Abstract:We study fixed-precision ranking-and-selection in structured settings where the answer may be non-unique and where noisy estimates may temporarily admit no valid answer at all. This phenomenon arises naturally in problems such as multi-fidelity ranking-and-selection and identifying a Condorcet winner from pairwise comparisons. To address this, we propose a unified framework based on answer-wise acceptance sets, restricted generalized likelihood ratio stopping, and an answer-pitfall decomposition that yields a max-max-min characteristic value and a common sampling principle. We introduce ENDS, a general procedure that combines estimation, nomination, pitfall detection, and cost-aware information-directed selection. We instantiate ENDS for various problems by deriving explicit formulas. Extensive numerical experiments show that this unified recipe performs well across a broad range of pure-exploration problems and offers a practical framework and proof-of-concept algorithmic recipe.
From: Wei You [view email]
[v1]
Sat, 20 Jun 2026 05:29:31 UTC (20 KB)
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