Peter I. Frazier

Éva Tardos

Math. Oper. Res., 2024

Modeling the Risk of In-Person Instruction During the COVID-19 Pandemic.

[BibT_eX]

[DOI]

INFORMS J. Appl. Anal., 2024

Cost-aware Bayesian optimization via the Pandora's Box Gittins index.

[BibT_eX]

[DOI]

CoRR, 2024

Asymptotically Optimal Regret for Black-Box Predict-then-Optimize.

[BibT_eX]

[DOI]

Samuel Tan

CoRR, 2024

Multi-Armed Bandits with Interference.

[BibT_eX]

[DOI]

Su Jia

Nathan Kallus

CoRR, 2024

Bayesian Optimization of Function Networks with Partial Evaluations.

[BibT_eX]

[DOI]

Proceedings of the Forty-first International Conference on Machine Learning, 2024

2023

Context, Composition, Automation, and Communication - The C2AC Roadmap for Modeling and Simulation.

[BibT_eX]

[DOI]

Adelinde M. Uhrmacher

CoRR, 2023

Smooth Non-stationary Bandits.

[BibT_eX]

[DOI]

Proceedings of the International Conference on Machine Learning, 2023

qEUBO: A Decision-Theoretic Acquisition Function for Preferential Bayesian Optimization.

[BibT_eX]

[DOI]

Proceedings of the International Conference on Artificial Intelligence and Statistics, 2023

2022

Bayesian Optimization with Expensive Integrands.

[BibT_eX]

[DOI]

SIAM J. Optim., 2022

Near-optimality for infinite-horizon restless bandits with many arms.

[BibT_eX]

[DOI]

Xiangyu Zhang

CoRR, 2022

Dynamic Pricing Provides Robust Equilibria in Stochastic Ride-Sharing Networks.

[BibT_eX]

[DOI]

J. Massey Cashore

Éva Tardos

Proceedings of the EC '22: The 23rd ACM Conference on Economics and Computation, Boulder, CO, USA, July 11, 2022

Preference Exploration for Efficient Bayesian Optimization with Multiple Outcomes.

[BibT_eX]

[DOI]

Proceedings of the International Conference on Artificial Intelligence and Statistics, 2022

2021

Restless Bandits with Many Arms: Beating the Central Limit Theorem.

[BibT_eX]

[DOI]

Xiangyu Zhang

CoRR, 2021

Thinking Inside the Box: A Tutorial on Grey-Box Bayesian Optimization.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference, 2021

Two-step lookahead Bayesian optimization with inequality constraints.

[BibT_eX]

[DOI]

Yunxiang Zhang

Xiangyu Zhang

Proceedings of the Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, 2021

Multi-Step Budgeted Bayesian Optimization with Unknown Evaluation Costs.

[BibT_eX]

[DOI]

Proceedings of the Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, 2021

Bayesian Optimization of Function Networks.

[BibT_eX]

[DOI]

Proceedings of the Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, 2021

2020

Parallel Bayesian Global Optimization of Expensive Functions.

[BibT_eX]

[DOI]

Oper. Res., 2020

Matching Queues, Flexibility and Incentives.

[BibT_eX]

[DOI]

CoRR, 2020

Bayesian Optimization of Risk Measures.

[BibT_eX]

[DOI]

Proceedings of the Advances in Neural Information Processing Systems 33: Annual Conference on Neural Information Processing Systems 2020, 2020

Multi-attribute Bayesian optimization with interactive preference learning.

[BibT_eX]

[DOI]

Proceedings of the 23rd International Conference on Artificial Intelligence and Statistics, 2020

2019

Probabilistic Bisection Converges Almost as Quickly as Stochastic Approximation.

[BibT_eX]

[DOI]

Math. Oper. Res., 2019

Bayesian Optimization with Uncertain Preferences over Attributes.

[BibT_eX]

[DOI]

CoRR, 2019

Information Design in Spatial Resource Competition.

