相关论文: Optimal Sequential Selection of a Unimodal Subsequ…

We consider sequential selection of an alternating subsequence from a sequence of independent, identically distributed, continuous random variables, and we determine the exact asymptotic behavior of an optimal sequentially selected…

We find a two term asymptotic expansion for the optimal expected value of a sequentially selected monotone subsequence from a random permutation of length n. A striking feature of this expansion is that tells us that the expected value of…

In this paper we develop a unified approach for solving a wide class of sequential selection problems. This class includes, but is not limited to, selection problems with no-information, rank-dependent rewards, and considers both fixed as…

In our problem, we are given access to a number of sequences of nonnegative i.i.d. random variables, whose realizations are observed sequentially. All sequences are of the same finite length. The goal is to pick one element from each…

We analyze the optimal policy for the sequential selection of an alternating subsequence from a sequence of $n$ independent observations from a continuous distribution $F$, and we prove a central limit theorem for the number of selections…

This paper addresses the problem of sequential submodular maximization: selecting and ranking items in a sequence to optimize some composite submodular function. In contrast to most of the previous works, which assume access to the utility…

In a prophet inequality problem, $n$ independent random variables are presented to a gambler one by one. The gambler decides when to stop the sequence and obtains the most recent value as reward. We evaluate a stopping rule by the…

We consider the problem of sequencing a set of positive numbers. We try to find the optimal sequence to maximize the variance of its partial sums. The optimal sequence is shown to have a beautiful structure. It is interesting to note that…

We model the joint distribution of choice probabilities and decision times in binary choice tasks as the solution to a problem of optimal sequential sampling, where the agent is uncertain of the utility of each action and pays a constant…

The problem of sequential anomaly detection is considered, where multiple data sources are monitored in real time and the goal is to identify the "anomalous" ones among them, when it is not possible to sample all sources at all times. A…

We take a unifying approach to single selection optimal stopping problems with random arrival order and independent sampling of items. In the problem we consider, a decision maker (DM) initially gets to sample each of $N$ items…

Consider a sequence of $n$ independent random variables with a common continuous distribution $F$, and consider the task of choosing an increasing subsequence where the observations are revealed sequentially and where an observation must be…

Sequential sampling occurs when the entire population is not known in advance and data are obtained one at a time or in groups of units. This manuscript proposes a new algorithm to sequentially select a balanced sample. The algorithm…

The decision-maker (DM) sequentially evaluates up to N of different, rankable options. DM must select exactly the best one at the moment of its appearance. In the process of searching, DM finds out with each applicant whether she is the…

Finding the underlying probability distributions of a set of observed sequences under the constraint that each sequence is generated i.i.d by a distinct distribution is considered. The number of distributions, and hence the number of…

We consider the problem of simultaneous detection and estimation under a sequential framework. In particular we are interested in sequential tests that distinguish between the null and the alternative hypothesis and every time the decision…

We study the problem of optimal subset selection from a set of correlated random variables. In particular, we consider the associated combinatorial optimization problem of maximizing the determinant of a symmetric positive definite matrix…

The problem of simultaneously testing the marginal distributions of sequentially monitored, independent data streams is considered. The decisions for the various testing problems can be made at different times, using data from all streams,…

In this paper, we study a fundamental problem in submodular optimization, which is called sequential submodular maximization. Specifically, we aim to select and rank a group of $k$ items from a ground set $V$ such that the weighted…

We study the problem of selecting most informative subset of a large observation set to enable accurate estimation of unknown parameters. This problem arises in a variety of settings in machine learning and signal processing including…