@article{thebayesianlinearinformationfiltering,
  title = {The Bayesian Linear Information Filtering Problem},
  author = {Bangrui Chen and Peter I. Frazier},
  year = {2016},
  eprint = {1605.09088},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1605.09088v2},
}