[BibT_eX]

[DOI]

Pu Yang

Krishnamurthy Iyer

Proceedings of the Web and Internet Economics - 15th International Conference, 2019

Practical Multi-fidelity Bayesian Optimization for Hyperparameter Tuning.

[BibT_eX]

[DOI]

Jian Wu

Andrew Gordon Wilson

Proceedings of the Thirty-Fifth Conference on Uncertainty in Artificial Intelligence, 2019

Practical Two-Step Lookahead Bayesian Optimization.

[BibT_eX]

[DOI]

Jian Wu

Proceedings of the Advances in Neural Information Processing Systems 32: Annual Conference on Neural Information Processing Systems 2019, 2019

Bayesian Optimization of Composite Functions.

[BibT_eX]

[DOI]

Proceedings of the 36th International Conference on Machine Learning, 2019

2018

A Tutorial on Bayesian Optimization.

[BibT_eX]

[DOI]

CoRR, 2018

Effort Allocation and Statistical Inference for 1-dimensional Multistart stochastic Gradient Descent.

[BibT_eX]

[DOI]

Proceedings of the 2018 Winter Simulation Conference, 2018

Bridging the Gap from Academic Research to Industry Impact.

[BibT_eX]

[DOI]

Proceedings of the 2018 Winter Simulation Conference, 2018

Surge Pricing Moves Uber's Driver-Partners.

[BibT_eX]

[DOI]

Alice Lu

Oren Kislev

Proceedings of the 2018 ACM Conference on Economics and Computation, 2018

Incentivizing Exploration by Heterogeneous Users.

[BibT_eX]

[DOI]

David Kempe

Proceedings of the Conference On Learning Theory, 2018

2017

Bayesian Group Testing Under Sum Observations: A Parallelizable Two-Approximation for Entropy Loss.

[BibT_eX]

[DOI]

IEEE Trans. Inf. Theory, 2017

Mean Field Equilibria for Resource Competition in Spatial Settings.

[BibT_eX]

[DOI]

Pu Yang

Krishnamurthy Iyer

CoRR, 2017

Bayes-Optimal Entropy Pursuit for Active Choice-Based Preference Learning.

[BibT_eX]

[DOI]

Stephen N. Pallone

CoRR, 2017

Bayesian Optimization with Gradients.

[BibT_eX]

[DOI]

Proceedings of the Advances in Neural Information Processing Systems 30: Annual Conference on Neural Information Processing Systems 2017, 2017

Multi-Information Source Optimization.

[BibT_eX]

[DOI]

Matthias Poloczek

Jialei Wang

Proceedings of the Advances in Neural Information Processing Systems 30: Annual Conference on Neural Information Processing Systems 2017, 2017

Dueling Bandits with Weak Regret.

[BibT_eX]

[DOI]

Proceedings of the 34th International Conference on Machine Learning, 2017

2016

Coupled bisection for root ordering.

[BibT_eX]

[DOI]

Stephen Pallone

Oper. Res. Lett., 2016

Bayesian Optimization via Simulation with Pairwise Sampling and Correlated Prior Beliefs.

[BibT_eX]

[DOI]

Oper. Res., 2016

Stratified Bayesian Optimization.

[BibT_eX]

[DOI]

CoRR, 2016

Dueling Bandits with Dependent Arms.

[BibT_eX]

[DOI]

CoRR, 2016

Multi-Step Bayesian Optimization for One-Dimensional Feasibility Determination.

[BibT_eX]

[DOI]

J. Massey Cashore

Lemuel Kumarga

CoRR, 2016

Mean Field Equilibria for Competitive Exploration in Resource Sharing Settings.

[BibT_eX]

[DOI]

Pu Yang

Krishnamurthy Iyer

Proceedings of the 25th International Conference on World Wide Web, 2016

Preface.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference, 2016

Warm starting Bayesian optimization.

[BibT_eX]

[DOI]

Matthias Poloczek

Jialei Wang

Proceedings of the Winter Simulation Conference, 2016

The Parallel Knowledge Gradient Method for Batch Bayesian Optimization.

