Publications


2018 and to appear

Probabilistic Bisection Converges Almost As Quickly As Stochastic Approximation
P.I. Frazier, S.G. Henderson, R. Waeber
Mathematics of Operations Research, to appear.

Mean Field Equilibria for Resource Competition in Spatial Settings
P. Yang, K. Iyer and P.I. Frazier
Stochastic Systems to appear.

Efficient Search of a Complex Compositional Space of Hybrid Organic-Inorganic Perovskite Candidates via Bayesian Optimization
M. Poloczek, H. Herbol, W. Hu, P.I. Frazier, and P. Clancy
npj (Nature Partner Journals) Computational Materials, 2018.

Surge Pricing Moves Uber's Driver Partners
A. Lu, P.I. Frazier, O. Kislev
19th ACM Conference on Economics and Computation (EC), 2018.

Incentivizing Exploration with Heterogeneous Preferences
B. Chen, P.I. Frazier, D. Kempe
Conference on Learning Theory (COLT), 2018.

Effort Allocation and Statistical Inference for 1-Dimensional Multistart Stochastic Gradient Descent
S. Toscano-Palmerin and P.I. Frazier
Winter Simulation Conference (WSC), 2018.

Bayesian Optimization
P.I. Frazier
INFORMS Tutorials, 2018.

2017

Probabilistic Group Testing under Sum Observations: A Parallelizable 2-Approximation for Entropy Loss
(previously titled "Twenty Questions for Localizing Multiple Objects by Counting: Bayes Optimal Policies for Entropy Loss")
W. Han, P.I. Frazier & B.M. Jedynak
IEEE Transactions on Information Theory, 2017.

Dueling Bandits with Weak Regret
B. Chen & P.I. Frazier
International Conference on Machine Learning (ICML), 2017.

Bayesian Optimization with Gradients
J. Wu, M.U. Poloczek, A.G. Wilson & P.I. Frazier
Neural Information Processing Systems (NIPS), 2017.

Multi-Information Source Optimization
M.U. Poloczek, J. Wang, P.I. Frazier, Neural Information Processing Systems (NIPS), 2017.

Stratified Bayesian Optimization
S. Toscano-Palmerin & P.I. Frazier
Proceedings of the 12th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC), 2017.

Multi-Attribute Bayesian Optimization under Utility Uncertainty
R. Astudillo Marban & P.I. Frazier
NIPS Workshop on Bayesian Optimization, 2017.

Continuous-Fidelity Bayesian Optimization with Knowledge Gradient
R. Astudillo Marban & P.I. Frazier
NIPS Workshop on Bayesian Optimization, 2017.

2016

Bayesian Optimization via Simulation with Pairwise Sampling and Correlated Prior Beliefs
J. Xie, P.I. Frazier & S.E. Chick
Operations Research, 2016.

The Parallel Knowledge Gradient Method for Batch Bayesian Optimization
J. Wu & P.I. Frazier
Neural Information Processing Systems (NIPS), 2016.

Coupled Bisection for Root Ordering
S.N. Pallone, P.I. Frazier & S.G. Henderson
Operations Research Letters, 2016.

Unbiased Concurrent Evaluation on a Budget
T. Schnabel, T. Joachims, A. Swaminathan & P.I. Frazier
2nd ACM International Conference on the Theory of Information Retrieval (ICTIR), 2016.

The Bayesian Linear Information Filtering Problem
B. Chen & P.I. Frazier
IEEE International Conference on Tools with Artificial Intelligence (ICTAI), 2016.

Warm Starting Bayesian Optimization
M. Poloczek, J. Wang & P.I. Frazier
Winter Simulation Conference (WSC), 2016.

Mean Field Equilibria for Competitive Exploration in Resource Sharing Settings
P. Yang, K. Iyer & P.I. Frazier
International World Wide Web Web Conference (WWW), 2016.

Bayes-Optimal Effort Allocation in Crowdsourcing: Bounds and Index Policies
W. Hu & P.I. Frazier
International Artificial Intelligence and Statistics Conference (AISTATS), 2016.

Bayesian Optimization for Materials Design
P.I. Frazier & J. Wang
in Information Science for Materials Discovery and Design Springer Series in Materials Science, 2016.

2015

A Hierarchical Distance-dependent Bayesian Model for Event Coreference Resolution
B. Yang, C. Cardie & P.I. Frazier
Transactions of the Association for Computational Linguistics, 2015.

Distance Dependent Infinite Latent Feature Models
S.J. Gershman, P.I. Frazier & D.M. Blei,
IEEE Transactions on Pattern Analysis and Machine Intelligence, 2015.

A New Optimal Stepsize Rule for Approximate Dynamic Programming,
I.O. Ryzhov, P.I. Frazier & W.B. Powell
IEEE Transactions on Automatic Control, 2015.

