Title: Power of Monte Carlo
Methods: Tree-Search, Convergence and Stability
Abstract:
Monte Carlo methods, aka simulation-based methods, is a powerful
paradigm for online…

“Diffusion Asymptotics for
Sequential Experiment”
We propose a new
diffusion-asymptotic analysis for sequentially randomized experiments. Rather
than taking sample size n to…

The Third Biennial Urie Bronfenbrenner Conference
The Neuroscience of Risky Decision Making
September 22-23, 2011
102 Mann Library (off the lobby)
Cornell University

The information revolution is spawning systems that require very frequent decisions and provide high volumes of data concerning past outcomes. Fueling the design of algorithms used in such systems is…