Consistency of sequential bayesian sampling policies

SIAM Journal on Control and Optimization

Volumn 49, Issue 2, 2011, Pages 712-731

  Frazier, Peter I ^a   Powell, Warren B ^b  

^a Cornell University   (United States)

^b Princeton University   (United States)

Author keywords

Bayesian inference; Design of experiments; Ranking and selection; Sequential design

Indexed keywords

BAYESIAN INFERENCE; BAYESIAN INFORMATION; BAYESIAN SAMPLING; CONSISTENCY RESULT; OPTIMAL COMPUTING BUDGET ALLOCATION; RANKING AND SELECTION; SEQUENTIAL DESIGN; SEQUENTIAL EXPERIMENTAL DESIGN; SEQUENTIAL SAMPLING; SUFFICIENT CONDITIONS;

BAYESIAN NETWORKS; BUDGET CONTROL; DESIGN; GLOBAL OPTIMIZATION; INFERENCE ENGINES; OPTIMIZATION;

DESIGN OF EXPERIMENTS;

EID: 79952951436     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/090775026     Document Type: Article

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