Predicting Bike Usage for New York City's Bike Sharing System
D. Singhvi, S. Singhvi, P.I. Frazier, S.G. Henderson, E. O'Mahony, D.B. Shmoys & D.B. Woodard
AAAI-15 Workshop on Computational Sustainability, 2015.

Bayesian Multiple Target Localization
P. Rajan, W. Han, R. Sznitman, P.I. Frazier & B. Jedynak
International Conference on Machine Learning, 2015. [Slides]

Asymptotic Validity of the Bayes-Inspired Indifference Zone Procedure: the Non-Normal Known Variance Case
S. Toscano-Palmerin & P.I. Frazier Winter Simulation Conference, 2015.

2014

A Fully Sequential Elimination Procedure for Indifference-Zone Ranking and Selection with Tight Bounds on Probability of Correct Selection
P.I. Frazier
Operations Research, 2014. [Slides]

Incentiving Exploration
P.I. Frazier, D. Kempe, R. Kleinberg & J. Kleinberg
ACM Conference on Economics and Computation, 2014.

A Markov Decision Process Analysis of the Cold Start Problem in Bayesian Information Filtering
X. Zhao & P.I. Frazier
NIPS Workshop on Personalization: Methods and Applications, 2014.

Parallel Bayesian Policies for Finite-Horizon Multiple Comparisons with a Known Standard
W. Hu, P.I. Frazier & J. Xie
Winter Simulation Conference, 2014.

Multisection: Parallelized Bisection
S. Pallone, P.I. Frazier, S.G. Henderson
Winter Simulation Conference, 2014.

2013

Sequential Bayes-Optimal Policies for Multiple Comparisons with a Control
J. Xie & P.I. Frazier
Operations Research, 2013.

Bisection Search with Noisy Responses
R. Waeber, P.I. Frazier & S.G. Henderson
SIAM Journal on Control and Optimization, 2013.

ALE: a Generic Assembly Likelihood Evaluation Framework for Assessing the Accuracy of Genome and Metagenome Assemblies
S.C. Clark, R. Egan, P.I. Frazier & Z. Wang
Bioinformatics, 2013. [Publisher]

Advances in Simulation Optimization and its Applications
L.H. Lee, E.P. Chew, P.I. Frazier, Q.S. Jia & C.H. Chen
IIE Transactions, 2013.

Upper Bounds for Bayesian Ranking & Selection
J. Xie & P.I. Frazier
Winter Simulation Conference, 2013.

An Optimal Policy for Target Localization with Application to Electron Microscopy
R. Sznitman, A. Lucchi, B. Jedynak, P.I. Frazier & P. Fua
International Conference on Machine Learning (ICML), 2013.

2012

Sequential Sampling with Economics of Selection Procedures
S.E. Chick & P.I. Frazier
Management Science, 2012. [Publisher]

The Knowledge-Gradient Algorithm for a General Class of Online Learning Problems
I.O. Ryzhov, W.B. Powell & P.I. Frazier
Operations Research, 2012. [Publisher]

A Framework for Selecting a Selection Procedure
R. Waeber, P.I. Frazier & S.G. Henderson
ACM Transactions on Modeling and Computer Simulation, 2012. [Publisher]

Twenty Questions with Noise: Bayes Optimal Policies for Entropy Loss
B. Jedynak, P.I. Frazier & R. Sznitman
Journal of Applied Probability, 2012. [Publisher]

Risk Factors for Early Failure after Peripheral Endovascular Intervention: Application of a Reliability Engineering Approach
A.J. Meltzer, A. Graham, P.H. Connolly, J.K. Karwowski, H.L. Bush, P.I. Frazier & D.B. Schneider
Annals of Vascular Surgery, 2012. [Publisher]

Tutorial: Optimization via Simulation with Bayesian Statistics and Dynamic Programming
P.I. Frazier
Winter Simulation Conference, 2012. [Slides]

Sequential Screening: A Bayesian Dynamic Programming Analysis of Optimal Group-Splitting
P.I. Frazier, B. Jedynak & L. Chen
Winter Simulation Conference, 2012. [
Slides]

Optimal Patient-specific Postoperative Surveillance for Vascular Surgery
S. Zhang, P. Hanagal, P.I. Frazier, A.J. Meltzer & D.B. Schneider
7th INFORMS Workshop on Data Mining and Health Informatics, 2012. i[Slides]

Optimization of Computationally Expensive Simulations with Gaussian Processes and Parameter Uncertainty: Application to Cardiovascular Surgery
J. Xie, P.I. Frazier, S. Sankaran, A. Marsden & S. Elmohamed
50th Annual Allerton Conference on Communication, Control, and Computing, 2012. [Slides]

2011

Hierarchical Knowledge Gradient for Sequential Sampling
M.R.K. Mes, W.B. Powell & P.I. Frazier
Journal of Machine Learning Research, 2011.

