Optimal Sequential Search: A Bayesian Approach

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Optimal Sequential Search: A Bayesian Approach

To the classical model of searching for one object out of n , we add uncertainty about the parameters π of the distribution of the n objects among the m boxes. Adopting a Bayesian approach, we study the optimal sequential search strategy. For the case n = 1, we obtain a generalization of the fundamental result of Blackwell: the strategy which searches at each stage in the “most inviting” box is...

متن کامل

Sequential Bayesian Search

Millions of people search daily for movies, music, and books on the Internet. Unfortunately, non-personalized exploration of items can result in an infeasible number of costly interaction steps. We study the problem of efficient, repeated interactive search. In this problem, the user is navigated to the items of interest through a series of options and our objective is to learn a better search ...

متن کامل

Sequential Bayesian Search Appendices

Assume that at the beginning of game t, the system's belief in the user's preference is P t. Then, the certainty-equivalet user preference during game t is π * t (i) = E π∼Pt [π(i)] ∀i ∈ I. Recall we define π * min = min i∈I π * (i), Lemma A-1 formalizes the result that if π * t is " close " to π * , then for any decision tree T , E i∼π * t [N (T, i)] is " close " to E i∼π * [N (T, i)]: Lemma A...

متن کامل

Learning Optimal Bayesian Networks Using A* Search

This paper formulates learning optimal Bayesian network as a shortest path finding problem. An A* search algorithm is introduced to solve the problem. With the guidance of a consistent heuristic, the algorithm learns an optimal Bayesian network by only searching the most promising parts of the solution space. Empirical results show that the A* search algorithm significantly improves the time an...

متن کامل

a benchmarking approach to optimal asset allocation for insurers and pension funds

uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...

15 صفحه اول

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: The Annals of Statistics

سال: 1985

ISSN: 0090-5364

DOI: 10.1214/aos/1176349665