Peter I. Frazier

ORCID

Publication Activity (10 Years)

Years Active: 2007-2024
Publications (10 Years): 69

Top Venues

Publications

Su Jia, Peter I. Frazier, Nathan Kallus
Multi-Armed Bandits with Interference. CoRR (2024)
Qian Xie, Raul Astudillo, Peter I. Frazier, Ziv Scully, Alexander Terenin
Cost-aware Bayesian optimization via the Pandora's Box Gittins index. CoRR (2024)
Samuel Tan, Peter I. Frazier
Asymptotically Optimal Regret for Black-Box Predict-then-Optimize. CoRR (2024)
Poompol Buathong, Jiayue Wan, Samuel Daulton, Raul Astudillo, Maximilian Balandat, Peter I. Frazier
Bayesian Optimization of Function Networks with Partial Evaluations. CoRR (2023)
Su Jia, Qian Xie, Nathan Kallus, Peter I. Frazier
Smooth Non-Stationary Bandits. CoRR (2023)
Raul Astudillo, Zhiyuan (Jerry) Lin, Eytan Bakshy, Peter I. Frazier
qEUBO: A Decision-Theoretic Acquisition Function for Preferential Bayesian Optimization. AISTATS (2023)
Su Jia, Qian Xie, Nathan Kallus, Peter I. Frazier
Smooth Non-stationary Bandits. ICML (2023)
Adelinde M. Uhrmacher, Peter I. Frazier, Reiner Hähnle, Franziska Klügl, Fabian Lorig, Bertram Ludäscher, Laura Nenzi, Cristina Ruiz Martin, Bernhard Rumpe, Claudia Szabo, Gabriel A. Wainer, Pia Wilsdorf
Context, Composition, Automation, and Communication - The C2AC Roadmap for Modeling and Simulation. CoRR (2023)
Raul Astudillo, Zhiyuan (Jerry) Lin, Eytan Bakshy, Peter I. Frazier
qEUBO: A Decision-Theoretic Acquisition Function for Preferential Bayesian Optimization. CoRR (2023)
Raul Astudillo, Peter I. Frazier
Thinking inside the box: A tutorial on grey-box Bayesian optimization. CoRR (2022)
J. Massey Cashore, Peter I. Frazier, Éva Tardos
Dynamic Pricing Provides Robust Equilibria in Stochastic Ridesharing Networks. CoRR (2022)
J. Massey Cashore, Peter I. Frazier, Éva Tardos
Dynamic Pricing Provides Robust Equilibria in Stochastic Ride-Sharing Networks. EC (2022)
Zhiyuan (Jerry) Lin, Raul Astudillo, Peter I. Frazier, Eytan Bakshy
Preference Exploration for Efficient Bayesian Optimization with Multiple Outcomes. CoRR (2022)
Xiangyu Zhang, Peter I. Frazier
Near-optimality for infinite-horizon restless bandits with many arms. CoRR (2022)
Saul Toscano-Palmerin, Peter I. Frazier
Bayesian Optimization with Expensive Integrands. SIAM J. Optim. 32 (2) (2022)
Zhiyuan (Jerry) Lin, Raul Astudillo, Peter I. Frazier, Eytan Bakshy
Preference Exploration for Efficient Bayesian Optimization with Multiple Outcomes. AISTATS (2022)
Raul Astudillo, Peter I. Frazier
Thinking Inside the Box: A Tutorial on Grey-Box Bayesian Optimization. WSC (2021)
Raul Astudillo, Daniel R. Jiang, Maximilian Balandat, Eytan Bakshy, Peter I. Frazier
Multi-Step Budgeted Bayesian Optimization with Unknown Evaluation Costs. NeurIPS (2021)
Raul Astudillo, Peter I. Frazier
Bayesian Optimization of Function Networks. CoRR (2021)
Raul Astudillo, Peter I. Frazier
Bayesian Optimization of Function Networks. NeurIPS (2021)
Xiangyu Zhang, Peter I. Frazier
Restless Bandits with Many Arms: Beating the Central Limit Theorem. CoRR (2021)
Yunxiang Zhang, Xiangyu Zhang, Peter I. Frazier
Two-step lookahead Bayesian optimization with inequality constraints. NeurIPS (2021)
Raul Astudillo, Daniel R. Jiang, Maximilian Balandat, Eytan Bakshy, Peter I. Frazier
Multi-Step Budgeted Bayesian Optimization with Unknown Evaluation Costs. CoRR (2021)
