1 code implementation • 31 Oct 2022 • Thomas Cook, Harsh Vardhan Dubey, Ji Ah Lee, Guangyu Zhu, Tingting Zhao, Patrick Flaherty
We extend cost-aware ERO investing to finite-horizon testing which enables the decision rule to allocate samples in a non-myopic manner.
no code implementations • 8 Nov 2019 • Patrick Flaherty, Pitchaya Wiratchotisatian, Ji Ah Lee, Zhou Tang, Andrew C. Trapp
We present a global optimization approach for solving the maximum a-posteriori (MAP) clustering problem under the Gaussian mixture model. Our approach can accommodate side constraints and it preserves the combinatorial structure of the MAP clustering problem by formulating it asa mixed-integer nonlinear optimization problem (MINLP).