27 citations · 78 across the 13 of their papers we have counts for
4 papers · 1 filter
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…
Context-dependent Ranking and Selection under a Bayesian Framework
Haidong Li, Henry Lam, Zhe Liang +1
We consider a context-dependent ranking and selection problem. The best design is not universal but depends on the contexts. Under a Bayesian framework, we develop a dynamic sampli…
Efficient Learning for Clustering and Optimizing Context-Dependent Designs
Haidong Li, Henry Lam, Yijie Peng
We consider a simulation optimization problem for a context-dependent decision-making. A Gaussian mixture model is proposed to capture the performance clustering phenomena of conte…
Efficient Sampling for Selecting Important Nodes in Random Network
Haidong Li, Xiaoyun Xu, Yijie Peng +1
We consider the problem of selecting important nodes in a random network, where the nodes connect to each other randomly with certain transition probabilities. The node importance…