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020 ▼a 9780438417274
035 ▼a (MiAaPQ)AAI10830096
035 ▼a (MiAaPQ)ucsb:13958
040 ▼a MiAaPQ ▼c MiAaPQ ▼d 248032
0820 ▼a 310
1001 ▼a Rodriguez Hernandez, Sergio.
24510 ▼a Generalized Probabilistic Bisection for Stochastic Root-Finding.
260 ▼a [S.l.] : ▼b University of California, Santa Barbara., ▼c 2018
260 1 ▼a Ann Arbor : ▼b ProQuest Dissertations & Theses, ▼c 2018
300 ▼a 113 p.
500 ▼a Source: Dissertation Abstracts International, Volume: 80-02(E), Section: B.
500 ▼a Adviser: Michael Ludkovski.
5021 ▼a Thesis (Ph.D.)--University of California, Santa Barbara, 2018.
520 ▼a This thesis studies the stochastic root-finding problem, which consists of estimating the point x* that solves the equation h(x*) = 0, where the function h : (0,1) &rarr
520 ▼a In the first part of this thesis, we state the Generalized PBA (G-PBA), where the above assumption is relaxed to the case where the sampling distribution of the oracle is unknown and location-dependent. Namely, as in standard PBA, we rely on a k
520 ▼a In the second part of this thesis, we propose to leverage the spatial structure of a typical oracle by constructing a non-parametric statistical surrogate for p(&dot
520 ▼a In the last part of this thesis, we present extensive numerical experiments in order to evaluate our sampling strategies (information-based or randomized). In particular we demonstrate the efficiency of randomized quantile sampling for balancing
590 ▼a School code: 0035.
650 4 ▼a Statistics.
690 ▼a 0463
71020 ▼a University of California, Santa Barbara. ▼b Statistics and Applied Probability.
7730 ▼t Dissertation Abstracts International ▼g 80-02B(E).
773 ▼t Dissertation Abstract International
790 ▼a 0035
791 ▼a Ph.D.
792 ▼a 2018
793 ▼a English
85640 ▼u http://www.riss.kr/pdu/ddodLink.do?id=T14999390 ▼n KERIS
980 ▼a 201812 ▼f 2019
990 ▼a 관리자