Adaptive optimization and \(D\)-optimum experimental design.

DOI10.1214/AOS/1015957479zbMath1103.93320OpenAlexW1501252873MaRDI QIDQ1848852

Luc Pronzato

Publication date: 14 November 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1015957479

zbMATH Keywords

Adaptive controlstrong consistencyleast-squares estimationsequential design\(D\)-optimum design

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Optimal statistical designs (62K05) Sensitivity (robustness) (93B35) Stochastic programming (90C15) Sequential statistical design (62L05)

Related Items (8)

Information in a two-stage adaptive optimal design ⋮ Optimal experimental design and some related control problems ⋮ System identification of complex and structured systems ⋮ Adaptive sequential design for regression on multi-resolution bases ⋮ Sequential experimental design and response optimisation ⋮ Multiple-objective response-adaptive repeated measurement designs for clinical trials ⋮ Penalized optimal designs for dose-finding ⋮ Asymptotic properties of nonlinear estimates in stochastic models with finite design space

Cites Work

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• Analysis of recursive stochastic algorithms
• Self-tuning regulators : non-parametric algorithms
• The Sequential Generation of $D$-Optimum Experimental Designs
• Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems

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