policy for Sequential Information Collection
• Finite-time analysis for the knowledge-gradient policy
• Learning to optimize via information-directed sampling
• On parallel policies for ranking and selection problems
• A knowledge gradient policy for sequencing experiments to identify the structure of RNA molecules using a sparse additive belief model
• ON THE IDENTIFICATION AND MITIGATION OF WEAKNESSES IN THE KNOWLEDGE GRADIENT POLICY FOR MULTI-ARMED BANDITS
• Hierarchical knowledge gradient for sequential sampling
• Machine Learning: ECML 2003
• Technical note—Knowledge gradient for selection with covariates: Consistency and computation
• Information theory for ranking and selection
• Knowledge gradient procedure to select the best system under pairwise comparisons

Describes a project that uses

Uses Software

• BayesDA

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