论文标题

评论排名和选择:一种新的视角

Review on Ranking and Selection: A New Perspective

论文作者

Hong, L. Jeff, Fan, Weiwei, Luo, Jun

论文摘要

在本文中,我们简要回顾了过去70年来排名和选择(R&S)的发展,尤其是在过去20年中的理论成就和实际应用。与Hunter and Nelson(2017)一样,我们与Kim和Nelson(2006b)和Chick(2006)在审查文章中所采用的常见主义者和贝叶斯分类不同,我们将现有的R&S程序分类为固定精神和固定预算程序。我们表明,这两类程序在潜在的方法学配方中基本上有所不同,即它们分别建立在假设检验和动态编程上。鉴于这种差异,我们详细回顾了文献中一些众所周知的程序,并展示了它们如何适合这两个配方。此外,我们讨论了R&S程序在解决各种实际问题中的使用,并提出了我们认为是该领域重要的研究问题。

In this paper, we briefly review the development of ranking-and-selection (R&S) in the past 70 years, especially the theoretical achievements and practical applications in the last 20 years. Different from the frequentist and Bayesian classifications adopted by Kim and Nelson (2006b) and Chick (2006) in their review articles, we categorize existing R&S procedures into fixed-precision and fixed-budget procedures, as in Hunter and Nelson (2017). We show that these two categories of procedures essentially differ in the underlying methodological formulations, i.e., they are built on hypothesis testing and dynamic-programming, respectively. In light of this variation, we review in detail some well-known procedures in the literature and show how they fit into these two formulations. In addition, we discuss the use of R&S procedures in solving various practical problems and propose what we think are the important research questions in the field.

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