The Correlated Knowledge Gradient for Simulation Optimization of Continuous Parameters Using Gaussian Process Regression
W. Scott, P.I. Frazier & W.B. Powell
SIAM Journal on Optimization, 2011. [Publisher]

The Knowledge-Gradient Algorithm for Sequencing Experiments in Drug Discovery
D. Negoescu, P.I. Frazier & W.B. Powell
INFORMS Journal on Computing, 2011. [Publisher]

Distance Dependent Chinese Restaurant Processes
D.M. Blei & P.I. Frazier
Journal of Machine Learning Research, 2011. [Publisher]

Consistency of Sequential Bayesian Sampling Policies
P.I. Frazier & W.B. Powell
SIAM Journal on Control and Optimization, 2011. [Slides]

A Bayesian Approach to Stochastic Root Finding
R. Waeber, P.I. Frazier & S.G. Henderson
Winter Simulation Conference, 2011.

Bayesian Optimization via Simulation with Correlated Sampling and Correlated Prior Beliefs
P.I. Frazier, J. Xie & S.E. Chick
Winter Simulation Conference, 2011. [Slides]

Guessing Preferences: A New Approach to Multi-Attribute Ranking and Selection
P.I. Frazier & A.M. Kazachkov
Winter Simulation Conference, 2011. [Slides]

2010

Paradoxes in Learning and the Marginal Value of Information
P.I. Frazier & W.B. Powell
Decision Analysis, 2010. [Slides]

Performance Measures for Ranking and Selection Procedures
R. Waeber, P.I. Frazier & S.G. Henderson
Winter Simulation Conference, 2010. [
Slides]

Distance Dependent Chinese Restaurant Processes
D. Blei & P.I. Frazier
International Conference on Machine Learning, 2010.

On the Robustness of a One-Period Look-Ahead Policy in Multi-Armed Bandit Problems
I.O. Ryzhov, P.I. Frazier & W.B. Powell
International Conference on Computational Stochastics, 2010. [Publisher]

Decision-Theoretic Foundations of Simulation Optimization
P.I. Frazier
Wiley Encyclopedia of Operations Research & Management Science, 2010.

Learning with Dynamic Programming
P.I. Frazier
Wiley Encyclopedia of Operations Research & Management Science, 2010.

2009

The Knowledge-Gradient Policy for Correlated Normal Beliefs
P.I. Frazier, W.B. Powell & S. Dayanik
INFORMS Journal on Computing, 2009. [Slides]

Simulation Model Calibration with Correlated Knowledge-Gradients
P.I. Frazier, W.B. Powell & H.P. Simao
Winter Simulation Conference, 2009. [Slides]

The Conjunction of the Knowledge Gradient and the Economic Approach to Simulation Selection
S. Chick & P.I. Frazier
Winter Simulation Conference, 2009. [Slides]

Approximate Dynamic Programming in Knowledge Discovery for Rapid Response
P.I. Frazier, W.B. Powell, S. Dayanik & P. Kantor
Hawaii International Conference on Systems Science, 2009.

Knowledge-Gradient Methods for Statistical Learning
P.I. Frazier
PhD Thesis, Princeton University, 2009. [Slides]

2008

A Knowledge-Gradient Policy for Sequential Information Collection
P.I. Frazier, W.B. Powell & S. Dayanik
SIAM Journal on Control and Optimization, 2008. [Publisher, Slides]

The Knowledge-Gradient Stopping Rule for Ranking and Selection
P.I. Frazier & W.B. Powell
Winter Simulation Conference, 2008. [Slides]

Optimal Learning
W.B.Powell & P.I. Frazier
TutORials in Operations Research, INFORMS, 2008. [Slides]

2007

Sequential Hypothesis Testing under Stochastic Deadlines
P.I. Frazier & A.J. Yu
Neural Information Processing Systems, 2007. [Slides]

The Knowledge Gradient Policy for Offline Learning with Independent Normal Rewards
P.I. Frazier & W.B. Powell
IEEE Symposium on Approximate Dynamic Programming and Reinforcement Learning, 2007. [Slides]

Technical Reports

Optimal Learning Policies for the Newsvendor Problem with Censored Demand and Unobservable Lost Sales
D. Negoescu, P.I. Frazier & W.B. Powell

Clustering via Content-Augmented Stochastic Blockmodels
J.M. Cashore, X. Zhao, A.A. Alemi, Y. Liu & P.I. Frazier

Working Papers

Multi-Step Bayesian Optimization for One-Dimensional Feasibility Determination
J.M. Cashore, L. Kumarga & P.I. Frazier

Parallel Bayesian Global Optimization of Expensive Functions
J. Wang, S.C. Clark, E. Liu & P.I. Frazier

Dueling Bandits with Dependent Arms
B. Chen & P.I. Frazier,

Exploration vs. Exploitation in the Information Filtering Problem
X. Zhao & P.I. Frazier