Bisection Search with Noisy Responses

DOI10.1137/120861898zbMath1272.93133OpenAlexW2094365833MaRDI QIDQ2848584

Peter I. Frazier, Rolf Waeber, Shane G. Henderson

Publication date: 26 September 2013

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/120861898

zbMATH Keywords

sequential analysisgeometric rate of convergenceBayesian performance analysisnoisy bisectionprobabilistic bisection

Mathematics Subject Classification ID

Analysis of algorithms (68W40) Bayesian problems; characterization of Bayes procedures (62C10) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20)

Related Items (7)

Private Sequential Learning ⋮ Operations research applications of dichotomous search ⋮ Probabilistic bisection with spatial metamodels ⋮ A novel technique for stochastic root-finding: enhancing the search with adaptive \(d\)-ary search ⋮ Learning to Optimize via Information-Directed Sampling ⋮ Probabilistic Bisection Converges Almost as Quickly as Stochastic Approximation ⋮ Unnamed Item

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