Consistency of Sequential Bayesian Sampling Policies.
Peter I. FrazierWarren B. PowellPublished in: SIAM J. Control. Optim. (2011)
Keyphrases
- sequential monte carlo
- bayesian estimation
- sampling algorithm
- markov chain monte carlo
- state space
- monte carlo
- random sampling
- bayesian networks
- data driven
- optimal policy
- posterior distribution
- constraint networks
- sampling strategies
- bayesian analysis
- revenue management
- bayesian learning
- bayesian inference
- maximum likelihood
- genetic algorithm
- decision theory
- machine learning
- consistency checking
- sampling strategy
- posterior probability