Note: When clicking on a Digital Object Identifier (DOI) number, you will be taken to an external site maintained by the publisher.
Some full text articles may not yet be available without a charge during the embargo (administrative interval).
What is a DOI Number?
Some links on this page may take you to non-federal websites. Their policies may differ from this site.
-
We study the problem of selecting the largest among n unknown values x1,…,xn given only a single unbiased estimate yi for each xi. We design strategies that are simultaneously admissible (not uniformly dominated by any other strategy) and also never worse than a given baseline such as uniform random selection. We provide an application to stochastic optimization, specifically to the ubiquitous "iterate averaging" procedure in machine learning.more » « lessFree, publicly-accessible full text available July 15, 2027
An official website of the United States government

Full Text Available