Reference : Optimal discovery with probabilistic expert advice
Scientific congresses and symposiums : Paper published in a book
Engineering, computing & technology : Computer science
http://hdl.handle.net/2268/137001
Optimal discovery with probabilistic expert advice
English
Bubeck, Sébastien []
Ernst, Damien mailto [Université de Liège - ULiège > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Smart grids >]
Garivier, Aurélien []
Dec-2012
Proceedings of the 51st IEEE Conference on Decision and Control (CDC 2012)
Yes
No
International
51st IEEE Conference on Decision and Control (CDC 2012)
December 10-13, 2012
Maui, Hawaii
USA
[en] Optimal discovery ; Probabilistic expert advice
[en] Motivated by issues of security analysis for power systems, we analyze a new problem, called optimal discovery with probabilistic expert advice. We address it with an algorithm based on the optimistic paradigm and the Good-Turingmissing mass estimator. We show that this strategy attains the optimal discovery rate in a macroscopic limit sense, under some assumptions on the probabilistic experts. We also provide numerical experiments suggesting that this optimal behavior may still hold under weaker assumptions.
Researchers ; Professionals ; Students
http://hdl.handle.net/2268/137001

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