Peter I. Frazier

128 papers A* 18A 5B 1Misc 21Journal 73Unranked 10
YearRankTypeTitle / Venue / Authors
2025 J jnl
Cost-aware Stopping for Bayesian Optimization.
CoRR
Qian Xie, Linda Cai, Alexander Terenin, Peter I. Frazier, Ziv Scully
2025 — conf
Fast Bayesian Optimization of Function Networks with Partial Evaluations.
AutoML
Poompol Buathong, Peter I. Frazier
2025 J jnl
Fast Bayesian Optimization of Function Networks with Partial Evaluations.
CoRR
Poompol Buathong, Peter I. Frazier
2025 J jnl
LISTEN to Your Preferences: An LLM Framework for Multi-Objective Selection.
CoRR
Adam S. Jovine, Tinghan Ye, Francis Bahk, Jingjing Wang, David B. Shmoys, Peter I. Frazier
2025 A* conf
Multi-Armed Bandits with Interference: Bridging Causal Inference and Adversarial Bandits.
ICML
Su Jia, Peter I. Frazier, Nathan Kallus
2024 J jnl
Asymptotically Optimal Regret for Black-Box Predict-then-Optimize.
CoRR
Samuel Tan, Peter I. Frazier
2024 A* conf
Bayesian Optimization of Function Networks with Partial Evaluations.
ICML
Poompol Buathong, Jiayue Wan, Raul Astudillo, Samuel Daulton, Maximilian Balandat, Peter I. Frazier
2024 J jnl
Context, Composition, Automation, and Communication: The C
ACM Trans. Model. Comput. Simul.
Adelinde M. Uhrmacher, Peter I. Frazier, Reiner Hähnle, Franziska Klügl, Fabian Lorig, Bertram Ludäscher, Laura Nenzi, Cristina Ruiz Martin, Bernhard Rumpe, Claudia Szabo, Gabriel A. Wainer, Pia Wilsdorf
2024 A* conf
Cost-aware Bayesian Optimization via the Pandora's Box Gittins Index.
NeurIPS
Qian Xie, Raul Astudillo, Peter I. Frazier, Ziv Scully, Alexander Terenin
2024 J jnl
Cost-aware Bayesian optimization via the Pandora's Box Gittins index.
CoRR
Qian Xie, Raul Astudillo, Peter I. Frazier, Ziv Scully, Alexander Terenin
2024 J jnl
Dynamic Pricing Provides Robust Equilibria in Stochastic Ridesharing Networks.
Math. Oper. Res.
J. Massey Cashore, Peter I. Frazier, Éva Tardos
2024 J jnl
Modeling the Risk of In-Person Instruction During the COVID-19 Pandemic.
INFORMS J. Appl. Anal.
Brian Liu, Yujia Zhang, Shane G. Henderson, David B. Shmoys, Peter I. Frazier
2024 J jnl
Multi-Armed Bandits with Interference.
CoRR
Su Jia, Peter I. Frazier, Nathan Kallus
2024 Misc conf
Multi-Attribute Optimization Under Preference Uncertainty.
WSC
Bhavik A. Shah, Raul Astudillo, Peter I. Frazier
2023 J jnl
Bayesian Optimization of Function Networks with Partial Evaluations.
CoRR
Poompol Buathong, Jiayue Wan, Samuel Daulton, Raul Astudillo, Maximilian Balandat, Peter I. Frazier
2023 J jnl
Context, Composition, Automation, and Communication - The C2AC Roadmap for Modeling and Simulation.
CoRR
Adelinde M. Uhrmacher, Peter I. Frazier, Reiner Hähnle, Franziska Klügl, Fabian Lorig, Bertram Ludäscher, Laura Nenzi, Cristina Ruiz Martin, Bernhard Rumpe, Claudia Szabo, Gabriel A. Wainer, Pia Wilsdorf
2023 J jnl
Smooth Non-Stationary Bandits.
