Related papers: Bayesian Best-Arm Identification for Selecting Inf…
Research in reinforcement learning has produced algorithms for optimal decision making under uncertainty that fall within two main types. The first employs a Bayesian framework, where optimality improves with increased computational time.…
We consider the problem of deciding on sampling strategy, in particular sampling design. We propose a risk measure, whose minimizing value guides the choice. The method makes use of a superpopulation model and takes into account uncertainty…
Testing is a crucial control mechanism in the beginning phase of an epidemic when the vaccines are not yet available. It enables the public health authority to detect and isolate the infected cases from the population, thereby limiting the…
We consider a model of Bayesian observational learning in which a sequence of agents receives a private signal about an underlying binary state of the world. Each agent makes a decision based on its own signal and its observations of…
Finding optimal policies to reduce the morbidity and mortality of the ongoing pandemic is a top public health priority. Using a compartmental model with age structure and vaccination status, we examined the effect of age specific scheduling…
The Bayesian analysis of infectious disease surveillance data from multiple locations typically involves building and fitting a spatio-temporal model of how the disease spreads in the structured population. Here we present new generally…
We consider the problem of identifying the best arm in a multi-armed bandit model. Despite a wealth of literature in the traditional fixed budget and fixed confidence regimes of the best arm identification problem, it still remains a…
In bandit best-arm identification, an algorithm is tasked with finding the arm with highest mean reward with a specified accuracy as fast as possible. We study multi-fidelity best-arm identification, in which the algorithm can choose to…
When effective medical treatment and vaccination are not available, non-pharmaceutical interventions such as social distancing, home quarantine and far-reaching shutdown of public life are the only available strategies to prevent the spread…
We consider the best-k-arm identification problem for multi-armed bandits, where the objective is to select the exact set of k arms with the highest mean rewards by sequentially allocating measurement effort. We characterize the necessary…
We present a study of the worldwide spread of a pandemic influenza and its possible containment at a global level taking into account all available information on air travel. We studied a metapopulation stochastic epidemic model on a global…
Epidemic control is of great importance for human society. Adjusting interacting partners is an effective individualized control strategy. Intuitively, it is done either by shortening the interaction time between susceptible and infected…
The note studies the problem of selecting a good enough subset out of a finite number of alternatives under a fixed simulation budget. Our work aims to maximize the posterior probability of correctly selecting a good subset. We formulate…
Epidemics occur in all shapes and forms: infections propagating in our sparse sexual networks, rumours and diseases spreading through our much denser social interactions, or viruses circulating on the Internet. With the advent of large…
The problem of identifying the best arm among a collection of items having Gaussian rewards distribution is well understood when the variances are known. Despite its practical relevance for many applications, few works studied it for…
This paper considers the use of a simple posterior sampling algorithm to balance between exploration and exploitation when learning to optimize actions such as in multi-armed bandit problems. The algorithm, also known as Thompson Sampling,…
The question of selecting the "best" amongst different choices is a common problem in statistics. In drug development, our motivating setting, the question becomes, for example: what is the dose that gives me a pre-specified risk of…
This paper investigates a hitherto unaddressed aspect of best arm identification (BAI) in stochastic multi-armed bandits in the fixed-confidence setting. Two key metrics for assessing bandit algorithms are computational efficiency and…
Health-policy planning requires evidence on the burden that epidemics place on healthcare systems. Multiple, often dependent, datasets provide a noisy and fragmented signal from the unobserved epidemic process including transmission and…
Clinical trials of a vaccine during an epidemic face particular challenges, such as the pressure to identify an effective vaccine quickly to control the epidemic, and the effect that time-space-varying infection incidence has on the power…