Peter I Frazier
Peter I Frazier
Associate Professor of Operations Research and Information Engineering, Cornell University
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A knowledge-gradient policy for sequential information collection
PI Frazier, WB Powell, S Dayanik
SIAM Journal on Control and Optimization 47 (5), 2410-2439, 2008
Distance Dependent Chinese Restaurant Processes.
DM Blei, PI Frazier
Journal of Machine Learning Research 12 (8), 2011
The knowledge gradient policy for correlated normal beliefs
P Frazier, WB Powell, S Dayanik
INFORMS Journal on Computing 21 (4), 599-613, 2009
A tutorial on bayesian optimization
PI Frazier
arXiv preprint arXiv:1807.02811, 2018
The knowledge gradient algorithm for a general class of online learning problems
IO Ryzhov, WB Powell, PI Frazier
Operations Research 60 (1), 180-195, 2012
ALE: a generic assembly likelihood evaluation framework for assessing the accuracy of genome and metagenome assemblies
SC Clark, R Egan, PI Frazier, Z Wang
Bioinformatics 29 (4), 435-443, 2013
The Correlated Knowledge Gradient for Simulation Optimization of Continuous Parameters using Gaussian Process Regression
W Scott, P Frazier, W Powell
SIAM Journal on Optimization 21, 996, 2011
Sequential hypothesis testing under stochastic deadlines
P Frazier, AJ Yu
Advances in neural information processing systems 20, 465-472, 2008
The knowledge-gradient algorithm for sequencing experiments in drug discovery
DM Negoescu, PI Frazier, WB Powell
INFORMS J. on Computing (to appear), 2010
Multi-information source optimization
M Poloczek, J Wang, P Frazier
Advances in Neural Information Processing Systems, 4288-4298, 2017
Twenty questions with noise: Bayes optimal policies for entropy loss
B Jedynak, PI Frazier, R Sznitman
Journal of Applied Probability, 2012
The parallel knowledge gradient method for batch bayesian optimization
J Wu, P Frazier
Advances in Neural Information Processing Systems, 3126-3134, 2016
Bayesian optimization with gradients
J Wu, M Poloczek, AG Wilson, P Frazier
Advances in Neural Information Processing Systems, 5267-5278, 2017
Sequential sampling with economics of selection procedures
SE Chick, P Frazier
Management Science 58 (3), 550-569, 2012
Parallel bayesian global optimization of expensive functions
J Wang, SC Clark, E Liu, PI Frazier
Operations Research, 2020
Predicting bike usage for new york city’s bike sharing system
D Singhvi, S Singhvi, PI Frazier, SG Henderson, E O'Mahony, DB Shmoys, ...
Workshops at the twenty-ninth AAAI conference on artificial intelligence, 2015
Bisection search with noisy responses
R Waeber, PI Frazier, SG Henderson
SIAM Journal on Control and Optimization 51 (3), 2261-2279, 2013
Paradoxes in learning and the marginal value of information
PI Frazier, WB Powell
Decision Analysis 7 (4), 378-403, 2010
Incentivizing exploration
P Frazier, D Kempe, J Kleinberg, R Kleinberg
Proceedings of the fifteenth ACM conference on Economics and computation, 5-22, 2014
Bayesian optimization for materials design
PI Frazier, J Wang
Information Science for Materials Discovery and Design, 45-75, 2016
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