CoRR
Su Jia, Qian Xie, Nathan Kallus, Peter I. Frazier
2023 A* conf
Smooth Non-stationary Bandits.
ICML
Su Jia, Qian Xie, Nathan Kallus, Peter I. Frazier
2023 A conf
qEUBO: A Decision-Theoretic Acquisition Function for Preferential Bayesian Optimization.
AISTATS
Raul Astudillo, Zhiyuan (Jerry) Lin, Eytan Bakshy, Peter I. Frazier
2023 J jnl
qEUBO: A Decision-Theoretic Acquisition Function for Preferential Bayesian Optimization.
CoRR
Raul Astudillo, Zhiyuan (Jerry) Lin, Eytan Bakshy, Peter I. Frazier
2022 J jnl
Bayesian Optimization with Expensive Integrands.
SIAM J. Optim.
Saul Toscano-Palmerin, Peter I. Frazier
2022 A* conf
Dynamic Pricing Provides Robust Equilibria in Stochastic Ride-Sharing Networks.
EC
J. Massey Cashore, Peter I. Frazier, Éva Tardos
2022 J jnl
Dynamic Pricing Provides Robust Equilibria in Stochastic Ridesharing Networks.
CoRR
J. Massey Cashore, Peter I. Frazier, Éva Tardos
2022 J jnl
Near-optimality for infinite-horizon restless bandits with many arms.
CoRR
Xiangyu Zhang, Peter I. Frazier
2022 A conf
Preference Exploration for Efficient Bayesian Optimization with Multiple Outcomes.
AISTATS
Zhiyuan (Jerry) Lin, Raul Astudillo, Peter I. Frazier, Eytan Bakshy
2022 J jnl
Preference Exploration for Efficient Bayesian Optimization with Multiple Outcomes.
CoRR
Zhiyuan (Jerry) Lin, Raul Astudillo, Peter I. Frazier, Eytan Bakshy
2022 J jnl
Thinking inside the box: A tutorial on grey-box Bayesian optimization.
CoRR
Raul Astudillo, Peter I. Frazier
2021 A* conf
Bayesian Optimization of Function Networks.
NeurIPS
Raul Astudillo, Peter I. Frazier
2021 J jnl
Bayesian Optimization of Function Networks.
CoRR
Raul Astudillo, Peter I. Frazier
2021 A* conf
Multi-Step Budgeted Bayesian Optimization with Unknown Evaluation Costs.
NeurIPS
Raul Astudillo, Daniel R. Jiang, Maximilian Balandat, Eytan Bakshy, Peter I. Frazier
2021 J jnl
Multi-Step Budgeted Bayesian Optimization with Unknown Evaluation Costs.
CoRR
Raul Astudillo, Daniel R. Jiang, Maximilian Balandat, Eytan Bakshy, Peter I. Frazier
2021 J jnl
Restless Bandits with Many Arms: Beating the Central Limit Theorem.
CoRR
Xiangyu Zhang, Peter I. Frazier
2021 Misc conf
Thinking Inside the Box: A Tutorial on Grey-Box Bayesian Optimization.
WSC
Raul Astudillo, Peter I. Frazier
2021 J jnl
Two-step Lookahead Bayesian Optimization with Inequality Constraints.
CoRR
Yunxiang Zhang, Xiangyu Zhang, Peter I. Frazier
2021 A* conf
Two-step lookahead Bayesian optimization with inequality constraints.
NeurIPS
Yunxiang Zhang, Xiangyu Zhang, Peter I. Frazier
2020 A* conf
Bayesian Optimization of Risk Measures.
NeurIPS
Sait Cakmak, Raul Astudillo, Peter I. Frazier, Enlu Zhou
2020 J jnl
Bayesian Optimization of Risk Measures.
CoRR
Sait Cakmak, Raul Astudillo, Peter I. Frazier, Enlu Zhou
2020 J jnl
Matching Queues, Flexibility and Incentives.
