Adaptive design and stochastic approximation
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(47)- An optimal stochastic approximation for estimating the effective window of a control factor
- Efficient Robbins–Monro procedure for multivariate binary data
- Adaptive designs for quantal dose-response experiments with false answers
- Nesterov-aided stochastic gradient methods using Laplace approximation for Bayesian design optimization
- Matrices -- compensating the loss of anschauung
- Stochastic approximation: from statistical origin to big-data, multidisciplinary applications
- Approximate dynamic programming and its applications to the design of Phase I cancer trials
- Asymptotic properties of the MLE in nonlinear reproductive dispersion models with stochastic regressors
- On a new stopping rule for stochastic approximation
- Asymptotic behaviour of a class of stochastic approximation procedures
- Sequential Estimation in Stochastic Approximation Problem with Autoregressive Errors in Observations
- Iterated least squares in multiperiod control
- Approximate policy optimization and adaptive control in regression models
- Two limit theorems on ARIMA models
- Efficiency of observed information adaptive designs in linear models
- Consistency and asymptotic efficiency of slope estimates in stochastic approximation schemes
- On incomplete learning and certainty-equivalence control
- Asymptotic properties of projections with applications to stochastic regression problems
- Three-phase optimal design of sensitivity experiments
- Asymptotic Statistical Results: Theory and Practice
- A conversation with Tze Leung Lai
- Scalable estimation strategies based on stochastic approximations: classical results and new insights
- Simulation-based designs for multiperiod control
- Stochastic approximation algorithms for superquantiles estimation
- About Gaussian schemes in stochastic approximation
- Wear convergence of stochastic approximation processes with random indices
- Sequential Designs for Binary Data with the Purpose to Maximize the Probability of Response
- Martingale transforms with non-atomic limits and stochastic approximation
- Asymptotically efficient adaptive control in stochastic regression models
- Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs
- Rate of strong consistency of maximum quasi-likelihood estimator in multivariate generalized linear models
- Optimal sequential designs of case-control studies.
- Distributed sequential estimation procedures
- Using a one-parameter model to sequentially estimate the root of a regression function.
- Simulation optimization: a review and exploration in the new era of cloud computing and big data
- Encounters with Martingales in Statistics and Stochastic Optimization
- scientific article; zbMATH DE number 3860223 (Why is no real title available?)
- Some results about averaging in stochastic approximation
- Asymptotic behavior of unstable ARMA processes with application to least squares estimates of their parameters
- Design issues for generalized linear models: a review
- Recursive estimates of quantile based on 0-1 observations
- Dynamic calibration of pharmacokinetic parameters in dose-finding studies
- Stochastic approximation and modern model-based designs for dose-finding clinical trials
- A Bayesian stochastic approximation method
- Stochastic approximation
- Inventory models under uncertainty: An adaptive approach
- Optimizing costs of age replacement policies
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