Adaptive design and stochastic approximation
From MaRDI portal
Publication:1136185
DOI10.1214/aos/1176344840zbMath0426.62059OpenAlexW2038416118WikidataQ59650389 ScholiaQ59650389MaRDI QIDQ1136185
Herbert Robbins, Tze Leung Lai
Publication date: 1979
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176344840
asymptotic normalityleast squaresadaptive designasymptotically efficient estimatescost of designiterated logarithmsnonlinear adaptive stochastic approximationpairwise sampling stochastic approximation scheme of Venter
Asymptotic properties of parametric estimators (62F12) Design of statistical experiments (62K99) General nonlinear regression (62J02) Strong limit theorems (60F15) Stochastic approximation (62L20)
Related Items
Efficient Robbins–Monro procedure for multivariate binary data, Martingale transforms with non-atomic limits and stochastic approximation, On a new stopping rule for stochastic approximation, Inventory models under uncertainty: An adaptive approach, A Bayesian stochastic approximation method, Optimizing costs of age replacement policies, Wear convergence of stochastic approximation processes with random indices, Approximate policy optimization and adaptive control in regression models, Some results about averaging in stochastic approximation, Unnamed Item, Two limit theorems on ARIMA models, Encounters with Martingales in Statistics and Stochastic Optimization, Stochastic approximation and modern model-based designs for dose-finding clinical trials, Approximate dynamic programming and its applications to the design of Phase I cancer trials, Sequential Designs for Binary Data with the Purpose to Maximize the Probability of Response, Design issues for generalized linear models: a review, Iterated least squares in multiperiod control, Three-phase optimal design of sensitivity experiments, Asymptotic properties of projections with applications to stochastic regression problems, Asymptotic Statistical Results: Theory and Practice, Dynamic calibration of pharmacokinetic parameters in dose-finding studies, Recursive estimates of quantile based on 0-1 observations, Stochastic approximation, Asymptotic Properties of the MLE in Nonlinear Reproductive Dispersion Models With Stochastic Regressors, Sequential Estimation in Stochastic Approximation Problem with Autoregressive Errors in Observations, Scalable estimation strategies based on stochastic approximations: classical results and new insights, A conversation with Tze Leung Lai, Stochastic approximation: from statistical origin to big-data, multidisciplinary applications, Stochastic approximation algorithms for superquantiles estimation, On Incomplete Learning and Certainty-Equivalence Control, Simulation-based designs for multiperiod control, Nesterov-aided stochastic gradient methods using Laplace approximation for Bayesian design optimization, Asymptotically efficient adaptive control in stochastic regression models, Asymptotic behavior of unstable ARMA processes with application to least squares estimates of their parameters, Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs, Adaptive designs for quantal dose-response experiments with false answers, Rate of Strong Consistency of Maximum Quasi-Likelihood Estimator in Multivariate Generalized Linear Models, Consistency and asymptotic efficiency of slope estimates in stochastic approximation schemes, Using a one-parameter model to sequentially estimate the root of a regression function., Optimal sequential designs of case-control studies., Efficiency of observed information adaptive designs in linear models, Matrices -- compensating the loss of anschauung, Asymptotic behaviour of a class of stochastic approximation procedures, Simulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data, About Gaussian schemes in stochastic approximation, An optimal stochastic approximation for estimating the effective window of a control factor
