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We consider a Bayesian ranking and selection problem with independent normal rewards and a correlated multivariate normal belief on the mean values of these rewards. Because this formulation of the ranking and selection problem models dependence between alternatives' mean values, algorithms may utilize this dependence to perform efficiently even when the(More)
In a sequential Bayesian ranking and selection problem with independent normal populations and common known variance, we study a previously introduced measurement policy which we refer to as the knowledge-gradient policy. This policy myopically maximizes the expected increment in the value of information in each time period, where the value is measured(More)
We consider the problem of 20 questions with noisy answers, in which we seek to find a target by repeatedly choosing a set, asking an oracle whether the target lies in this set, and obtaining an answer corrupted by noise. Starting with a prior distribution on the target's location, we seek to minimize the expected entropy of the posterior distribution. We(More)
We present a new technique for adaptively choosing the sequence of molecular compounds to test in drug discovery. Beginning with a base compound, we consider the problem of searching for a chemical derivative of this molecule that best treats a given disease. The problem of choosing the molecules to test to maximize the expected quality of the best compound(More)
We extend the concept of the correlated knowledge-gradient policy for ranking and selection of a finite set of alternatives to the case of continuous decision variables. We propose an approximate knowledge gradient for problems with continuous decision variables in the context of a Gaussian process regression model in a Bayesian setting, along with an(More)
Bisection search is the most efficient algorithm for locating a unique point X * ∈ [0, 1] when we are able to query an oracle only about whether X * lies to the left or right of a point x of our choosing. We study a noisy version of this classic problem, where the oracle's response is correct only with probability p. The probabilistic bisection algorithm(More)
Latent feature models are widely used to decompose data into a small number of components. Bayesian nonparametric variants of these models, which use the Indian buffet process (IBP) as a prior over latent features, allow the number of features to be determined from the data. We present a generalization of the IBP, the distance dependent Indian buffet(More)
A longitudinal study was conducted to investigate (a) the timing and course of posttraumatic growth and (b) the relations between positive and negative life changes and posttraumatic distress among recent female sexual assault survivors (N = 171). Most survivors reported positive change even at 2 weeks postassault. Positive changes generally increased over(More)