Adaptive optimization and \(D\)-optimum experimental design.
From MaRDI portal
Publication:1848852
DOI10.1214/aos/1015957479zbMath1103.93320OpenAlexW1501252873MaRDI QIDQ1848852
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
Asymptotic properties of parametric estimators (62F12) Optimal statistical designs (62K05) Sensitivity (robustness) (93B35) Stochastic programming (90C15) Sequential statistical design (62L05)
Related Items
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
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A technique for dual adaptive control
- The covergence of general step-length algorithms for regular optimum design criteria
- Experimental design for estimating the optimum point in a response surface
- Dual control of linearly parameterised models via prediction of posterior densities
- A convergence theorem in the theory of D-optimum experimental designs
- Asymptotically Efficient Self-Tuning Regulators
- Stochastic dynamic programming: Caution and probing
- Dual effect, certainty equivalence, and separation in stochastic control
- 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