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stat.ME2022
A Comparison of Methods for Adaptive Experimentation
Samantha Horn, Sabina J. Sloman
We use a simulation study to compare three methods for adaptive experimentation: Thompson sampling, Tempered Thompson sampling, and Exploration sampling. We gauge the performance o…
stat.ME2022★ 6 cited
Characterizing the robustness of Bayesian adaptive experimental designs to active learning bias
Sabina J. Sloman, Daniel M. Oppenheimer, Stephen B. Broomell +1
Bayesian adaptive experimental design is a form of active learning, which chooses samples to maximize the information they give about uncertain parameters. Prior work has shown tha…