7 citations · 18 across the 5 of their papers we have counts for
10 papers
An adaptive Metropolis-Hastings scheme: sampling and optimization
David H. Wolpert, Chiu Fan Lee
We propose an adaptive Metropolis-Hastings algorithm in which sampled data are used to update the proposal distribution. We use the samples found by the algorithm at a particular s…
Distributed Control by Lagrangian Steepest Descent
David H. Wolpert, Stefan Bieniawski
Often adaptive, distributed control can be viewed as an iterated game between independent players. The coupling between the players' mixed strategies, arising as the system evolves…
Information Theory - The Bridge Connecting Bounded Rational Game Theory and Statistical Physics
David H. Wolpert
A long-running difficulty with conventional game theory has been how to modify it to accommodate the bounded rationality of all real-world players. A recurring issue in statistical…
Product Distribution Field Theory
David H. Wolpert
This paper presents a novel way to approximate a distribution governing a system of coupled particles with a product of independent distributions. The approach is an extension of m…
Collectives for the Optimal Combination of Imperfect Objects
Kagan Tumer, David Wolpert
In this letter we summarize some recent theoretical work on the design of collectives, i.e., of systems containing many agents, each of which can be viewed as trying to maximize an…
Avoiding Braess' Paradox through Collective Intelligence
Kagan Tumer, David H. Wolpert
In an Ideal Shortest Path Algorithm (ISPA), at each moment each router in a network sends all of its traffic down the path that will incur the lowest cost to that traffic. In the l…