CoRR
Francisco Castro, Peter I. Frazier, Hongyao Ma, Hamid Nazerzadeh, Chiwei Yan
2020 A conf
Multi-attribute Bayesian optimization with interactive preference learning.
AISTATS
Raul Astudillo, Peter I. Frazier
2020 J jnl
Parallel Bayesian Global Optimization of Expensive Functions.
Oper. Res.
Jialei Wang, Scott C. Clark, Eric Liu, Peter I. Frazier
2019 A* conf
Bayesian Optimization of Composite Functions.
ICML
Raul Astudillo, Peter I. Frazier
2019 J jnl
Bayesian Optimization of Composite Functions.
CoRR
Raul Astudillo, Peter I. Frazier
2019 J jnl
Bayesian Optimization with Uncertain Preferences over Attributes.
CoRR
Raul Astudillo, Peter I. Frazier
2019 — conf
Information Design in Spatial Resource Competition.
WINE
Pu Yang, Krishnamurthy Iyer, Peter I. Frazier
2019 J jnl
Information Design in Spatial Resource Competition.
CoRR
Pu Yang, Krishnamurthy Iyer, Peter I. Frazier
2019 A conf
Practical Multi-fidelity Bayesian Optimization for Hyperparameter Tuning.
UAI
Jian Wu, Saul Toscano-Palmerin, Peter I. Frazier, Andrew Gordon Wilson
2019 J jnl
Practical Multi-fidelity Bayesian Optimization for Hyperparameter Tuning.
CoRR
Jian Wu, Saul Toscano-Palmerin, Peter I. Frazier, Andrew Gordon Wilson
2019 A* conf
Practical Two-Step Lookahead Bayesian Optimization.
NeurIPS
Jian Wu, Peter I. Frazier
2019 J jnl
Probabilistic Bisection Converges Almost as Quickly as Stochastic Approximation.
Math. Oper. Res.
Peter I. Frazier, Shane G. Henderson, Rolf Waeber
2018 J jnl
A Tutorial on Bayesian Optimization.
CoRR
Peter I. Frazier
2018 J jnl
Bayesian Optimization with Expensive Integrands.
CoRR
Saul Toscano-Palmerin, Peter I. Frazier
2018 Misc conf
Bridging the Gap from Academic Research to Industry Impact.
WSC
Peter I. Frazier
2018 Misc conf
Effort Allocation and Statistical Inference for 1-dimensional Multistart stochastic Gradient Descent.
WSC
Saul Toscano-Palmerin, Peter I. Frazier
2018 A* conf
Incentivizing Exploration by Heterogeneous Users.
COLT
Bangrui Chen, Peter I. Frazier, David Kempe
2018 A* conf
Surge Pricing Moves Uber's Driver-Partners.
EC
Alice Lu, Peter I. Frazier, Oren Kislev
2017 J jnl
Bayes-Optimal Entropy Pursuit for Active Choice-Based Preference Learning.
CoRR
Stephen N. Pallone, Peter I. Frazier, Shane G. Henderson
2017 J jnl
Bayesian Group Testing Under Sum Observations: A Parallelizable Two-Approximation for Entropy Loss.
IEEE Trans. Inf. Theory
Weidong Han, Purnima Rajan, Peter I. Frazier, Bruno M. Jedynak
2017 — conf
Bayesian Optimization with Gradients.
NIPS
Jian Wu, Matthias Poloczek, Andrew Gordon Wilson, Peter I. Frazier
2017 J jnl
Bayesian Optimization with Gradients.
CoRR
Jian Wu, Matthias Poloczek, Andrew Gordon Wilson, Peter I. Frazier
2017 J jnl
Dueling Bandits With Weak Regret.
CoRR
Bangrui Chen, Peter I. Frazier
2017 A* conf
Dueling Bandits with Weak Regret.
ICML
Bangrui Chen, Peter I. Frazier
2017 J jnl
Mean Field Equilibria for Resource Competition in Spatial Settings.
