Approximate Bayesian inference for simulation and optimization

DOI10.1007/978-3-319-23699-5_1OpenAlexW2341361091MaRDI QIDQ5351611

Ilya O. Ryzhov

Publication date: 29 August 2017

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-23699-5_1

zbMATH Keywords

stochastic optimizationBayesian statisticsapproximate Bayesian inferenceoptimal learning

Mathematics Subject Classification ID

Bayesian inference (62F15) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Statistical ranking and selection procedures (62F07) Sequential estimation (62L12)

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Technical Note—Consistency Analysis of Sequential Learning Under Approximate Bayesian Inference ⋮ Bayesian Exploration for Approximate Dynamic Programming

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