Sequential selection with unknown correlation structures
From MaRDI portal
Recommendations
- Bayesian optimization via simulation with pairwise sampling and correlated prior beliefs
- Simulation allocation for determining the best design in the presence of correlated sampling
- The correlated knowledge gradient for simulation optimization of continuous parameters using Gaussian process regression
- Selecting a selection procedure
- Selection procedures for simulations with multiple constraints under independent and correlated sampling
Cites work
- scientific article; zbMATH DE number 4086757 (Why is no real title available?)
- A Single-Sample Multiple Decision Procedure for Ranking Means of Normal Populations with known Variances
- A fully sequential procedure for indifference-zone selection in simulation
- Accounting for parameter uncertainty in large-scale stochastic simulations with correlated inputs
- Bayesian look ahead one-stage sampling allocations for selection of the best population
- Conjugate analysis of multivariate normal data with incomplete observations
- Efficient global optimization of expensive black-box functions
- Fully sequential indifference‐zone selection procedures with variance‐dependent sampling
- Global optimization of stochastic black-box systems via sequential kriging meta-models
- Limited information likelihood and Bayesian analysis
- Missing observation analysis for matrix-variate time series data
- On the Asymptotic Validity of Fully Sequential Selection Procedures for Steady-State Simulation
- Posterior contraction in sparse Bayesian factor models for massive covariance matrices
- Sequential sampling to myopically maximize the expected value of information
- Simulation allocation for determining the best design in the presence of correlated sampling
- The knowledge-gradient policy for correlated normal beliefs
- Using Common Random Numbers and Control Variates in Multiple-Comparison Procedures
- Using Common Random Numbers for Indifference-Zone Selection and Multiple Comparisons in Simulation
Cited in
(8)- On the convergence rates of expected improvement methods
- Efficient estimation of a risk measure requiring two-stage simulation optimization
- Technical note: Consistency analysis of sequential learning under approximate Bayesian inference
- Bayesian sequential data collection for stochastic simulation calibration
- Ranking and selection: a new sequential Bayesian procedure for use with common random numbers
- Information theory for ranking and selection
- Efficient Sampling Allocation Procedures for Optimal Quantile Selection
- Approximate Bayesian inference for simulation and optimization
This page was built for publication: Sequential selection with unknown correlation structures
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3465595)