Yunxiang Zhang, Xiangyu Zhang, Peter I. Frazier
Two-step Lookahead Bayesian Optimization with Inequality Constraints. CoRR (2021)
Sait Cakmak, Raul Astudillo, Peter I. Frazier, Enlu Zhou
Bayesian Optimization of Risk Measures. NeurIPS (2020)
Francisco Castro, Peter I. Frazier, Hongyao Ma, Hamid Nazerzadeh, Chiwei Yan
Matching Queues, Flexibility and Incentives. CoRR (2020)
Sait Cakmak, Raul Astudillo, Peter I. Frazier, Enlu Zhou
Bayesian Optimization of Risk Measures. CoRR (2020)
Raul Astudillo, Peter I. Frazier
Multi-attribute Bayesian optimization with interactive preference learning. AISTATS (2020)
Jialei Wang, Scott C. Clark, Eric Liu, Peter I. Frazier
Parallel Bayesian Global Optimization of Expensive Functions. Oper. Res. 68 (6) (2020)
Jian Wu, Saul Toscano-Palmerin, Peter I. Frazier, Andrew Gordon Wilson
Practical Multi-fidelity Bayesian Optimization for Hyperparameter Tuning. UAI (2019)
Raul Astudillo, Peter I. Frazier
Bayesian Optimization of Composite Functions. CoRR (2019)
Peter I. Frazier, Shane G. Henderson, Rolf Waeber
Probabilistic Bisection Converges Almost as Quickly as Stochastic Approximation. Math. Oper. Res. 44 (2) (2019)
Raul Astudillo, Peter I. Frazier
Bayesian Optimization of Composite Functions. ICML (2019)
Pu Yang, Krishnamurthy Iyer, Peter I. Frazier
Information Design in Spatial Resource Competition. WINE (2019)
Pu Yang, Krishnamurthy Iyer, Peter I. Frazier
Information Design in Spatial Resource Competition. CoRR (2019)
Jian Wu, Peter I. Frazier
Practical Two-Step Lookahead Bayesian Optimization. NeurIPS (2019)
Raul Astudillo, Peter I. Frazier
Bayesian Optimization with Uncertain Preferences over Attributes. CoRR (2019)
Jian Wu, Saul Toscano-Palmerin, Peter I. Frazier, Andrew Gordon Wilson
Practical Multi-fidelity Bayesian Optimization for Hyperparameter Tuning. CoRR (2019)
Saul Toscano-Palmerin, Peter I. Frazier
Effort Allocation and Statistical Inference for 1-dimensional Multistart stochastic Gradient Descent. WSC (2018)
Bangrui Chen, Peter I. Frazier, David Kempe
Incentivizing Exploration by Heterogeneous Users. COLT (2018)
Peter I. Frazier
Bridging the Gap from Academic Research to Industry Impact. WSC (2018)
Saul Toscano-Palmerin, Peter I. Frazier
Bayesian Optimization with Expensive Integrands. CoRR (2018)
Peter I. Frazier
A Tutorial on Bayesian Optimization. CoRR (2018)
Alice Lu, Peter I. Frazier, Oren Kislev
Surge Pricing Moves Uber's Driver-Partners. EC (2018)
Bangrui Chen, Peter I. Frazier
Dueling Bandits With Weak Regret. CoRR (2017)
Weidong Han, Purnima Rajan, Peter I. Frazier, Bruno M. Jedynak
Bayesian Group Testing Under Sum Observations: A Parallelizable Two-Approximation for Entropy Loss. IEEE Trans. Inf. Theory 63 (2) (2017)
Matthias Poloczek, Jialei Wang, Peter I. Frazier
Multi-Information Source Optimization. NIPS (2017)
Jian Wu, Matthias Poloczek, Andrew Gordon Wilson, Peter I. Frazier
Bayesian Optimization with Gradients. CoRR (2017)
Bangrui Chen, Peter I. Frazier
Dueling Bandits with Weak Regret. ICML (2017)
Stephen N. Pallone, Peter I. Frazier, Shane G. Henderson
Bayes-Optimal Entropy Pursuit for Active Choice-Based Preference Learning. CoRR (2017)
Pu Yang, Krishnamurthy Iyer, Peter I. Frazier
Mean Field Equilibria for Resource Competition in Spatial Settings. CoRR (2017)
Jian Wu, Matthias Poloczek, Andrew Gordon Wilson, Peter I. Frazier
