Technical Note—Consistency Analysis of Sequential Learning Under Approximate Bayesian Inference-Reference-Cited by-同舟云学术

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Technical Note—Consistency Analysis of Sequential Learning Under Approximate Bayesian Inference

Published:2020-01 Issue:1 Volume:68 Page:295-307
ISSN:0030-364X
Container-title:Operations Research
language:en
Short-container-title:Operations Research

Author:

Chen Ye¹,Ryzhov Ilya O.²³^ORCID

Affiliation:

1. Department of Statistical Sciences and Operations Research, Virginia Commonwealth University, Richmond, Virginia 23284;

2. Robert H. Smith School of Business, University of Maryland, College Park, Maryland 20742;

3. Institute for Systems Research, A. James Clark School of Engineering, University of Maryland, College Park, Maryland 20742

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

Management Science and Operations Research,Computer Science Applications

Reference65 articles.

1. Stochastic Approximation for Nonexpansive Maps: Application to Q-Learning Algorithms

2. A Choice-Based Dynamic Programming Approach for Setting Opaque Prices

3. A Stochastic Approximation Algorithm with Varying Bounds

4. A new proof of convergence of MCMC via the ergodic theorem

5. Stochastic Approximation

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Approximate Gaussian Process Regression with Pairwise Comparison Data;2023 Winter Simulation Conference (WSC);2023-12-10

2. Sequential selection for accelerated life testing via approximate Bayesian inference;Naval Research Logistics (NRL);2021-06-18

3. Advanced Statistical Methods: Inference, Variable Selection, And Experimental Design;2020 Winter Simulation Conference (WSC);2020-12-14

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