CoRR
Pu Yang, Krishnamurthy Iyer, Peter I. Frazier
2017 — conf
Multi-Information Source Optimization.
NIPS
Matthias Poloczek, Jialei Wang, Peter I. Frazier
2016 A conf
Bayes-Optimal Effort Allocation in Crowdsourcing: Bounds and Index Policies.
AISTATS
Weici Hu, Peter I. Frazier
2016 J jnl
Bayesian Optimization via Simulation with Pairwise Sampling and Correlated Prior Beliefs.
Oper. Res.
Jing Xie, Peter I. Frazier, Stephen E. Chick
2016 J jnl
Coupled bisection for root ordering.
Oper. Res. Lett.
Stephen Pallone, Peter I. Frazier, Shane G. Henderson
2016 J jnl
Dueling Bandits with Dependent Arms.
CoRR
Bangrui Chen, Peter I. Frazier
2016 A* conf
Mean Field Equilibria for Competitive Exploration in Resource Sharing Settings.
WWW
Pu Yang, Krishnamurthy Iyer, Peter I. Frazier
2016 J jnl
Mean Field Equilibria for Competitive Exploration in Resource Sharing Settings.
CoRR
Pu Yang, Krishnamurthy Iyer, Peter I. Frazier
2016 J jnl
Multi-Step Bayesian Optimization for One-Dimensional Feasibility Determination.
CoRR
J. Massey Cashore, Lemuel Kumarga, Peter I. Frazier
2016 Misc conf
Preface.
WSC
Theresa Roeder, Peter I. Frazier, Roberto Szechtman, Enlu Zhou
2016 J jnl
Stratified Bayesian Optimization.
CoRR
Saul Toscano-Palmerin, Peter I. Frazier
2016 B conf
The Bayesian Linear Information Filtering Problem.
ICTAI
Bangrui Chen, Peter I. Frazier
2016 J jnl
The Bayesian Linear Information Filtering Problem.
CoRR
Bangrui Chen, Peter I. Frazier
2016 — conf
The Parallel Knowledge Gradient Method for Batch Bayesian Optimization.
NIPS
Jian Wu, Peter I. Frazier
2016 J jnl
The Parallel Knowledge Gradient Method for Batch Bayesian Optimization.
CoRR
Jian Wu, Peter I. Frazier
2016 Misc conf
Unbiased Comparative Evaluation of Ranking Functions.
ICTIR
Tobias Schnabel, Adith Swaminathan, Peter I. Frazier, Thorsten Joachims
2016 J jnl
Unbiased Comparative Evaluation of Ranking Functions.
CoRR
Tobias Schnabel, Adith Swaminathan, Peter I. Frazier, Thorsten Joachims
2016 J jnl
Warm Starting Bayesian Optimization.
CoRR
Matthias Poloczek, Jialei Wang, Peter I. Frazier
2016 Misc conf
Warm starting Bayesian optimization.
WSC
Matthias Poloczek, Jialei Wang, Peter I. Frazier
2015 J jnl
A Hierarchical Distance-dependent Bayesian Model for Event Coreference Resolution.
CoRR
Bishan Yang, Claire Cardie, Peter I. Frazier
2015 J jnl
A Hierarchical Distance-dependent Bayesian Model for Event Coreference Resolution.
Trans. Assoc. Comput. Linguistics
Bishan Yang, Claire Cardie, Peter I. Frazier
2015 J jnl
A New Optimal Stepsize for Approximate Dynamic Programming.
IEEE Trans. Autom. Control.
Ilya O. Ryzhov, Peter I. Frazier, Warren B. Powell
2015 Misc conf
Asymptotic validity of the bayes-inspired indifference zone procedure: the non-normal known variance case.
WSC
Saul Toscano-Palmerin, Peter I. Frazier
2015 J jnl
Bayes-Optimal Effort Allocation in Crowdsourcing: Bounds and Index Policies.
