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stat.ML2022★ 1 cited
Convergence Rate Analysis for Optimal Computing Budget Allocation Algorithms
Yanwen Li, Siyang Gao
Ordinal optimization (OO) is a widely-studied technique for optimizing discrete-event dynamic systems (DEDS). It evaluates the performance of the system designs in a finite set by…
stat.ML2022
Asymptotic Optimality of Myopic Ranking and Selection Procedures
Yanwen Li, Siyang Gao, Zhongshun Shi
Ranking and selection (R&S) is a popular model for studying discrete-event dynamic systems. It aims to select the best design (the design with the largest mean performance) from a…
stat.ML2022★ 3 cited
On the Finite-Time Performance of the Knowledge Gradient Algorithm
Yanwen Li, Siyang Gao
The knowledge gradient (KG) algorithm is a popular and effective algorithm for the best arm identification (BAI) problem. Due to the complex calculation of KG, theoretical analysis…