Bonferroni-Free and Indifference-Zone-Flexible Sequential Elimination Procedures for Ranking and Selection
References
- (2007) Selecting a selection procedure. Management Sci. 53(12):1916–1932.Link, Google Scholar
- (2000) Simulation budget allocation for further enhancing the efficiency of ordinal optimization. Discrete Event Dynamic Systems 10(3):251–270.Crossref, Google Scholar
- (2001) New two-stage and sequential procedures for selecting the best simulated system. Oper. Res. 49(5):732–743.Link, Google Scholar
- (2014) A fully sequential procedure for known and equal variances based on multivariate Brownian motion. Tolk A, Diallo SY, Ryzhov IO, Yilmaz L, Buckley S, Miller JA, eds. Proc. Winter Simulation Conf. (IEEE, Piscataway, NJ), 3749–3760.Google Scholar
- (2021) Efficient fully sequential indifference-zone procedures using properties of multidimensional Brownian motion exiting a sphere. Preprint, submitted April 18, https://arxiv.org/abs/2104.08784.Google Scholar
- (2014) A frequentist selection-of-the-best procedure without indifference zone. Tolk A, Diallo SY, Ryzhov IO, Yilmaz L, Buckley S, Miller JA, eds. Proc. Winter Simulation Conf. (IEEE, Piscataway, NJ), 3737–3748.Google Scholar
- (2016) Indifference-zone-free selection of the best. Oper. Res. 64(6):1499–1514.Link, Google Scholar
- (2014) A fully sequential elimination procedure for indifference-zone ranking and selection with tight bounds on probability of correct selection. Oper. Res. 62(4):926–942.Link, Google Scholar
- (1956) On a Decision Rule for a Problem in Ranking Means (University of North Carolina at Chapel Hill, Chapel Hill).Google Scholar
- (1965) On some multiple decision (selection and ranking) rules. Technometrics 7(2):225–245.Crossref, Google Scholar
- (2021) Review on ranking and selection: A new perspective. Frontiers Engrg. Management 8(3):321–343.Crossref, Google Scholar
- (2019) Always valid inference: Continuous monitoring of A/B tests. Oper. Res. 70(3):1806–1821.Link, Google Scholar
- (2001) A fully sequential procedure for indifference-zone selection in simulation. ACM Trans. Modeling Comput. Simulation 11(3):251–273.Crossref, Google Scholar
- (2006a) On the asymptotic validity of fully sequential selection procedures for steady-state simulation. Oper. Res. 54(3):475–488.Link, Google Scholar
- (2006b) Selecting the best system. Henderson SG, Nelson BL, eds. Handbooks in Operations Research and Management Science, vol. 13 of Simulation (Elsevier, New York), 501–534.Google Scholar
- (2007) Recent advances in ranking and selection. Henderson SG, Biller B, Hsieh MH, Shortle J, Tew JD, Barton RR, eds. Proc. Winter Simulation Conf. (IEEE, Piscataway, NJ), 162–172.Google Scholar
- (1977) Power-one tests based on sample sums. Ann. Statist. 5(5):866–880.Crossref, Google Scholar
- (1981) Asymptotic optimality of invariant sequential probability ratio tests. Ann. Statist. 9(2):318–333.Crossref, Google Scholar
- (2014) Generalized sequential probability ratio test for separate families of hypotheses. Sequential Anal. 33(4):539–563.Crossref, Google Scholar
- (1976) 2-SPRT’s and the modified Kiefer-Weiss problem of minimizing an expected sample size. Ann. Statist. 4(2):281–291.Crossref, Google Scholar
- (1988) A sequential procedure for testing many composite hypotheses. Theory Probability Appl. 32(1):138–142.Crossref, Google Scholar
- (1991) Sequential procedure of testing composite hypotheses with applications to the Kiefer-Weiss problem. Theory Probability Appl. 35(2):280–292.Crossref, Google Scholar
- (1999) Continuous Martingales and Brownian Motion (Springer-Verlag, Berlin).Crossref, Google Scholar
- (1974) The expected sample size of some tests of power one. Ann. Statist. 2(3):415–436.Crossref, Google Scholar
- (2011) Test martingales, Bayes factors and p-values. Statist. Sci. 26(1):84–101.Crossref, Google Scholar
- (1976) Importance sampling in the Monte Carlo study of sequential tests. Ann. Statist. 4(4):673–684.Crossref, Google Scholar
- (2014) Sequential Analysis: Hypothesis Testing and Changepoint Detection (CRC Press, Boca Raton, FL).Crossref, Google Scholar
- (1945) Sequential method of sampling for deciding between two courses of action. J. Amer. Statist. Assoc. 40(231):277–306.Crossref, Google Scholar
- (1948) Optimum character of the sequential probability ratio test. Ann. Math. Statist. 19(3):326–339.Crossref, Google Scholar
- (2013) Reducing the conservativeness of fully sequential indifference-zone procedures. IEEE Trans. Automated Control 58(6):1613–1619.Crossref, Google Scholar
- (2020) Universal inference. Proc. National Acad. Sci. USA 117(29):16880–16890.Crossref, Google Scholar