CoRR
Weici Hu, Peter I. Frazier
2015 A* conf
Bayesian Multiple Target Localization.
ICML
Purnima Rajan, Weidong Han, Raphael Sznitman, Peter I. Frazier, Bruno Jedynak
2015 J jnl
Clustering via Content-Augmented Stochastic Blockmodels.
CoRR
J. Massey Cashore, Xiaoting Zhao, Alexander A. Alemi, Yujia Liu, Peter I. Frazier
2015 J jnl
Distance Dependent Infinite Latent Feature Models.
IEEE Trans. Pattern Anal. Mach. Intell.
Samuel Gershman, Peter I. Frazier, David M. Blei
2015 — conf
Predicting Bike Usage for New York City's Bike Sharing System.
AAAI Workshop: Computational Sustainability
Divya Singhvi, Somya Singhvi, Peter I. Frazier, Shane G. Henderson, Eoin O'Mahony, David B. Shmoys, Dawn B. Woodard
2014 J jnl
A Fully Sequential Elimination Procedure for Indifference-Zone Ranking and Selection with Tight Bounds on Probability of Correct Selection.
Oper. Res.
Peter I. Frazier
2014 J jnl
A Markov Decision Process Analysis of the Cold Start Problem in Bayesian Information Filtering.
CoRR
Xiaoting Zhao, Peter I. Frazier
2014 J jnl
A New Optimal Stepsize For Approximate Dynamic Programming.
CoRR
Ilya O. Ryzhov, Peter I. Frazier, Warren B. Powell
2014 J jnl
Exploration vs. Exploitation in the Information Filtering Problem.
CoRR
Xiaoting Zhao, Peter I. Frazier
2014 A* conf
Incentivizing exploration.
EC
Peter I. Frazier, David Kempe, Jon M. Kleinberg, Robert Kleinberg
2014 Misc conf
Multisection: parallelized bisection.
WSC
Stephen Pallone, Peter I. Frazier, Shane G. Henderson
2014 Misc conf
Parallel bayesian policies for finite-horizon multiple comparisons with a known standard.
WSC
Weici Hu, Peter I. Frazier, Jing Xie
2014 J jnl
Twenty Questions for Localizing Multiple Objects by Counting: Bayes Optimal Policies for Entropy Loss.
CoRR
Weidong Han, Peter I. Frazier, Bruno M. Jedynak
2013 J jnl
ALE: a generic assembly likelihood evaluation framework for assessing the accuracy of genome and metagenome assemblies.
Bioinform.
Scott C. Clark, Rob Egan, Peter I. Frazier, Zhong Wang
2013 — conf
An Optimal Policy for Target Localization with Application to Electron Microscopy.
ICML (1)
Raphael Sznitman, Aurélien Lucchi, Peter I. Frazier, Bruno Jedynak, Pascal Fua
2013 J jnl
Bisection Search with Noisy Responses.
SIAM J. Control. Optim.
Rolf Waeber, Peter I. Frazier, Shane G. Henderson
2013 J jnl
Sequential Bayes-Optimal Policies for Multiple Comparisons with a Known Standard.
Oper. Res.
Jing Xie, Peter I. Frazier
2013 Misc conf
Upper bounds on the Bayes-optimal procedure for ranking & selection with independent normal priors.
WSC
Jing Xie, Peter I. Frazier
2012 J jnl
A Framework for Selecting a Selection Procedure.
ACM Trans. Model. Comput. Simul.
Rolf Waeber, Peter I. Frazier, Shane G. Henderson
2012 — conf
Optimization of computationally expensive simulations with Gaussian processes and parameter uncertainty: Application to cardiovascular surgery.
Allerton Conference
Jing Xie, Peter I. Frazier, Sethuraman Sankaran, Alison L. Marsden, Saleh Elmohamed
2012 Misc conf
Optimization via simulation with Bayesian statistics and dynamic programming.
WSC
Peter I. Frazier
2012 J jnl
Sequential Sampling with Economics of Selection Procedures.
