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Optimal learning for sequential sampling with non-parametric beliefs
Emre Barut, Warren B. Powell
Operations Research & Financial Engineering
Center for Statistics & Machine Learning
Electrical and Computer Engineering
High Meadows Environmental Institute
Research output
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Article
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peer-review
7
Scopus citations
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Keyphrases
Asymptotically Optimal
50%
Consistent Estimator
50%
Correlation Structure
50%
Estimation Approaches
50%
Kernel Estimation
50%
Kernel Estimator
100%
Kernel Function
50%
Knowledge Gradient Policy
50%
Learning Policy
50%
Mean Square Error
50%
Nonparametric
100%
Optimal Learning
100%
Optimal Sample Size
50%
Predictive Distribution
50%
Proposed Policy
50%
Ranking Problem
50%
Selection Problem
50%
Sequential Learning
50%
Sequential Sampling
100%
Weighting Scheme
100%
Mathematics
Consistent Estimator
50%
Correlation Structure
50%
Estimation Approach
50%
Final Estimate
50%
Kernel Estimator
100%
Mean Square Error
50%
Parametric
100%
Predictive Distribution
50%
Economics, Econometrics and Finance
Kernel Estimation
100%