Ranking and selection: a new sequential Bayesian procedure for use with common random numbers
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Publication:6600037
DOI10.1145/3241042zbMATH Open1544.62221MaRDI QIDQ6600037
Publication date: 8 September 2024
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
ordinal optimizationBayesian modelmissing dataranking and selectionapproximate posteriorunknown covariance
Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical analysis (62L10) Statistical ranking and selection procedures (62F07)
Cites Work
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