Bayesian Optimization with Gradients. NIPS (2017)
Pu Yang, Krishnamurthy Iyer, Peter I. Frazier
Mean Field Equilibria for Competitive Exploration in Resource Sharing Settings. CoRR (2016)
Bangrui Chen, Peter I. Frazier
The Bayesian Linear Information Filtering Problem. ICTAI (2016)
Saul Toscano-Palmerin, Peter I. Frazier
Stratified Bayesian Optimization. CoRR (2016)
Bangrui Chen, Peter I. Frazier
Dueling Bandits with Dependent Arms. CoRR (2016)
Jian Wu, Peter I. Frazier
The Parallel Knowledge Gradient Method for Batch Bayesian Optimization. NIPS (2016)
Theresa Roeder, Peter I. Frazier, Roberto Szechtman, Enlu Zhou
Preface. WSC (2016)
Bangrui Chen, Peter I. Frazier
The Bayesian Linear Information Filtering Problem. CoRR (2016)
J. Massey Cashore, Lemuel Kumarga, Peter I. Frazier
Multi-Step Bayesian Optimization for One-Dimensional Feasibility Determination. CoRR (2016)
Weici Hu, Peter I. Frazier
Bayes-Optimal Effort Allocation in Crowdsourcing: Bounds and Index Policies. AISTATS (2016)
Tobias Schnabel, Adith Swaminathan, Peter I. Frazier, Thorsten Joachims
Unbiased Comparative Evaluation of Ranking Functions. ICTIR (2016)
Stephen Pallone, Peter I. Frazier, Shane G. Henderson
Coupled bisection for root ordering. Oper. Res. Lett. 44 (2) (2016)
Jing Xie, Peter I. Frazier, Stephen E. Chick
Bayesian Optimization via Simulation with Pairwise Sampling and Correlated Prior Beliefs. Oper. Res. 64 (2) (2016)
Matthias Poloczek, Jialei Wang, Peter I. Frazier
Warm starting Bayesian optimization. WSC (2016)
Jian Wu, Peter I. Frazier
The Parallel Knowledge Gradient Method for Batch Bayesian Optimization. CoRR (2016)
Matthias Poloczek, Jialei Wang, Peter I. Frazier
Warm Starting Bayesian Optimization. CoRR (2016)
Tobias Schnabel, Adith Swaminathan, Peter I. Frazier, Thorsten Joachims
Unbiased Comparative Evaluation of Ranking Functions. CoRR (2016)
Pu Yang, Krishnamurthy Iyer, Peter I. Frazier
Mean Field Equilibria for Competitive Exploration in Resource Sharing Settings. WWW (2016)
Saul Toscano-Palmerin, Peter I. Frazier
Asymptotic validity of the bayes-inspired indifference zone procedure: the non-normal known variance case. WSC (2015)
Weici Hu, Peter I. Frazier
Bayes-Optimal Effort Allocation in Crowdsourcing: Bounds and Index Policies. CoRR (2015)
Bishan Yang, Claire Cardie, Peter I. Frazier
A Hierarchical Distance-dependent Bayesian Model for Event Coreference Resolution. CoRR (2015)
Ilya O. Ryzhov, Peter I. Frazier, Warren B. Powell
A New Optimal Stepsize for Approximate Dynamic Programming. IEEE Trans. Autom. Control. 60 (3) (2015)
Bishan Yang, Claire Cardie, Peter I. Frazier
A Hierarchical Distance-dependent Bayesian Model for Event Coreference Resolution. Trans. Assoc. Comput. Linguistics 3 (2015)
J. Massey Cashore, Xiaoting Zhao, Alexander A. Alemi, Yujia Liu, Peter I. Frazier
Clustering via Content-Augmented Stochastic Blockmodels. CoRR (2015)
Purnima Rajan, Weidong Han, Raphael Sznitman, Peter I. Frazier, Bruno Jedynak
Bayesian Multiple Target Localization. ICML (2015)
Divya Singhvi, Somya Singhvi, Peter I. Frazier, Shane G. Henderson, Eoin O'Mahony, David B. Shmoys, Dawn B. Woodard
Predicting Bike Usage for New York City's Bike Sharing System. AAAI Workshop: Computational Sustainability (2015)
Samuel Gershman, Peter I. Frazier, David M. Blei