Manag. Sci.
Stephen E. Chick, Peter I. Frazier
2012 Misc conf
Sequential screening: a Bayesian dynamic programming analysis of optimal group-splitting.
WSC
Peter I. Frazier, Bruno Jedynak, Li Chen
2012 J jnl
The Knowledge Gradient Algorithm for a General Class of Online Learning Problems.
Oper. Res.
Ilya O. Ryzhov, Warren B. Powell, Peter I. Frazier
2012 J jnl
Twenty Questions with Noise: Bayes Optimal Policies for Entropy Loss.
J. Appl. Probab.
Bruno Jedynak, Peter I. Frazier, Raphael Sznitman
2011 Misc conf
A Bayesian approach to stochastic root finding.
WSC
Rolf Waeber, Peter I. Frazier, Shane G. Henderson
2011 J jnl
Consistency of Sequential Bayesian Sampling Policies.
SIAM J. Control. Optim.
Peter I. Frazier, Warren B. Powell
2011 J jnl
Distance Dependent Chinese Restaurant Processes.
J. Mach. Learn. Res.
David M. Blei, Peter I. Frazier
2011 Misc conf
Guessing preferences: a new approach to multi-attribute ranking and selection.
WSC
Peter I. Frazier, Aleksandr M. Kazachkov
2011 J jnl
Hierarchical Knowledge Gradient for Sequential Sampling.
J. Mach. Learn. Res.
Martijn R. K. Mes, Warren B. Powell, Peter I. Frazier
2011 J jnl
The Correlated Knowledge Gradient for Simulation Optimization of Continuous Parameters using Gaussian Process Regression.
SIAM J. Optim.
Warren R. Scott, Peter I. Frazier, Warren B. Powell
2011 J jnl
The Knowledge-Gradient Algorithm for Sequencing Experiments in Drug Discovery.
INFORMS J. Comput.
Diana M. Negoescu, Peter I. Frazier, Warren B. Powell
2011 Misc conf
Value of information methods for pairwise sampling with correlations.
WSC
Peter I. Frazier, Jing Xie, Stephen E. Chick
2010 A* conf
Distance dependent Chinese restaurant processes.
ICML
David M. Blei, Peter I. Frazier
2010 Misc conf
On the robustness of a one-period look-ahead policy in multi-armed bandit problems.
ICCS
Ilya O. Ryzhov, Peter I. Frazier, Warren B. Powell
2010 J jnl
Paradoxes in Learning and the Marginal Value of Information.
Decis. Anal.
Peter I. Frazier, Warren B. Powell
2010 Misc conf
Performance measures for Ranking and Selection procedures.
WSC
Rolf Waeber, Peter I. Frazier, Shane G. Henderson
2009 — conf
Approximate Dynamic Programming in Knowledge Discovery for Rapid Response.
HICSS
Peter I. Frazier, Warren B. Powell, Savas Dayanik, Paul B. Kantor
2009 Misc conf
Simulation Model Calibration with Correlated Knowledge-gradients.
WSC
Peter I. Frazier, Warren B. Powell, Hugo P. Simão
2009 Misc conf
The Conjunction of the Knowledge Gradient and the Economic Approach to Simulation Selection.
WSC
Stephen E. Chick, Peter I. Frazier
2009 J jnl
The Knowledge-Gradient Policy for Correlated Normal Beliefs.
INFORMS J. Comput.
Peter I. Frazier, Warren B. Powell, Savas Dayanik
2008 J jnl
A Knowledge-Gradient Policy for Sequential Information Collection.
SIAM J. Control. Optim.
Peter I. Frazier, Warren B. Powell, Savas Dayanik
2008 Misc conf
The knowledge-gradient stopping rule for ranking and selection.
WSC
Peter I. Frazier, Warren B. Powell
2007 — conf
Sequential Hypothesis Testing under Stochastic Deadlines.
NIPS
Peter I. Frazier, Angela J. Yu