Publications


(for working papers, see the bottom of the page)

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.

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

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

Probabilistic Bisection Converges Almost As Quickly As Stochastic Approximation
P.I. Frazier, S.G. Henderson, R. Waeber,

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,

Multi-Information Source Optimization with General Model Discrepancies
M. Poloczek, J. Wang & P.I. Frazier

Stratified Bayesian Optimization
S. Toscano-Palmerin & P.I. Frazier

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