Distance Dependent Infinite Latent Feature Models. IEEE Trans. Pattern Anal. Mach. Intell. 37 (2) (2015)
Xiaoting Zhao, Peter I. Frazier
A Markov Decision Process Analysis of the Cold Start Problem in Bayesian Information Filtering. CoRR (2014)
Ilya O. Ryzhov, Peter I. Frazier, Warren B. Powell
A New Optimal Stepsize For Approximate Dynamic Programming. CoRR (2014)
Stephen Pallone, Peter I. Frazier, Shane G. Henderson
Multisection: parallelized bisection. WSC (2014)
Weici Hu, Peter I. Frazier, Jing Xie
Parallel bayesian policies for finite-horizon multiple comparisons with a known standard. WSC (2014)
Peter I. Frazier
A Fully Sequential Elimination Procedure for Indifference-Zone Ranking and Selection with Tight Bounds on Probability of Correct Selection. Oper. Res. 62 (4) (2014)
Weidong Han, Peter I. Frazier, Bruno M. Jedynak
Twenty Questions for Localizing Multiple Objects by Counting: Bayes Optimal Policies for Entropy Loss. CoRR (2014)
Peter I. Frazier, David Kempe, Jon M. Kleinberg, Robert Kleinberg
Incentivizing exploration. EC (2014)
Xiaoting Zhao, Peter I. Frazier
Exploration vs. Exploitation in the Information Filtering Problem. CoRR (2014)
Jing Xie, Peter I. Frazier
Upper bounds on the Bayes-optimal procedure for ranking & selection with independent normal priors. WSC (2013)
Jing Xie, Peter I. Frazier
Sequential Bayes-Optimal Policies for Multiple Comparisons with a Known Standard. Oper. Res. 61 (5) (2013)
Rolf Waeber, Peter I. Frazier, Shane G. Henderson
Bisection Search with Noisy Responses. SIAM J. Control. Optim. 51 (3) (2013)
Raphael Sznitman, Aurélien Lucchi, Peter I. Frazier, Bruno Jedynak, Pascal Fua
An Optimal Policy for Target Localization with Application to Electron Microscopy. ICML (1) (2013)
Scott C. Clark, Rob Egan, Peter I. Frazier, Zhong Wang
ALE: a generic assembly likelihood evaluation framework for assessing the accuracy of genome and metagenome assemblies. Bioinform. 29 (4) (2013)
Jing Xie, Peter I. Frazier, Sethuraman Sankaran, Alison L. Marsden, Saleh Elmohamed
Optimization of computationally expensive simulations with Gaussian processes and parameter uncertainty: Application to cardiovascular surgery. Allerton Conference (2012)
Rolf Waeber, Peter I. Frazier, Shane G. Henderson
A Framework for Selecting a Selection Procedure. ACM Trans. Model. Comput. Simul. 22 (3) (2012)
Peter I. Frazier, Bruno Jedynak, Li Chen
Sequential screening: a Bayesian dynamic programming analysis of optimal group-splitting. WSC (2012)
Ilya O. Ryzhov, Warren B. Powell, Peter I. Frazier
The Knowledge Gradient Algorithm for a General Class of Online Learning Problems. Oper. Res. 60 (1) (2012)
Bruno Jedynak, Peter I. Frazier, Raphael Sznitman
Twenty Questions with Noise: Bayes Optimal Policies for Entropy Loss. J. Appl. Probab. 49 (1) (2012)
Stephen E. Chick, Peter I. Frazier
Sequential Sampling with Economics of Selection Procedures. Manag. Sci. 58 (3) (2012)
Peter I. Frazier
Optimization via simulation with Bayesian statistics and dynamic programming. WSC (2012)
Peter I. Frazier, Warren B. Powell
Consistency of Sequential Bayesian Sampling Policies. SIAM J. Control. Optim. 49 (2) (2011)
David M. Blei, Peter I. Frazier
Distance Dependent Chinese Restaurant Processes. J. Mach. Learn. Res. 12 (2011)

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Publication Activity (10 Years)

Top Topics

Top Venues

Peter I. Frazier