[BibT_eX]

[DOI]

Jian Wu

Proceedings of the Advances in Neural Information Processing Systems 29: Annual Conference on Neural Information Processing Systems 2016, 2016

Unbiased Comparative Evaluation of Ranking Functions.

[BibT_eX]

[DOI]

Proceedings of the 2016 ACM on International Conference on the Theory of Information Retrieval, 2016

The Bayesian Linear Information Filtering Problem.

[BibT_eX]

[DOI]

Proceedings of the 28th IEEE International Conference on Tools with Artificial Intelligence, 2016

Bayes-Optimal Effort Allocation in Crowdsourcing: Bounds and Index Policies.

[BibT_eX]

[DOI]

Weici Hu

Proceedings of the 19th International Conference on Artificial Intelligence and Statistics, 2016

2015

A Hierarchical Distance-dependent Bayesian Model for Event Coreference Resolution.

[BibT_eX]

[DOI]

Bishan Yang

Claire Cardie

Trans. Assoc. Comput. Linguistics, 2015

A New Optimal Stepsize for Approximate Dynamic Programming.

[BibT_eX]

[DOI]

Ilya O. Ryzhov

IEEE Trans. Autom. Control., 2015

Distance Dependent Infinite Latent Feature Models.

[BibT_eX]

[DOI]

Samuel Gershman

David M. Blei

IEEE Trans. Pattern Anal. Mach. Intell., 2015

Clustering via Content-Augmented Stochastic Blockmodels.

[BibT_eX]

[DOI]

CoRR, 2015

Asymptotic validity of the bayes-inspired indifference zone procedure: the non-normal known variance case.

[BibT_eX]

[DOI]

Proceedings of the 2015 Winter Simulation Conference, 2015

Bayesian Multiple Target Localization.

[BibT_eX]

[DOI]

Proceedings of the 32nd International Conference on Machine Learning, 2015

Predicting Bike Usage for New York City's Bike Sharing System.

[BibT_eX]

[DOI]

Proceedings of the Computational Sustainability, 2015

2014

A Fully Sequential Elimination Procedure for Indifference-Zone Ranking and Selection with Tight Bounds on Probability of Correct Selection.

[BibT_eX]

[DOI]

Oper. Res., 2014

A Markov Decision Process Analysis of the Cold Start Problem in Bayesian Information Filtering.

[BibT_eX]

[DOI]

Xiaoting Zhao

CoRR, 2014

Exploration vs. Exploitation in the Information Filtering Problem.

[BibT_eX]

[DOI]

Xiaoting Zhao

CoRR, 2014

Twenty Questions for Localizing Multiple Objects by Counting: Bayes Optimal Policies for Entropy Loss.

[BibT_eX]

[DOI]

Weidong Han

Bruno M. Jedynak

CoRR, 2014

Multisection: parallelized bisection.

[BibT_eX]

[DOI]

Stephen Pallone

Proceedings of the 2014 Winter Simulation Conference, 2014

Parallel bayesian policies for finite-horizon multiple comparisons with a known standard.

[BibT_eX]

[DOI]

Weici Hu

Proceedings of the 2014 Winter Simulation Conference, 2014

Incentivizing exploration.

[BibT_eX]

[DOI]

Proceedings of the ACM Conference on Economics and Computation, 2014

2013

Bisection Search with Noisy Responses.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2013

Sequential Bayes-Optimal Policies for Multiple Comparisons with a Known Standard.

[BibT_eX]

[DOI]

Oper. Res., 2013

ALE: a generic assembly likelihood evaluation framework for assessing the accuracy of genome and metagenome assemblies.

[BibT_eX]

[DOI]

Bioinform., 2013

Upper bounds on the Bayes-optimal procedure for ranking & selection with independent normal priors.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013

An Optimal Policy for Target Localization with Application to Electron Microscopy.

[BibT_eX]

[DOI]

Proceedings of the 30th International Conference on Machine Learning, 2013

2012

A Framework for Selecting a Selection Procedure.

