2 papers
stat.ML2024
Series Expansion of Probability of Correct Selection for Improved Finite Budget Allocation in Ranking and Selection
Xinbo Shi, Yijie Peng, Bruno Tuffin
This paper addresses the challenge of improving finite sample performance in Ranking and Selection by developing a Bahadur-Rao type expansion for the Probability of Correct Selecti…
stat.ME2023
Top-Two Thompson Sampling for Contextual Top-mc Selection Problems
Xinbo Shi, Yijie Peng, Gongbo Zhang
We aim to efficiently allocate a fixed simulation budget to identify the top-mc designs for each context among a finite number of contexts. The performance of each design under a c…