[BibT_eX]

[DOI]

ACM Trans. Model. Comput. Simul., 2012

Sequential Sampling with Economics of Selection Procedures.

[BibT_eX]

[DOI]

Manag. Sci., 2012

Twenty Questions with Noise: Bayes Optimal Policies for Entropy Loss.

[BibT_eX]

[DOI]

Bruno Jedynak

Raphael Sznitman

J. Appl. Probab., 2012

The Knowledge Gradient Algorithm for a General Class of Online Learning Problems.

[BibT_eX]

[DOI]

Ilya O. Ryzhov

Oper. Res., 2012

Sequential screening: a Bayesian dynamic programming analysis of optimal group-splitting.

[BibT_eX]

[DOI]

Bruno Jedynak

Li Chen

Proceedings of the Winter Simulation Conference, 2012

Optimization via simulation with Bayesian statistics and dynamic programming.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference, 2012

Optimization of computationally expensive simulations with Gaussian processes and parameter uncertainty: Application to cardiovascular surgery.

[BibT_eX]

[DOI]

Proceedings of the 50th Annual Allerton Conference on Communication, 2012

2011

The Correlated Knowledge Gradient for Simulation Optimization of Continuous Parameters using Gaussian Process Regression.

[BibT_eX]

[DOI]

Warren R. Scott

SIAM J. Optim., 2011

Consistency of Sequential Bayesian Sampling Policies.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2011

Hierarchical Knowledge Gradient for Sequential Sampling.

[BibT_eX]

[DOI]

Martijn R. K. Mes

J. Mach. Learn. Res., 2011

Distance Dependent Chinese Restaurant Processes.

[BibT_eX]

[DOI]

David M. Blei

J. Mach. Learn. Res., 2011

The Knowledge-Gradient Algorithm for Sequencing Experiments in Drug Discovery.

[BibT_eX]

[DOI]

Diana M. Negoescu

INFORMS J. Comput., 2011

A Bayesian approach to stochastic root finding.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference 2011, 2011

Value of information methods for pairwise sampling with correlations.

[BibT_eX]

[DOI]

Proceedings of the Winter Simulation Conference 2011, 2011

Guessing preferences: a new approach to multi-attribute ranking and selection.

[BibT_eX]

[DOI]

Aleksandr M. Kazachkov

Proceedings of the Winter Simulation Conference 2011, 2011

2010

On the robustness of a one-period look-ahead policy in multi-armed bandit problems.

[BibT_eX]

[DOI]

Ilya O. Ryzhov

Proceedings of the International Conference on Computational Science, 2010

Paradoxes in Learning and the Marginal Value of Information.

[BibT_eX]

[DOI]

Decis. Anal., 2010

Performance measures for Ranking and Selection procedures.

[BibT_eX]

[DOI]

Proceedings of the 2010 Winter Simulation Conference, 2010

2009

The Knowledge-Gradient Policy for Correlated Normal Beliefs.

[BibT_eX]

[DOI]

Savas Dayanik

INFORMS J. Comput., 2009

Simulation Model Calibration with Correlated Knowledge-gradients.

[BibT_eX]

[DOI]

Hugo P. Simão

Proceedings of the 2009 Winter Simulation Conference, 2009

The Conjunction of the Knowledge Gradient and the Economic Approach to Simulation Selection.

[BibT_eX]

[DOI]

Proceedings of the 2009 Winter Simulation Conference, 2009

Approximate Dynamic Programming in Knowledge Discovery for Rapid Response.

[BibT_eX]

[DOI]

Proceedings of the 42st Hawaii International International Conference on Systems Science (HICSS-42 2009), 2009

2008

A Knowledge-Gradient Policy for Sequential Information Collection.

[BibT_eX]

[DOI]

Savas Dayanik

SIAM J. Control. Optim., 2008

The knowledge-gradient stopping rule for ranking and selection.

[BibT_eX]

[DOI]

Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008

2007

Sequential Hypothesis Testing under Stochastic Deadlines.

[BibT_eX]

[DOI]